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Why does forecast combination work so well?
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DOI：10.1016/j.ijforecast.2019.03.010.png)
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Forecast combinations were big winners in the M4 competition. This note reflects on and analyzes the reasons for the success of forecast combination. We illustrate graphically how and in what cases forecast combinations produce good results. We also study the effects of forecast combination on the bias and the variance of the forecast. (C) 2019 International Institute of Forecasters. Published by Elsevier B.V. All rights reserved.
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