[HTML][HTML] Forecasting: theory and practice
Forecasting has always been at the forefront of decision making and planning. The
uncertainty that surrounds the future is both exciting and challenging, with individuals and …
uncertainty that surrounds the future is both exciting and challenging, with individuals and …
Forecast combinations: An over 50-year review
Forecast combinations have flourished remarkably in the forecasting community and, in
recent years, have become part of mainstream forecasting research and activities …
recent years, have become part of mainstream forecasting research and activities …
[HTML][HTML] The M4 Competition: 100,000 time series and 61 forecasting methods
The M4 Competition follows on from the three previous M competitions, the purpose of which
was to learn from empirical evidence both how to improve the forecasting accuracy and how …
was to learn from empirical evidence both how to improve the forecasting accuracy and how …
Bayesian optimization based dynamic ensemble for time series forecasting
Among various time series (TS) forecasting methods, ensemble forecast is extensively
acknowledged as a promising ensemble approach achieving great success in research and …
acknowledged as a promising ensemble approach achieving great success in research and …
[HTML][HTML] M5 accuracy competition: Results, findings, and conclusions
In this study, we present the results of the M5 “Accuracy” competition, which was the first of
two parallel challenges in the latest M competition with the aim of advancing the theory and …
two parallel challenges in the latest M competition with the aim of advancing the theory and …
[HTML][HTML] The M5 competition: Background, organization, and implementation
The M5 competition follows the previous four M competitions, whose purpose is to learn from
empirical evidence how to improve forecasting performance and advance the theory and …
empirical evidence how to improve forecasting performance and advance the theory and …
Information aggregation and collective intelligence beyond the wisdom of crowds
T Kameda, W Toyokawa, RS Tindale - Nature Reviews Psychology, 2022 - nature.com
In humans and other gregarious animals, collective decision-making is a robust behavioural
feature of groups. Pooling individual information is also fundamental for modern societies, in …
feature of groups. Pooling individual information is also fundamental for modern societies, in …
[HTML][HTML] Forecast reconciliation: A review
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 …
commonly referred to as hierarchical time series and may be constructed cross-sectionally …
Model averaging and its use in economics
MFJ Steel - Journal of Economic Literature, 2020 - aeaweb.org
The method of model averaging has become an important tool to deal with model
uncertainty, for example in situations where a large amount of different theories exist, as are …
uncertainty, for example in situations where a large amount of different theories exist, as are …
Model averaging in ecology: A review of Bayesian, information‐theoretic, and tactical approaches for predictive inference
CF Dormann, JM Calabrese… - Ecological …, 2018 - Wiley Online Library
In ecology, the true causal structure for a given problem is often not known, and several
plausible models and thus model predictions exist. It has been claimed that using weighted …
plausible models and thus model predictions exist. It has been claimed that using weighted …