To combine or not to combine: selecting among forecasts and their combinations

By M. Hibon, Theodoros Evgeniou. 2005

348 citations recorded by the source corpus.

Subfields: Management Science and Operations Research, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/3effba0be5c005ad745962b8f05b531f306126cc

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In Management Science and Operations Research

In Statistics and Probability

Citations in the corpus

Current status and future advances for wind speed and power forecasting (2014, background): “[77] Hibon M, Evgeniou T.”
Improving forecasting by estimating time series structural components across multiple frequencies (2014, methodology): “Combining also results in lower levels of uncertainty, by reducing the variance of forecasting errors (Hibon and Evgeniou, 2005).”
Stacked partial least squares regression analysis for spectral calibration and prediction (2009, methodology): “Stacked regressions are increasingly used in the area of sensor fusion and design [13] and in forecasting [14].”
'Horses for Courses' in demand forecasting (2014, background): “In addition to this, combining reduces the variance of forecasting errors and therefore the uncertainty in predictions, rendering the selection of combinations less risky than individual methods (Hibon and Evgeniou, 2005).”
Tourism forecasting: To combine or not to combine? (2007, methodology): “Hibon and Evgeniou (2005) reached a similar”
25 Years of IIF Time Series Forecasting: A Selective Review (2005, background): “Hibon & Evgeniou (2005) proposed a criterion to select among forecasts and their combinations.”
MOD-DR: Microgrid optimal dispatch with demand response (2017, background): “The advantage of combining, according to Hibon and Evgeniou [60], is not ‘‘that the best possible combinations perform better than the best possible individual forecasts” (i.e., ex-post), but that ‘‘it is less risky in practice to combine forecasts than to select an individual forecasting method” (i”
To Combine Forecasts or to Combine Information? (2010, background): “2See Palm and Zellner (1992), Hibon and Evgeniou (2005).”
25 years of time series forecasting (2006, background): “Hibon & Evgeniou (2005) proposed a criterion to select among forecasts and their combinations.”
Electricity price forecasting: A review of the state-of-the-art with a look into the future (2014, methodology): “One of the first applications of fuzzy logic to EPF was performed by Hong and Hsiao (2002), who utilize fuzzyc-means for classifying historical data into three clusters (peak, medium and off-peak), and then employ a recurrent network for foreasting. Vahidinasab, Jadid, and Kazemi (2008) take a simil”