Author: Wei Qian, Craig A. Rolling, Gang Cheng, Yuhong Yang
Maintainer: Wei Qian weiqian@udel.edu
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.
License: GPL-2
@article{qian2021forecast,
title={Forecast Combination Using the AI-AFTER Algorithm},
author={Qian, Wei and Rolling, Craig A. and Cheng, Gang and Yang, Yuhong},
journal={International Journal of Forecasting},
year={to appear}
}
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