Forecast combination in industrial series: A comparison between individual forecasts and its combinations with and without correlated errors

Expert Systems with Applications

Volumn 39, Issue 13, 2012, Pages 11479-11486

  Martins, Vera Lúcia Milani ^a   Werner, Liane ^a  

^a FEDERAL UNIVERSITY OF RIO GRANDE DO SUL   (Brazil)

Author keywords

Combination; Correlated errors; Forecast

Indexed keywords

ARITHMETIC MEAN; COMBINATION; COMBINATION METHOD; FORECAST; INDIVIDUAL MODELING; MINIMUM VARIANCE; SIMPLIFIED METHOD;

ERRORS;

FORECASTING;

EID: 84861349303     PISSN: 09574174     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.eswa.2012.04.007     Document Type: Article

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