Concepedia

Combining Probabilistic Forecasts

Combining Probabilistic Forecasts is a forecast combination method that integrates multiple probabilistic forecasts by aggregating their associated predictive distributions to produce a single, consolidated probabilistic forecast.

269

Publications

21.9K

Citations

1K

Authors

462

Institutions

Publications per year

2017–2026

102

Parents

Publications

269

Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy

David E. Rapach, Jack Strauss, Guofu Zhou · Review of Financial Studies · 2009 · 1.7K citations

, , +17

Experience with Forecasting Univariate Time Series and the Combination of Forecasts

Paul Newbold, Clive W. J. Granger · Journal of the Royal Statistical Society Series A (General) · 1974 · 846 citations

, , +16

Pooling of Forecasts.

Michael P. Clements, David F. Hendry · Oxford University Research Archive (ORA) (University of Oxford) · 2004 · 482 citations

, , +10

The THORPEX Interactive Grand Global Ensemble

Philippe Bougeault, Zoltán Tóth, Craig H. Bishop et al. · Bulletin of the American Meteorological Society · 2010 · 479 citations · Full text

, , +15

Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy

David E. Rapach, Jack Strauss, Guofu Zhou · SSRN Electronic Journal · 2009 · 433 citations · Full text

, , +17

1–5 of 269

Authors

1K

  1. TG
    Tilmann Gneiting

    University of Washington, United States

    5 publications · 754 citations

    5

    h-index

  2. AW
    Andreas Weigel

    Federal Office of Meteorology and Climatology MeteoSwiss, Switzerland

    4 publications · 451 citations

    4

    h-index

  3. JW
    James W. Taylor

    University of Wisconsin–Madison, United States

    4 publications · 490 citations

    4

    h-index

  4. MR
    Maria‐Helena Ramos

    Instituto de Fermentaciones Industriales, Spain

    4 publications · 561 citations

    4

    h-index

  5. AH
    Allan H. Murphy

    Oregon State University, United States

    4 publications · 418 citations

    4

    h-index

1–5 of 1K

Institutions

462

  1. University of Washington

    Seattle, United States

    8 h-index

    36 publications

    6.1K citations

  2. Karlsruhe Institute of Technology

    Karlsruhe, Germany

    8 h-index

    36 publications

    1.8K citations

  3. NSF National Center for Atmospheric Research

    Boulder, United States

    8 h-index

    17 publications

    3.2K citations

  4. University of California San Diego

    San Diego, United States

    7 h-index

    13 publications

    2.7K citations

  5. University of Oxford

    Oxford, United Kingdom

    7 h-index

    9 publications

    881 citations

  6. Columbia University

    New York, United States

    6 h-index

    24 publications

    4.3K citations

  7. University of Virginia

    Charlottesville, United States

    6 h-index

    21 publications

    981 citations

  8. University of Pennsylvania

    Philadelphia, United States

    5 h-index

    8 publications

    715 citations

1–8 of 462

Venues

  1. International Journal of Forecasting

    23 publications · 1.9K citations

    19

    h-index

  2. Monthly Weather Review

    13 publications · 1.2K citations

    12

    h-index

  3. Weather and Forecasting

    8 publications · 719 citations

    8

    h-index

  4. Journal of Forecasting

    6 publications · 543 citations

    6

    h-index

  5. 6

    h-index

1–5