395 citations · 692 across the 25 of their papers we have counts for
Showing 2015 · stat.MEShow all
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stat.ME2015
Forecast Combination Under Heavy-Tailed Errors
Gang Cheng, Sicong Wang, Yuhong Yang
Forecast combination has been proven to be a very important technique to obtain accurate predictions. In many applications, forecast errors exhibit heavy tail behaviors for various…
stat.ME2015
On the Forecast Combination Puzzle
Wei Qian, Craig A. Rolling, Gang Cheng +1
It is often reported in forecast combination literature that a simple average of candidate forecasts is more robust than sophisticated combining methods. This phenomenon is usually…