Showing 1 - 5 of 5
In this paper we provide experimental results and extensions to our previous theoretical findings concerning the combination of forecasts that have been diversified by three different methods: with parameters learned at different data aggregation levels, by thick modeling and by the use of...
Persistent link: https://www.econbiz.de/10009429665
The parameter in negative correlation learning (NC) controls the degree of co-operation between individual networks. This paper looks at the way the choice of in the NC algorithm affects the complexity of the function NC can fit, and shows that it acts as a complexity control allowing smooth...
Persistent link: https://www.econbiz.de/10009429666
This paper provides a description and experimental comparison of different forecast combination techniques for the application of Revenue Management forecasting for Airlines. In order to benefit from the advantages of forecasts predicting seasonal demand using different forecast models on...
Persistent link: https://www.econbiz.de/10009429667
The combination of forecasts is a well established procedure for improving forecast performance and decreasing the risk of selecting an inferior model out of an existing pool of models. Work in this area mainly focuses on combining several functionally different models, but some publications...
Persistent link: https://www.econbiz.de/10009429719
Estimation of the generalization ability of a predictive model is an important issue, as it indicates expected performance on previously unseen data and is also used for model selection. Currently used generalization error estimation procedures like cross–validation (CV) or bootstrap are...
Persistent link: https://www.econbiz.de/10009429791