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Cang, S. 
ORCID: 0000-0002-7984-0728 and Yu, H.,
2014.
A combination selection algorithm on forecasting.
European Journal of Operational Research, 234 (1), pp. 127-139.
ISSN 0377-2217
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Abstract
It is widely accepted in forecasting that a combination model can improve forecasting accuracy. One important challenge is how to select the optimal subset of individual models from all available models without having to try all possible combinations of these models. This paper proposes an optimal subset selection algorithm from all individual models using information theory. The experimental results in tourism demand forecasting demonstrate that the combination of the individual models from the selected optimal subset significantly outperforms the combination of all available individual models. The proposed optimal subset selection algorithm provides a theoretical approach rather than experimental assessments which dominate literature.
| Item Type: | Journal article | ||||||||
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| Publication Title: | European Journal of Operational Research | ||||||||
| Creators: | Cang, S. and Yu, H. | ||||||||
| Publisher: | Elsevier | ||||||||
| Date: | 1 April 2014 | ||||||||
| Volume: | 234 | ||||||||
| Number: | 1 | ||||||||
| ISSN: | 0377-2217 | ||||||||
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| Divisions: | Schools > School of Science and Technology | ||||||||
| Record created by: | Linda Sullivan | ||||||||
| Date Added: | 27 Aug 2020 09:09 | ||||||||
| Last Modified: | 31 May 2021 15:17 | ||||||||
| URI: | https://irep.ntu.ac.uk/id/eprint/40537 |
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