Two Methodologies for the Linear Combination of Forecasts

DOI10.2307/2581063zbMath0454.62084OpenAlexW4244222224MaRDI QIDQ3902364

Derek W. Bunn

Publication date: 1981

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

Full work available at URL: https://doi.org/10.2307/2581063

zbMATH Keywords

linear combination of forecastsposterior probabilitiesforecast error varianceBayesian model discrimination

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Bayesian problems; characterization of Bayes procedures (62C10) Statistical decision theory (62C99)

Related Items (3)

Meta-inductive probability aggregation ⋮ Synthesis or selection of forecasting models ⋮ Efficiency of the independence assumption in the combination of forecasts

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