The DOI matches its Crossref record; 1 of the 1 references it cites were found in a registry or an index.
A Bayesian Approach to the Linear Combination of Forecasts
Abstract
Bayesian methodology is suggested as a valid approach to the combination of forecasts and a simple subjectivist procedure is presented. It is shown how subjective probabilities can be meaningfully assigned over a set of forecasting models and updated, according to a Bayesian process, when the forecast realizations become known.
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Cites
Bates, J. M., & Granger, C. W. J. (1969) · Journal of the Operational Research Society · doi:10.1057/jors.1969.103 · Cited by 3,201
Cited by
Chapter 4 Forecast Combinations
Timmermann, A. (2006) · Handbook of Economic Forecasting · doi:10.1016/s1574-0706(05)01004-9 · Cited by 1,314
Forecasting loads and prices in competitive power markets
Bunn, D. W. (2000) · Proceedings of the IEEE · doi:10.1109/5.823996 · Cited by 458
Self-citationForecast combinations: An over 50-year review
Wang, X., Hyndman, R. J., Li, F., & Kang, Y. (2023) · International Journal of Forecasting · doi:10.1016/j.ijforecast.2022.11.005 · Cited by 280
Lemke, C., Riedel, S., & Gabrys, B. (2009) · 2009 IEEE Symposium on Computational Intelligence for Financial Engineering · doi:10.1109/cifer.2009.4937507 · Cited by 20
Metadata
- Authors
- Bunn, D. W.
- Venue
- Journal of the Operational Research Society
- Publisher
- Informa UK Limited
- Published
- 1975-07
- Volume
- 26
- Issue
- 2
- Pages
- 325-329
- ISSN
- 0160-5682 (ISSN-L)
- 1476-9360
- OpenAlex
- W2007260464
- Cited by
- 183
- References
- 1
- FWCI
- 5.19
- Type
- journal article
- Language
- en
- Open access
- closed
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- Bunn, D. W. (1975). A Bayesian Approach to the Linear Combination of Forecasts. Journal of the Operational Research Society. https://doi.org/10.1057/jors.1975.67
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Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.