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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
Stable URL: http://www.jstor.org/stable/3008467
Page Count: 5
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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.
Operational Research Quarterly (1970-1977) © 1975 Operational Research Society