Kock, Anders Bredahl - School of Economics and Management, University of Aarhus - 2009
Average Algorithm (WAA) of Kivinen and Warmuth (1999) for which such loss bounds exist. Specifically, one can bound the worst … history in econometrics focus has not been on proving loss bounds for the combination rules applied. We apply the Weighted … vector consisting of the forecasts made
by the individual models. The Weighted Average Algorithm (WAA) of
Kivinen and Warmuth …
