GROEC: Combination method via Generalized Rolling Origin Evaluation
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DOI: 10.1016/j.ijforecast.2019.04.013
Abstract: Abstract Combination methods have performed well in time series forecast competitions. This study proposes a simple but general methodology for combining time series forecast methods. Weights are calculated using a cross-validation scheme that assigns greater… read more here.
Keywords: method via; methodology; combination; via generalized ... See more keywords