The Combination of Forecasts
Bibliographic Data
| ID | 23359587 |
|---|---|
| Authors | John M Bates (0000-0002-5809-5941), Clive W J Granger |
| Year | 1969 |
| Volume | 20 |
| Issue | 4 |
| Pages | 451-468 |
| Publication date | 1969-12-01 |
| Peer Reviewed | Yes |
| Open Access | Yes |
| Type | ARTICLE |
| Venue | Journal of the Operational Research Society (JOURNAL) |
| Journal identifiers | ISSN: 0160-5682 • E-ISSN: 1476-9360 |
| Publisher | Informa UK Limited (PUBLISHER • GB) |
| DOI | 10.1057/jors.1969.103 |
| OpenAlex | W1986528915 |
| Language | EN |
| Citations received | 93 |
| References cited | 1 |
Two separate sets of forecasts of airline passenger data have been combined to form a composite set of forecasts. The main conclusion is that the composite set of forecasts can yield lower mean-square error than either of the original forecasts. Past errors of each of the original forecasts are used to determine the weights to attach to these two original forecasts in forming the combined forecasts, and different methods of deriving these weights are examined.
Consensus forecast · Data set · Econometrics · Forecast error · Mean squared error · Set (abstract data type) · Statistics · Aviation Industry Analysis and Trends · Computer Science · Forecasting Techniques and Applications · Mathematics
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| Unique citing works | 93 |
|---|---|
| Citations per year | 1,9 |
| Citation span | 1977 - 2026 (50) |
| Citation velocity | current |
| Highly cited | No |
| Citation types | Neutral: 78 |