Linear combination of forecasts with numerical adjustment via MINIMAX non-linear programming

This paper proposes a linear combination of forecasts obtained from three forecasting methods (namely, ARIMA, Exponential Smoothing and Artificial Neural Networks) whose adaptive weights are determined via a multi-objective non-linear programming problem, which seeks to minimize, simultaneously, t...

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Bibliographic Details

Published in:	GEPROS: Gestão da Produção, Operações e Sistemas
Main Authors:	Jairo Marlon Corrêa, Anselmo Chaves Neto, Luiz Albino Teixeira Júnior, Edgar Manuel Carreño, Álvaro Eduardo Faria
Format:	Article
Language:	English
Published:	Universidade Estadual Paulista 2016-03-01
Subjects:	Time Series Combination of Forecast Multi-objective Programming
Online Access:	http://revista.feb.unesp.br/index.php/gepros/article/view/1322/703