{"title":"SIMPLE BAYESIAN FORECAST COMBINATION","authors":"P. Franses","doi":"10.1142/S2010495220500165","DOIUrl":null,"url":null,"abstract":"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","PeriodicalId":43570,"journal":{"name":"Annals of Financial Economics","volume":"15 1","pages":"2050016"},"PeriodicalIF":2.0000,"publicationDate":"2020-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Annals of Financial Economics","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1142/S2010495220500165","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"0","JCRName":"ECONOMICS","Score":null,"Total":0}
引用次数: 0
简单贝叶斯预测组合
在本文中，建议使用简单的贝叶斯预测组合算法对预测进行组合该算法适用于三个S形过程（如病毒扩散）的非计算扩散模型的预测荷兰第一波累计新冠肺炎病例的每日数据说明了算法的易用性和新组合预测的准确性©2020世界科学出版公司
本文章由计算机程序翻译，如有差异，请以英文原文为准。
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