Cited by 242Forecasting Techniques and ApplicationsStatistical and numerical algorithmsAdvanced Statistical Methods and Models

Simple robust averages of forecasts: Some empirical results

Jose, Victor Richmond R., Winkler, Robert L.·2008·International Journal of Forecasting

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Crossref · 10.1016/j.ijforecast.2007.06.001

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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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