Model confidence sets and forecast combination: an application to age-specific mortality
Abstract Background Model averaging combines forecasts obtained from a range of models, and it often produces more accurate forecasts than a forecast from a single model. Objective The crucial part of forecast accuracy improvement in using the model averaging lies in the determination of optimal wei...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
SpringerOpen
2018-11-01
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| Series: | Genus |
| Subjects: | |
| Online Access: | http://link.springer.com/article/10.1186/s41118-018-0043-9 |