Concepedia

Nonlinear Forecast Combination

Nonlinear Forecast Combination is a forecast combination method that belongs to the class of ensemble forecasting techniques and is distinguished by its use of nonlinear functions to integrate individual forecasts, allowing for flexible, state-dependent weighting schemes that capture complex interactions among base predictors.

42

Publications

2.7K

Citations

96

Authors

56

Institutions

Publications per year

2017–2026

20

Parents

Publications

42

Forecast combinations: An over 50-year review

Xiaoqian Wang, Rob J. Hyndman, Feng Li et al. · International Journal of Forecasting · 2022 · 248 citations

, , +13

The forecast combination puzzle: A simple theoretical explanation

Gerda Claeskens, Jan R. Magnus, Andrey L. Vasnev et al. · International Journal of Forecasting · 2016 · 248 citations · Full text

, , +13

A Two-Layer Nonlinear Combination Method for Short-Term Wind Speed Prediction Based on ELM, ENN, and LSTM

Min-Rong Chen, Guo‐Qiang Zeng, Kang‐Di Lu et al. · IEEE Internet of Things Journal · 2019 · 247 citations

, , +17

Combined forecasts from linear and nonlinear time series models

Nobuhiko Terui, Herman K. van Dijk · International Journal of Forecasting · 2002 · 209 citations

, , +14

Optimal forecast combinations under general loss functions and forecast error distributions

Graham Elliott, Allan Timmermann · Journal of Econometrics · 2004 · 175 citations

, , +16

1–5 of 42

Authors

96

  1. YH
    Yi‐Chung Hu

    Chung Yuan Christian University, Taiwan

    3 publications · 46 citations

    4

    h-index

  2. LD
    Li Da Xu

    Old Dominion University, United States

    2 publications · 87 citations

    2

    h-index

  3. JR
    Jan R. Magnus

    Tilburg University, Netherlands

    2 publications · 284 citations

    2

    h-index

  4. WW
    Wendun Wang

    Erasmus University Rotterdam, Netherlands

    2 publications · 284 citations

    2

    h-index

  5. GE
    Graham Elliott

    University of California San Diego, United States

    2 publications · 223 citations

    2

    h-index

1–5 of 96

Institutions

56

  1. Chung Yuan Christian University

    Taoyuan City, Taiwan

    4 h-index

    3 publications

    46 citations

  2. The University of Sydney

    Sydney, Australia

    4 h-index

    5 publications

    441 citations

  3. Tianjin University

    Tianjin, China

    3 h-index

    5 publications

    180 citations

  4. Erasmus University Rotterdam

    Rotterdam, The Netherlands

    3 h-index

    3 publications

    493 citations

  5. Vrije Universiteit Amsterdam

    Amsterdam, The Netherlands

    2 h-index

    2 publications

    284 citations

  6. University of California San Diego

    San Diego, United States

    2 h-index

    4 publications

    446 citations

  7. KU Leuven

    Leuven, Belgium

    2 h-index

    2 publications

    284 citations

  8. Universidade Federal de Pernambuco

    Recife, Brazil

    2 h-index

    4 publications

    148 citations

1–8 of 56

Venues

  1. International Journal of Forecasting

    7 publications · 1K citations

    8

    h-index

  2. Expert Systems with Applications

    3 publications · 105 citations

    4

    h-index

  3. Applied Soft Computing

    2 publications · 232 citations

    2

    h-index

  4. SSRN Electronic Journal

    Repository · 2 publications · 84 citations

    2

    h-index

  5. Grey Systems Theory and Application

    GS · 1 publications · 14 citations

    1

    h-index

1–5