Weighted ranking procedure for combining univariate time series models
<p>This paper extends the standard approach of combining forecast by proposing weights which are based on ranking the performance of forecast accuracy measures of models. These weights became necessary due to the problems associated with the Akaike weights, equal weights and forecast from the...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Postgraduate Institute of Agriculture, University of Peradeniya
2015-11-01
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| Series: | Tropical Agricultural Research |
| Subjects: | |
| Online Access: | https://tar.sljol.info/articles/8111 |