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Autor
Gulay Emrah (Dokuz Eylul University, Turkey), Aras Serkan
Tytuł
Does a Meta-Combining Method Lead to More Accurate forecasts in the decision-making process?
Źródło
Operations Research and Decisions, 2024, vol. 34, no. 3, s. 101-124, rys., tab., bibliogr. 57 poz.
Słowa kluczowe
Badania operacyjne, Prognozowanie, Metody prognozowania, Szeregi czasowe
Operations research, Forecasting, Forecasting methods, Time-series
Uwagi
summ.
Abstrakt
To improve forecasting accuracy, researchers employed various combination techniques for a long time. When researchers deal with time series data by using dissimilar models, the combined forecasts of these models are expected to be superior. Deriving a weighting scheme performing better than simple but hard-to-beat combining methods has always been challenging. In this study, a new weighting method based on the hybridisation of combining algorithms is proposed. Five popular datasets were utilised to demonstrate the effectiveness of the proposed method in an out-of-sample context. The results indicate that the proposed method leads to more accurate forecasts than other combining techniques used in the study. (original abstract)
Dostępne w
Biblioteka Główna Uniwersytetu Ekonomicznego w Krakowie
Pełny tekst
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Bibliografia
Pokaż
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Cytowane przez
Pokaż
ISSN
2081-8858
2391-6060
Język
eng
URI / DOI
http://dx.doi.org/10.37190/ord240306
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