Model Selection and Combining for Forecasting (Continued)
主 题: Model Selection and Combining for Forecasting (Continued)
报告人: Prof.Yuhong Yang (University of Minnesota)
时 间: 2006-06-22 下午 2:00 - 3:30
地 点: 理科一号楼 1364
In this talk, we will discuss several main issues on combining models or
forecasts, including the advantage/disadvantage of model combining over
selection, how to measure model selection uncertainty, and when to apply
model combining instead of selection. We will consider a combining
method AFTER and examine its theoretical property and empirical performance.
