24 citations · 28 across the 13 of their papers we have counts for
3 papers · 2 filters
Another look at forecast trimming for combinations: robustness, accuracy and diversity
Xiaoqian Wang, Yanfei Kang, Feng Li
Forecast combination is widely recognized as a preferred strategy over forecast selection due to its ability to mitigate the uncertainty associated with identifying a single "best"…
Forecast combinations: an over 50-year review
Xiaoqian Wang, Rob J Hyndman, Feng Li +1
Forecast combinations have flourished remarkably in the forecasting community and, in recent years, have become part of the mainstream of forecasting research and activities. Combi…
Optimal reconciliation with immutable forecasts
Bohan Zhang, Yanfei Kang, Anastasios Panagiotelis +1
The practical importance of coherent forecasts in hierarchical forecasting has inspired many studies on forecast reconciliation. Under this approach, so-called base forecasts are p…