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- W2092675251 abstract "Combining forecasts is a common practice in time series analysis. This technique involves weighing each estimate of different models in order to minimize the error between the resulting output and the target. This work presents a novel methodology, aiming to combine forecasts using genetic programming, a metaheuristic that searches for a nonlinear combination and selection of forecasters simultaneously. To present the method, the authors made three different tests comparing with the linear forecasting combination, evaluating both in terms of RMSE and MAPE. The statistical analysis shows that the genetic programming combination outperforms the linear combination in two of the three tests evaluated." @default.
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- W2092675251 date "2012-07-01" @default.
- W2092675251 modified "2023-09-27" @default.
- W2092675251 title "Combining Forecasts" @default.
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- W2092675251 doi "https://doi.org/10.4018/jncr.2012070103" @default.
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