SUBOPTIMALITY OF COMPOSITE FORECASTS DERIVED FROM POSTERIOR PROBABILITIES

被引：4

作者：

BUNN, D

机构：

[1] Department of Engineering Science, Oxford University, Oxford

来源：

EUROPEAN JOURNAL OF OPERATIONAL RESEARCH | 1979年 / 3卷 / 05期

关键词：

D O I：

10.1016/0377-2217(79)90116-4

中图分类号：

C93 [管理学];

学科分类号：

12 ; 1201 ; 1202 ; 120202 ;

摘要：

There has been quite a common practice of formulating composite forecasts using the posterior probabilities derived from Bayesian model discrimination methods. It is shown that such composite forecasts are normally suboptimal in the sense that there exists an alternative composite forecast with a strictly lower expected error. © 1979.

引用

页码：379 / 381

页数：3