Concepedia

Combining Point Forecasts

Combining Point Forecasts is a statistical methodology that integrates multiple individual point forecasts into a single composite forecast through systematic weighting or pooling techniques to improve predictive accuracy and robustness.

54

Publications

2.9K

Citations

116

Authors

86

Institutions

Publications per year

2017–2026

23

Variants

Point Forecast Combination

Parents

Publications

54

A Simple Explanation of the Forecast Combination Puzzle*

Jeremy Smith, Kenneth F. Wallis · Oxford Bulletin of Economics and Statistics · 2009 · 343 citations

, , +12

Review of guidelines for the use of combined forecasts

Lilian M. de Menezes, Derek W. Bunn, James W. Taylor · European Journal of Operational Research · 2000 · 242 citations

, , +11

Combining forecast densities from VARs with uncertain instabilities

Anne Sofie Jore, James Mitchell, Shaun P. Vahey · Journal of Applied Econometrics · 2010 · 183 citations

, , +17

Combining forecasts – forty years later

Kenneth F. Wallis · Applied Financial Economics · 2010 · 164 citations

, , +14

Computing electricity spot price prediction intervals using quantile regression and forecast averaging

Jakub Nowotarski, Rafał Weron · Computational Statistics · 2014 · 152 citations · Full text

, , +17

1–5 of 54

Authors

116

  1. RW
    Rafał Weron

    Wrocław University of Science and Technology, Poland

    4 publications · 211 citations

    4

    h-index

  2. JJ
    Juan‐Ángel Jiménez‐Martín

    Universidad Complutense de Madrid, Spain

    3 publications · 61 citations

    3

    h-index

  3. MM
    Michael McAleer

    Erasmus University Rotterdam, Netherlands

    3 publications · 61 citations

    3

    h-index

  4. KF
    Kenneth F. Wallis

    University of Warwick, United Kingdom

    3 publications · 558 citations

    3

    h-index

  5. JN
    Jakub Nowotarski

    Wrocław University of Science and Technology, Poland

    2 publications · 164 citations

    2

    h-index

1–5 of 116

Institutions

86

  1. Wrocław University of Science and Technology

    Wroclaw, Poland

    5 h-index

    12 publications

    572 citations

  2. BI Norwegian Business School

    Oslo, Norway

    3 h-index

    4 publications

    202 citations

  3. Tinbergen Institute

    Rotterdam, The Netherlands

    3 h-index

    3 publications

    61 citations

  4. Erasmus University Rotterdam

    Rotterdam, The Netherlands

    3 h-index

    3 publications

    61 citations

  5. University of Warwick

    Coventry, United Kingdom

    3 h-index

    6 publications

    1K citations

  6. Universidad Complutense de Madrid

    Madrid, Spain

    3 h-index

    7 publications

    153 citations

  7. AGH University of Krakow

    Krakow, Poland

    3 h-index

    8 publications

    244 citations

  8. Australian National University

    Canberra, Australia

    2 h-index

    2 publications

    194 citations

1–8 of 86

Venues

  1. SSRN Electronic Journal

    Repository · 6 publications · 97 citations

    6

    h-index

  2. Journal of Forecasting

    4 publications · 108 citations

    4

    h-index

  3. Energies

    3 publications · 119 citations

    3

    h-index

  4. Journal of Applied Econometrics

    3 publications · 256 citations

    3

    h-index

  5. Journal of Business and Economic Statistics

    JBES · 3 publications · 93 citations

    3

    h-index

1–5