Concepedia

Forecast Combination

Forecast Combination is a forecasting methodology that constructs a single aggregate forecast by systematically weighting and averaging multiple individual forecasts, typically derived from distinct models or information sources, in order to improve predictive accuracy and robustness relative to any constituent forecast.

622

Publications

44.2K

Citations

1.1K

Authors

598

Institutions

Publications per year

2017–2026

172

Variants

Forecast Combining

Parents

Children

Publications

622

The Combination of Forecasts

John M. Bates, Clive W. J. Granger · Journal of the Operational Research Society · 1969 · 3.1K citations

, , +9

Combining forecasts: A review and annotated bibliography

Robert T. Clemen · International Journal of Forecasting · 1989 · 2.2K citations

, , +10

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

Improved methods of combining forecasts

Clive W. J. Granger, R. Ramanathan · Journal of Forecasting · 1984 · 1.2K citations

, , +8

Combination forecasts of output growth in a seven‐country data set

James H. Stock, Mark W. Watson · Journal of Forecasting · 2004 · 1.2K citations

, , +14

1–5 of 622

Authors

1.1K

  1. AT
    Allan Timmermann

    University of California San Diego, United States

    13 publications · 1.2K citations

    13

    h-index

  2. JM
    James Mitchell

    National Institute of Economic and Social Research, United Kingdom

    10 publications · 790 citations

    10

    h-index

  3. DW
    Derek W. Bunn

    London Business School, United Kingdom

    9 publications · 713 citations

    9

    h-index

  4. RL
    Robert L. Winkler

    Duke University, United States

    9 publications · 1.8K citations

    9

    h-index

  5. FR
    Francesco Ravazzolo

    BI Norwegian Business School, Norway

    9 publications · 378 citations

    9

    h-index

1–5 of 1.1K

Institutions

598

  1. University of California San Diego

    San Diego, United States

    14 h-index

    21 publications

    4.2K citations

  2. Erasmus University Rotterdam

    Rotterdam, The Netherlands

    12 h-index

    16 publications

    893 citations

  3. University of Warwick

    Coventry, United Kingdom

    10 h-index

    11 publications

    1.9K citations

  4. Australian National University

    Canberra, Australia

    10 h-index

    10 publications

    381 citations

  5. The University of Sydney

    Sydney, Australia

    10 h-index

    16 publications

    615 citations

  6. Texas A&M University

    College Station, United States

    10 h-index

    12 publications

    432 citations

  7. University of Pennsylvania

    Philadelphia, United States

    10 h-index

    12 publications

    908 citations

  8. University of Cambridge

    Cambridge, United Kingdom

    9 h-index

    11 publications

    1.1K citations

1–8 of 598

Venues

  1. International Journal of Forecasting

    61 publications · 4.8K citations

    40

    h-index

  2. Journal of Forecasting

    56 publications · 5.1K citations

    28

    h-index

  3. SSRN Electronic Journal

    Repository · 32 publications · 1.5K citations

    19

    h-index

  4. Management Science

    17 publications · 2.4K citations

    17

    h-index

  5. Journal of Business and Economic Statistics

    JBES · 14 publications · 1.3K citations

    13

    h-index

1–5