Forecast selection and combination are regarded as two competing alternatives. In the
literature there is substantial evidence that forecast combination is beneficial, in terms of …

The macroeconomic climate influences operations with regard to, eg, raw material prices,
financing, supply chain utilization and demand quotas. In order to adapt to the economic …

We propose a new way of selecting among model forms in automated exponential
smoothing routines, consequently enhancing their predictive power. The procedure, here …

This paper introduces a novel meta-learning algorithm for time series forecast model
performance prediction. We model the forecast error as a function of time series features …

Flood forecasting in urban and semiurban catchments is often limited by the capability of the
combined hydrological models and forecast inputs to predict floods accurately. The objective …

High-quality risk management is the key to ensuring the safe, efficient, and stable operation
of the financial system. The current Basel Accord requires financial institutions to regularly …

Цель исследования. Целью настоящей работы является рассмотрение возможности
использования экспертной информации при объединении прогнозов как …

Utilizing the accurate and reliable demand forecasting model for the port logistics industry
decision makers, can prevent misguided decisions ensuing from inaccurate forecasting …

This paper provides the first thorough investigation of the negative weights that can emerge
when combining forecasts. The usual practice in the literature is to consider only convex …

Forecast combination–the aggregation of individual forecasts from multiple experts or
models–is a proven approach to economic forecasting. To date, research on economic …