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An empirical analysis of the accuracy of SA, OLS, ERLS and NRLS combination forecasts

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  • Aksu, Celal
  • Gunter, Sevket I.
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    File URL: http://www.sciencedirect.com/science/article/B6V92-45P4GTG-65/2/ef67d64b4e762eadad7736debeef309d
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    Bibliographic Info

    Article provided by Elsevier in its journal International Journal of Forecasting.

    Volume (Year): 8 (1992)
    Issue (Month): 1 (June)
    Pages: 27-43

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    Handle: RePEc:eee:intfor:v:8:y:1992:i:1:p:27-43

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    Web page: http://www.elsevier.com/locate/ijforecast

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    Cited by:
    1. Taylor, James W. & Bunn, Derek W., 1999. "Investigating improvements in the accuracy of prediction intervals for combinations of forecasts: A simulation study," International Journal of Forecasting, Elsevier, vol. 15(3), pages 325-339, July.
    2. de Menezes, Lilian M. & W. Bunn, Derek & Taylor, James W., 2000. "Review of guidelines for the use of combined forecasts," European Journal of Operational Research, Elsevier, vol. 120(1), pages 190-204, January.
    3. Jakub Nowotarski & Eran Raviv & Stefan Trueck & Rafal Weron, 2013. "An empirical comparison of alternate schemes for combining electricity spot price forecasts," HSC Research Reports HSC/13/07, Hugo Steinhaus Center, Wroclaw University of Technology.
    4. De Gooijer, Jan G. & Hyndman, Rob J., 2006. "25 years of time series forecasting," International Journal of Forecasting, Elsevier, vol. 22(3), pages 443-473.
    5. Jan G. de Gooijer & Rob J. Hyndman, 2005. "25 Years of IIF Time Series Forecasting: A Selective Review," Tinbergen Institute Discussion Papers 05-068/4, Tinbergen Institute.
    6. Fiordaliso, Antonio, 1998. "A nonlinear forecasts combination method based on Takagi-Sugeno fuzzy systems," International Journal of Forecasting, Elsevier, vol. 14(3), pages 367-379, September.

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