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Probabilistic forecast aggregation with statistical depth

delete2025-06-27
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James W. Taylor
DOI:10.1016/j.ejor.2025.06.028delete
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Abstract

Abstract

En 中文
• Interval forecast aggregation methods proposed that use bivariate depth. • Functional depth used for aggregating forecasts of probability distributions. • Empirical results use forecasts from surveys of professional economic forecasters. • Encouraging results for depth when weighted by probabilistic forecast width.
Keywords:
Forecasting
Interval forecasts
Probability distribution forecasts
Forecast combining
Statistical depth
AI Summary

AI Summary

Key information extracted from the uploaded paper, including a brief overview, abstract, background, key highlights, visual analysis, and future outlook.

Journal

European Journal of Operational Research cover
European Journal of Operational Research
IF:
6
Papers:
2.2W
Citations:
6.4W

Organization

No organization information available
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