Trade-off between the global and extreme bias: An improved optimization approach in forecast combination

ZHANG Yifei, CHENG Sheng, HAN Yijie, WANG Jue, WANG Shouyang

Systems Engineering - Theory & Practice ›› 2023, Vol. 43 ›› Issue (6) : 1837-1851.

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Systems Engineering - Theory & Practice ›› 2023, Vol. 43 ›› Issue (6) : 1837-1851. DOI: 10.12011/SETP2022-0533

Trade-off between the global and extreme bias: An improved optimization approach in forecast combination

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