Combining forecasts – forty years later
By K. Wallis. 2011
149 citations recorded by the source corpus.
Subfields: Applied Mathematics, Economics and Econometrics, Management Science and Operations Research
View Paper: https://www.semanticscholar.org/paper/767c552e00caafaded7058dbec3ee2a81c36e639
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Applied Mathematics
- Lyle Ungar
- James Mitchell
- Pierre Pinson
- H. V. Dijk
- Francesco Ravazzolo
- Dazhi Yang
- K. Aastveit
- Rafal Weron
In Economics and Econometrics
In Management Science and Operations Research
Citations in the corpus
- The Good Judgment Project: A Large Scale Test of Different Methods of Combining Expert Predictions (2012, background): “Although combining multiple forecasts has long been studied [Wallsten et al. 1997; Wallis 2011], there are still many open questions on how to best make use of multiple people when estimating the probability of an event.”
- The Evolution of Forecast Density Combinations in Economics (2018, methodology): “Amisano and Geweke (2010) and Mitchell and Wallis (2011) discuss apparent similarities between the combined forecast density - represented in (2) via the linear opinion pool - and model “mixtures”.”
- Energy Forecasting: A Review and Outlook (2020, background): “Some notable reviews can be found in [33]–[35].”
- Quantile aggregation of density forecasts (2014, unknown): “Some examples are Wallis (2005, 2011), Hall and Mitchell (2007), Mitchell and Wallis (2010), Geweke and Amisano (2011), Fawcett et al. (2013).”
- Electricity price forecasting: A review of the state-of-the-art with a look into the future (2014, background): “As the literature on combining forecasts ‘‘is now voluminous and rather repetitive’’ (Wallis, 2011), we do not attempt to review all or even most methods.”