Access

You are not currently logged in.

Access JSTOR through your library or other institution:

login

Log in through your institution.

Journal Article

A Bayesian Approach to the Linear Combination of Forecasts

D. W. Bunn
Operational Research Quarterly (1970-1977)
Vol. 26, No. 2, Part 1 (Jun., 1975), pp. 325-329
DOI: 10.2307/3008467
Stable URL: http://www.jstor.org/stable/3008467
Page Count: 5
Were these topics helpful?
See somethings inaccurate? Let us know!

Select the topics that are inaccurate.

Cancel
  • Subscribe ($19.50)
  • Add to My Lists
  • Cite this Item
A Bayesian Approach to the Linear Combination of Forecasts
Preview not available

Abstract

Bayesian methodology is suggested as a valid approach to the combination of forecasts and a simple subjectivist procedure is presented. It is shown how subjective probabilities can be meaningfully assigned over a set of forecasting models and updated, according to a Bayesian process, when the forecast realizations become known.

Page Thumbnails

  • Thumbnail: Page 
325
    325
  • Thumbnail: Page 
326
    326
  • Thumbnail: Page 
327
    327
  • Thumbnail: Page 
328
    328
  • Thumbnail: Page 
329
    329