A Selective Procedure For Combining Forecasts

dc.contributor.author	Sven-Oliver Troschke	de
dc.date.accessioned	2004-12-06T18:38:11Z
dc.date.available	2004-12-06T18:38:11Z
dc.date.issued	1998	de
dc.description.abstract	If there are various forecasts for the same random variable, it is common practice to combine these forecasts in order to obtain a better forecast. But an important question is how to perform the combination, especially if the system under investigation is subject to structural changes and, consequently, the best combination method is not the same all of the time. This paper presents a data driven approach, which (for each point of time) selects a combination technique from a given set of combination techniques. Properties and limitations of this selection procedure are investigated using simulated data from normal distributions.	en
dc.format.extent	224954 bytes
dc.format.extent	542815 bytes
dc.format.mimetype	application/pdf
dc.format.mimetype	application/postscript
dc.identifier.uri	http://hdl.handle.net/2003/4828
dc.identifier.uri	http://dx.doi.org/10.17877/DE290R-7976
dc.language.iso	en	de
dc.publisher	Universitätsbibliothek Dortmund	de
dc.subject	combination of forecasts	en
dc.subject	selection predictor	en
dc.subject.ddc	310	de
dc.title	A Selective Procedure For Combining Forecasts	en
dc.type	Text	de
dc.type.publicationtype	report	en
dcterms.accessRights	open access
eldorado.dnb.deposit	true

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