Are Negative Weights in Combining Forecasts So Bad?

Purpose of the study. In this paper, we consider the problem of negativity of weight coefficients when combining forecasts. Combining forecasts as a method has long ago proved itself in practice as a good way to improve forecast accuracy. However, in the literature little attention is paid to the is...

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Bibliographic Details
Main Author: A. A. Surkov
Format: Article
Language:Russian
Published: Plekhanov Russian University of Economics 2023-09-01
Series:Статистика и экономика
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Online Access:https://statecon.rea.ru/jour/article/view/1766
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