New Paper: Forecast with Forecasts: Diversity Matters

Authors: Yanfei Kang, Wei Cao, Fotios Petropoulos,¬†Feng Li Abstract: Forecast combination has been widely applied in the last few decades to improve forecast accuracy. In recent years, the idea of using time series features to construct forecast combination model has flourished in the forecasting area. Although this idea has been proved to be beneficial in … Continue reading New Paper: Forecast with Forecasts: Diversity Matters