Prediction intervals for expert-adjusted forecasts
Advances in Decision Sciences , Volume 22
This paper proposes a simple method to compute prediction intervals for expert-adjusted forecasts in case the analyst does not have the underlying model forecasts and thus has to create own approximate model forecasts, based on data available to the analyst. An illustration to airline revenues data shows that experts can substantially reduce forecast uncertainty.
|, , , ,|
|Advances in Decision Sciences|
|Organisation||Department of Econometrics|
Franses, Ph.H.B.F. (2018). Prediction intervals for expert-adjusted forecasts. Advances in Decision Sciences (Vol. 22). Retrieved from http://hdl.handle.net/1765/130345