Collections of time series formed via aggregation are prevalent in many fields. These are
commonly referred to as hierarchical time series and may be constructed cross-sectionally …

Considerable literature has accumulated over the years regarding the combination of
forecasts. The primary conclusion of this line of research is that forecast accuracy can be …

In modern economies, time series play a crucial role at all levels of activity. They are used by
decision makers to plan for a better future, by governments to promote prosperity, by central …

In 2006, Paul W. Holland retired from Educational Testing Service (ETS) after a career
spanning five decades. In 2008, ETS sponsored a conference, Looking Back, honoring …

(57) ABSTRACT A System and method of accurately predicting and reporting a value of a
property based on a weighted average of values predicted by at least two prediction models …

El estudio de la política económica es muy importante para comprender el rumbo y la
dirección de los recursos en un sistema político. Este libro está dividido en ocho unidades …

In this paper, a methodology is developed for designing a coincident index for the so‐called
state of the economy. Based on this index, statistical tests are deduced for checking …

An important tool in time series analysis is that of combining information in an optimal way.
Here we establish a basic combining rule of linear predictors and show that such problems …

In Mexico, the System of National Accounts is disaggregated at the State level and
expressed at constant prices of the most recent base year, 2008, for the years 2003 to 2015 …

A Bayesian approach is used to derive constrained and unconstrained forecasts in an
autoregressive time series model. Both are obtained by formulating an AR (p) model in such …