(Geometric) Forecast Combination Methods
Automated Forecast Combination
Bates/Granger (1969) Forecast Combination Approach
Constrained Least Squares Forecast Combination
Standard Eigenvector Forecast Combination
Bias-Corrected Eigenvector Forecast Combination
Trimmed Eigenvector Forecast Combination
Trimmed Bias-Corrected Eigenvector Forecast Combination
Inverse Rank Forecast Combination
Least Absolute Deviation Forecast Combination
Median Forecast Combination
Newbold/Granger (1974) Forecast Combination
Ordinary Least Squares Forecast Combination
Simple Average Forecast Combination
Trimmed Mean Forecast Combination
Winsorized Mean Forecast Combination
Compute Cross-Sectional Dispersion
Format Raw Data for Forecast Combination
Plot results from forecast combination model
Summary of Forecast Combination
Provides eigenvector-based (geometric) forecast combination methods; also includes simple approaches (simple average, median, trimmed and winsorized mean, inverse rank method) and regression-based combination. Tools for data pre-processing are available in order to deal with common problems in forecast combination (missingness, collinearity).