简单贝叶斯预测组合

IF 2 0 ECONOMICS

Annals of Financial Economics Pub Date : 2020-12-01 DOI:10.1142/S2010495220500165

P. Franses

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SIMPLE BAYESIAN FORECAST COMBINATION

In this paper, it is proposed to combine the forecasts using a simple Bayesian forecast combination algorithm The algorithm is applied to forecasts from three non-nested diffusion models for S shaped processes like virus diffusion An illustration to daily data on first-wave cumulative Covid-19 cases in the Netherlands shows the ease of use of the algorithm and the accuracy of the newly combined forecasts © 2020 World Scientific Publishing Company

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来源期刊

Annals of Financial Economics ECONOMICS-

CiteScore

6.60

自引率

55.00%

发文量