A RANDOMIZATION RULE FOR SELECTING FORECASTS
成果类型：
Article
署名作者：
FOSTER, DP; VOHRA, RV
署名单位：
University System of Ohio; Ohio State University
刊物名称：
OPERATIONS RESEARCH
ISSN/ISSBN：
0030-364X
DOI：
10.1287/opre.41.4.704
发表日期：
1993
页码：
704-709
关键词：
摘要：
We propose a randomized strategy for selecting/combining forecasts that is better than the forecasts used to produce it in a sense made precise in this paper. Unlike traditional methods this approach requires that no assumptions be made about the distribution of the event being forecasted or the error distribution and stationarity of the constituent forecasts. The method is simple and easy to implement.