The Combination of Forecasts
The Combination of Forecasts
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DOI：
10.2307/2982011
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发表时间：
1983-03
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影响因子：
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通讯作者：
R. L. Winkler;Spyros Makridakis
中科院分区：
文献类型：
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作者：
R. L. Winkler;Spyros Makridakis
通过组合两种或多种预测方法的预测来聚合信息是仅使用单一方法的替代方案。在本文中，我们提供了大量的实证结果表明，通过加权平均得到的组合预测可以相当准确。五个程序估计权重的调查，两个似乎是优于其他上级。这两种方法提供的预测总体上比单个方法的预测更准确。此外，他们是上级预测发现从一个简单的未加权平均的相同的方法。
Aggregating information by combining forecasts from two or more forecasting methods is an alternative to using just a single method. In this paper we provide extensive empirical results showing that combined forecasts obtained through weighted averages can be quite accurate. Five procedures for estimating weights are investigated, and two appear to be superior to the others. These two procedures provide forecasts that are more accurate overall than forecasts from individual methods. Furthermore, they are superior to forecasts found from a simple unweighted average of the same methods.