Simple robust averages of forecasts: Some empirical results
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An alternative approach to tackle conceptual uncertainty and overcome the shortcomings of individual learners is model combination, i.e., building an ensemble of classifiers, often complemented with model selection before aggregation.
“To tackle conceptual uncertainty and overcome the shortcomings of individual learners, an alternative approach is model combination, i.e., building an ensemble of (homogeneous or diverse) classifiers (e.g., artificial neural networks, support vector regressions, GLMs, recurrent neural networks), often complemented with a model selection from a larger model space before aggregation Jose and Winkler”
From Modelling Motor Insurance Claim Frequency and Severity Using Gradient Boosting (2023) · cites this paper as Jose and Winkler (2008)
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References 18 · Cited by 242
- Authors
- Jose, V. R. R., & Winkler, R. L.
- Affiliations
- Duke University (US)
- Corresponding author
- Jose, Victor Richmond R.
- Venue
- International Journal of Forecasting
- Publisher
- Elsevier BV
- Published
- 2008-01
- Volume
- 24
- Issue
- 1
- Pages
- 163-169
- ISSN
- 0169-2070 (ISSN-L)
- OpenAlex
- W2001507422
- Cited by
- 242
- References
- 18
- Citations by year
- 2026: 7 · 2025: 16 · 2024: 17 · 2023: 22 · 2022: 30 · 2021: 26 · 2020: 17 · 2019: 21 · 2018: 8 · 2017: 8 · 2016: 14 · 2015: 8 · 2014: 8 · 2013: 8 · 2012: 10
- FWCI
- 8.13
- Type
- journal article
- Language
- en
- Open access
- closed
- Locations
- International Journal of Forecasting (publishedVersion)
- RePEc: Research Papers in Economics (submittedVersion)
- Topics
- Social Sciences › Decision Sciences › Management Science and Operations Research › Forecasting Techniques and Applications
- Physical Sciences › Mathematics › Applied Mathematics › Statistical and numerical algorithms
- Physical Sciences › Mathematics › Statistics and Probability › Advanced Statistical Methods and Models
- Keywords
- forecast combination, trimmed mean, Winsorized mean, forecast accuracy, extreme values, forecast combination weights
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