Are Negative Weights in Combining Forecasts So Bad?
Purpose of the study. In this paper, we consider the problem of negativity of weight coefficients when combining forecasts. Combining forecasts as a method has long ago proved itself in practice as a good way to improve forecast accuracy. However, in the literature little attention is paid to the is...
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| Main Author: | |
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| Format: | Article |
| Language: | Russian |
| Published: |
Plekhanov Russian University of Economics
2023-09-01
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| Series: | Статистика и экономика |
| Subjects: | |
| Online Access: | https://statecon.rea.ru/jour/article/view/1766 |
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