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Disambiguated between model averaging and forecast averaging (both excerpt and Wiki)
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edit approved May 11, 2017 at 16:50
Richard Hardy
edit approved May 11, 2017 at 16:50
Richard Hardy
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The process of combining different models to get a better resulting model than any of the constituents. Eg, computing a predicted valueparameter estimator as the average of the predictionsestimators from each component model.

The process of combining different models to get a better resulting model than any of the constituents. Eg, computing a predicted value as the average of the predictions from each component model.

The process of combining different models to get a better resulting model than any of the constituents. Eg, computing a parameter estimator as the average of the estimators from each component model.

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gung - Reinstate Monica
gung - Reinstate Monica
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The process of combining different models to get a better resulting model than any of the constituents. Eg, computing a predicted value as the average of the predictions from each component model.