A combination selection algorithm on forecasting
(2013)
Journal Article
Cang, S., & Yu, H. (2014). A combination selection algorithm on forecasting. European Journal of Operational Research, 234(1), 127-139. https://doi.org/10.1016/j.ejor.2013.08.045
It is widely accepted in forecasting that a combination model can improve forecasting accuracy. One important challenge is how to select the optimal subset of individual models from all available models without having to try all possible combinations... Read More about A combination selection algorithm on forecasting.