The combination of forecasts with different time aggregation
In forecasting, it is important to improve forecast accuracy. Thus, the forecast combination have been proposed in the literature. Usually, the classical approach in forecast combination obtain from the composite of two (or more) available forecasts with identical timings. However, fore...
| Main Authors: | Abd Rahman, Nur Haizum, Lee, Muhammad Hisyam |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Academy of Sciences Malaysia
2019
|
| Online Access: | http://psasir.upm.edu.my/id/eprint/82372/ http://psasir.upm.edu.my/id/eprint/82372/1/The%20combination%20of%20forecasts%20with%20different%20time%20aggregation%20.pdf |
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