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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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  • Aksu, Celal & Gunter, Sevket I., 1992. "An empirical analysis of the accuracy of SA, OLS, ERLS and NRLS combination forecasts," International Journal of Forecasting, Elsevier, vol. 8(1), pages 27-43, June.
  • Handle: RePEc:eee:intfor:v:8:y:1992:i:1:p:27-43
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    References listed on IDEAS

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    1. Dalrymple, Douglas J., 1987. "Sales forecasting practices: Results from a United States survey," International Journal of Forecasting, Elsevier, pages 379-391.
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    Cited by:

    1. 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.
    2. Nowotarski, Jakub & Raviv, Eran & Trück, Stefan & Weron, Rafał, 2014. "An empirical comparison of alternative schemes for combining electricity spot price forecasts," Energy Economics, Elsevier, pages 395-412.
    3. Rafal Weron, 2014. "Electricity price forecasting: A review of the state-of-the-art with a look into the future," HSC Research Reports HSC/14/07, Hugo Steinhaus Center, Wroclaw University of Technology.
    4. Barrow, Devon K. & Kourentzes, Nikolaos, 2016. "Distributions of forecasting errors of forecast combinations: Implications for inventory management," International Journal of Production Economics, Elsevier, vol. 177(C), pages 24-33.
    5. 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.
    6. 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.
    7. Barrow, Devon K. & Crone, Sven F., 2016. "A comparison of AdaBoost algorithms for time series forecast combination," International Journal of Forecasting, Elsevier, pages 1103-1119.
    8. Markopoulou, Chrysi E. & Skintzi, Vasiliki D. & Refenes, Apostolos-Paul N., 2016. "Realized hedge ratio: Predictability and hedging performance," International Review of Financial Analysis, Elsevier, vol. 45(C), pages 121-133.
    9. 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.
    10. Weron, Rafał, 2014. "Electricity price forecasting: A review of the state-of-the-art with a look into the future," International Journal of Forecasting, Elsevier, pages 1030-1081.
    11. 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.
    12. Barrow, Devon K. & Crone, Sven F., 2016. "Cross-validation aggregation for combining autoregressive neural network forecasts," International Journal of Forecasting, Elsevier, pages 1120-1137.
    13. Markopoulou, Chryssa & Skintzi, Vasiliki & Refenes, Apostolos, 2016. "On the predictability of model-free implied correlation," International Journal of Forecasting, Elsevier, pages 527-547.
    14. Jakub Nowotarski & Bidong Liu & Rafal Weron & Tao Hong, 2015. "Improving short term load forecast accuracy via combining sister forecasts," HSC Research Reports HSC/15/05, Hugo Steinhaus Center, Wroclaw University of Technology.
    15. Weron, R & Bierbrauer, M & Trück, S, 2004. "Modeling electricity prices: jump diffusion and regime switching," Physica A: Statistical Mechanics and its Applications, Elsevier, pages 39-48.
    16. 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.
    17. Nowotarski, Jakub & Liu, Bidong & Weron, Rafał & Hong, Tao, 2016. "Improving short term load forecast accuracy via combining sister forecasts," Energy, Elsevier, vol. 98(C), pages 40-49.

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