Abstract

Forecast combinations were big winners in the M4 competition. This note reflects on and analyzes the reasons for the success of forecast combination. We illustrate graphically how and in what cases forecast combinations produce good results. We also study the effects of forecast combination on the bias and the variance of the forecast.

Full Text
Published version (Free)

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call