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- W2075148700 abstract "Abstract This report is relevant to the practical forecasting situation in which a decision-maker is faced with several feasible predictors for his variable of interest. If he has a substantial amount of data available on the performance of each of his predictors, then it is well known that a composite forecast can be suitably derived as an optimal forecasting procedure. Alternatively, if only a small amount of evidence is available on the predictors' performance, then there appear to be controversial recommendations upon whether it is still optimal to pursue a policy of synthesis leading to a composite predictor or whether it is better to attempt a selection of the singularly best forecasting model. This report discusses some of the associated issues and provides some experimental evidence on the performance of these two policies." @default.
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- W2075148700 date "1982-02-01" @default.
- W2075148700 modified "2023-09-26" @default.
- W2075148700 title "Synthesis or selection of forecasting models" @default.
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- W2075148700 doi "https://doi.org/10.1016/0377-2217(82)90069-8" @default.
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