A Data-Weighted Prior Estimator for Forecast Combination
نویسندگان
چکیده
منابع مشابه
Online Forecast Combination for Dependent Heterogeneous Data
This paper studies a procedure to combine individual forecasts that achieve theoretical optimal performance. The results apply to a wide variety of loss functions and no conditions are imposed on the data sequences and the individual forecasts apart from a tail condition. The theoretical results show that the bounds are also valid in the case of time varying combination weights, under specific ...
متن کاملThe use of prior information in forecast combination *
Simple averages often, but not always, outperform more sophisticated “optimal” forecast composites. We used Bayesian shrinkage techniques to allow the incorporation of prior information into the estimation of combining weights; the estimated combining weights were coaxed or “shrunken” toward equality but were not forced to be exactly equal. The least-squares and prior (i.e., arithmetic average)...
متن کاملa new approach to credibility premium for zero-inflated poisson models for panel data
هدف اصلی از این تحقیق به دست آوردن و مقایسه حق بیمه باورمندی در مدل های شمارشی گزارش نشده برای داده های طولی می باشد. در این تحقیق حق بیمه های پبش گویی بر اساس توابع ضرر مربع خطا و نمایی محاسبه شده و با هم مقایسه می شود. تمایل به گرفتن پاداش و جایزه یکی از دلایل مهم برای گزارش ندادن تصادفات می باشد و افراد برای استفاده از تخفیف اغلب از گزارش تصادفات با هزینه پائین خودداری می کنند، در این تحقیق ...
15 صفحه اولOPTIMUM WEIGHTED MODE COMBINATION FOR NONLINEAR STATIC ANALYSIS OF STRUCTURES
In recent years some multi-mode pushover procedures taking into account higher mode effects, have been proposed. The responses of considered modes are combined by the quadratic combination rules, while using the elastic modal combination rules in the inelastic phases is not valid. Here, an optimum weighted mode combination method for nonlinear static analysis is presented. Genetic algorithm is ...
متن کاملDensity Forecast Combination
In this paper we investigate whether and how far density forecasts sensibly can be combined to produce a “better” pooled density forecast. In so doing we bring together two important but hitherto largely unrelated areas of the forecasting literature in economics, density forecasting and forecast combination. We provide simple Bayesian methods of pooling information across alternative density fo...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Entropy
سال: 2019
ISSN: 1099-4300
DOI: 10.3390/e21040429