Averages of Forecasts: Some Empirical Results
通过实证研究，考察了平均多个预测方法对预测准确性的影响，发现增加方法数量能提高准确性并降低不同组合间的差异，为无法确定单一最佳预测模型时提供了实用替代方案。
An alternative to using a single forecasting method is to average the forecasts obtained from several methods. In this paper we investigate empirically the impact of the number and choice of forecasting methods on the accuracy of simple averages. It is concluded that the forecasting accuracy improves, and that the variability of accuracy among different combinations decreases, as the number of methods in the average increases. Thus, combining forecasts seems to be a reasonable practical alternative when, as is often the case, a “true” model of the data-generating process or a single “best” forecasting method cannot be or is not, for whatever reasons, identified.