README.md

AIafter: Forecast Combination Using the AI-AFTER Algorithm

Author: Wei Qian, Craig A. Rolling, Gang Cheng, Yuhong Yang

Maintainer: Wei Qian weiqian@udel.edu

Description

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

Citing AIafter

@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}
}


weiqian1/AIafter documentation built on Dec. 23, 2021, 5:10 p.m.