Cross-temporal forecast reconciliation: Optimal combination method and heuristic alternatives

Forecast Evaluation and Combination

Two alternatives for disjunction: an inquisitive reconciliation∗

Traditionally, disjunction is taken to express an operator that takes two propositions A and B, and yields their join, A∪B. In more recent work, however, it has been argued that disjunction should rather be treated as generating a set of propositions, {A,B}. Each of the two approaches has certain vantage points that the other one lacks. Thus, it would be desirable to reconcile the two, combinin...

Heuristic approach for forecast scheduling

Forecast Scheduling (FS) is a scheduling concept that utilizes rate prediction along the users’ trajectories in order to optimize the scheduler allocation. The rate prediction is based on Signal to Interference plus Noise Ratio (SINR) or rate maps provided by a Radio Environment Map (REM). The FS has been formulated as a convex optimization problem namely the maximization of an α−fair utility f...

Port Throughput Forecast Based on Nonlinear Combination Method

-. Port throughput forecast plays a great role in the development of port logistics economy. This paper works over that significant subject based on a new kind of nonlinear combination method, which is composed of linear exponential smoothing model, simple moving average method and Elman network. The forecasted values through the first two methods are taken as the inputs of Elman network, which...

Density Forecast Combination

In this paper we investigate whether and how far density forecasts sensibly can be combined to produce a “better” pooled density forecast. In so doing we bring together two important but hitherto largely unrelated areas of the forecasting literature in economics, density forecasting and forecast combination. We provide simple Bayesian methods of pooling information across alternative density fo...