On Robust Forecast Combinations With Applications to Automated Forecasting
Combining forecasts have been proven as one of the most successful methods to improve predictive performance. However, while there often is a focus on theoretically optimal methods, this is an ill-posed issue in practice where the problem of robustness is of more empirical relevance. This thesis foc...
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| Format: | Others |
| Language: | English |
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Uppsala universitet, Statistiska institutionen
2021
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| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-450807 |