weiqian1/AIafter: Forecast Combination Using the AI-AFTER Algorithm
This package implements the AI-AFTER algorithm for forecast combination. AI-AFTER first determines the appropriate combining goal (adaptation vs. improvement) and then combines the forecasts to achieve optimal performance of the proper goal.
Getting started
Browse package contents
Package details |
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| Author | Wei Qian, Craig A. Rolling, Gang Cheng, Yuhong Yang |
| Maintainer | Wei Qian <weiqian@udel.edu> |
| License | GPL-2 |
| Version | 1.1 |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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