Combining ranked mean value forecasts

DOI10.1016/0377-2217(95)00105-0zbMath0947.91088OpenAlexW2063708537MaRDI QIDQ1278339

Mehdi Mostaghimi

Publication date: 22 April 1999

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0377-2217(95)00105-0

zbMATH Keywords

relative entropymaximum likelihood estimationforecastingcombining forecastscombining ranked forecasts

Mathematics Subject Classification ID

Economic time series analysis (91B84)

Related Items (2)

Forecast with forecasts: diversity matters ⋮ Team selection for prediction tasks

Cites Work

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• The Essential Completeness of the Class of Generalized Sequential Probability Ratio Tests
• Unstable Weights in the Combination of Forecasts
• Axiomatic derivation of the principle of maximum entropy and the principle of minimum cross-entropy
• Combining Probability Distributions from Dependent Information Sources
• Sensitivity of Weights in Combining Forecasts
• Some Comments on the Combination of Forecasts
• Aggregating Point Estimates: A Flexible Modeling Approach

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