2 METHODOLOGIES FOR THE LINEAR COMBINATION OF FORECASTS

被引:14
作者
BUNN, DW
机构
关键词
D O I
10.1057/jors.1981.44
中图分类号
C93 [管理学];
学科分类号
12 ; 1201 ; 1202 ; 120202 ;
摘要
引用
收藏
页码:213 / 222
页数:10
相关论文
共 28 条
[1]   POSTERIOR PROBABILITIES FOR CHOOSING A REGRESSION-MODEL [J].
ATKINSON, AC .
BIOMETRIKA, 1978, 65 (01) :39-48
[2]  
BAECHER GB, 1975, EXTRAPOLATION TRENDI
[3]   STATISTICAL-MODEL COMPARISON IN MARKETING-RESEARCH [J].
BARRY, CB ;
WILDT, AR .
MANAGEMENT SCIENCE, 1977, 24 (04) :387-392
[4]   COMBINATION OF FORECASTS [J].
BATES, JM ;
GRANGER, CWJ .
OPERATIONAL RESEARCH QUARTERLY, 1969, 20 (04) :451-&
[5]   DISCRIMINATION AMONG MECHANISTIC MODELS [J].
BOX, GEP ;
HILL, WJ .
TECHNOMETRICS, 1967, 9 (01) :57-+
[6]   SUBOPTIMALITY OF COMPOSITE FORECASTS DERIVED FROM POSTERIOR PROBABILITIES [J].
BUNN, D .
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 1979, 3 (05) :379-381
[8]   BAYESIAN APPROACH TO LINEAR COMBINATION OF FORECASTS [J].
BUNN, DW .
OPERATIONAL RESEARCH QUARTERLY, 1975, 26 (02) :325-329
[9]   COMPARATIVE EVALUATION OF OUT-PERFORMANCE AND MINIMUM VARIANCE PROCEDURES FOR LINEAR SYNTHESIS OF FORECASTS [J].
BUNN, DW .
OPERATIONAL RESEARCH QUARTERLY, 1977, 28 (03) :653-662
[10]  
BUNN DW, 1978, SYNTHESIS FORECASTIN