- Tytuł:
- Comparative analysis of accuracy of selected methods of building of combined forecasts and meta-forecast
- Autorzy:
- Perzyńska, Joanna
- Powiązania:
- https://bibliotekanauki.pl/articles/424861.pdf
- Data publikacji:
- 2013
- Wydawca:
- Wydawnictwo Uniwersytetu Ekonomicznego we Wrocławiu
- Tematy:
-
individual forecasts
combined forecasts
meta-forecasts
forecasts errors
forecasts weights - Opis:
- In this paper the author presents a method of building a meta-forecast as an arithmetic mean of the combined forecasts set by various methods. The empirical example, in which the forecasts (individual, combined and meta-forecasts) are determined for the microeconomic variable with seasonal fluctuations, is the illustration of theoretical considerations. The accuracy of meta-forecasts is compared with the accuracy of their component combined forecasts and individual forecasts. The empirical studies confirm the usefulness of meta-forecasts. In most cases, they have lower errors than their component combined forecasts, also they are more accurate than individual forecasts.
- Źródło:
-
Econometrics. Ekonometria. Advances in Applied Data Analytics; 2013, 1(39); 152-161
1507-3866 - Pojawia się w:
- Econometrics. Ekonometria. Advances in Applied Data Analytics
- Dostawca treści:
- Biblioteka Nauki
Artykuł