A Comparative Evaluation of the Outperformance and Minimum Variance Procedures for the Linear Synthesis of Forecasts

DOI10.1057/jors.1977.141zbMath0418.62079OpenAlexW2013965049MaRDI QIDQ3851484

Derek W. Bunn

Publication date: 1977

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

Full work available at URL: https://doi.org/10.1057/jors.1977.141

zbMATH Keywords

simulation experimentslinear combination of forecastsBayesian priorsestimating minimum variance parameters

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Bayesian inference (62F15) Monte Carlo methods (65C05)

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Classifying and controlling errors in forecasting using multiple criteria goal programming ⋮ On the use of Bayesian composite predictors in decision analysis ⋮ Efficiency of the independence assumption in the combination of forecasts

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