منابع مشابه
Combining Probability Forecasts
Linear pooling is by the far the most popular method for combining probability forecasts. However, any nontrivial weighted average of two or more distinct, calibrated probability forecasts is necessarily uncalibrated and lacks sharpness. In view of this, linear pooling requires recalibration, even in the ideal case in which the individual forecasts are calibrated. Toward this end, we propose a ...
متن کاملCombining earthquake forecasts using differential probability gains
We describe an iterative method to combine seismicity forecasts. With this method, we produce the next generation of a starting forecast by incorporating predictive skill from one or more input forecasts. For a single iteration, we use the differential probability gain of an input forecast relative to the starting forecast. At each point in space and time, the rate in the next-generation foreca...
متن کاملTesting the Value of Probability Forecasts for Calibrated Combining.
We combine the probability forecasts of a real GDP decline from the U.S. Survey of Professional Forecasters, after trimming the forecasts that do not have "value", as measured by the Kuiper Skill Score and in the sense of Merton (1981). For this purpose, we use a simple test to evaluate the probability forecasts. The proposed test does not require the probabilities to be converted to binary for...
متن کاملCombining forecasts
To improve forecasting accuracy, combine forecasts derived from methods that differ substantially and draw from different sources of information. When feasible, use five or more methods. Use formal procedures to combine forecasts: An equal-weights rule offers a reasonable starting point, and a trimmed mean is desirable if you combine forecasts resulting from five or more methods. Use different ...
متن کاملCombining Forecasts using Clustering
Given sales forecasts for a set of items along with the standard deviation associated with each forecast, we propose a new method of combining forecasts using the concepts of clustering. Clusters of items are identified based on similarity in their sales forecasts and then a common forecast (or combined forecast) is computed for each cluster of items. The objective of clustering is to minimize ...
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ژورنال
عنوان ژورنال: Journal of the Royal Statistical Society: Series B (Statistical Methodology)
سال: 2010
ISSN: 1369-7412,1467-9868
DOI: 10.1111/j.1467-9868.2009.00726.x