Improved methods for combining point forecasts for an asymmetrically distributed variable

Seminar

Speaker

Professor Shaun Vahey, University of Warwick

Venue

Other, please see description for details

Date

Thursday, 22 November, 2018 - 11:00 to 12:00

Many studies have found that forecast combination improves forecast accuracy. An often-used approach developed by Granger and Ramanathan (GR, 1984) utilises a linear-Gaussian regression model to combine point forecasts. This presentation generalises their approach for an asymmetrically distributed target variable.

Find flyers, registration, and complete event details at https://crawford.anu.edu.au/news-events/events/13332/improved-methods-combining-point-forecasts-asymmetrically-distributed

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