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Probability Forecast Combination via Entropy Regularized Wasserstein Distance
We propose probability and density forecast combination methods that are defined using the entropy regularized Wasserstein distance. First, we provide a theoretical characterization of the combined density forecast based on the regularized Wasserstein distance under the assumption. More specifically...
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| 出版年: | Entropy (Basel) |
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| 主要な著者: | , |
| フォーマット: | Artigo |
| 言語: | Inglês |
| 出版事項: |
MDPI
2020
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| 主題: | |
| オンライン･アクセス: | https://ncbi.nlm.nih.gov/pmc/articles/PMC7597186/ https://ncbi.nlm.nih.gov/pubmed/33286698 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.3390/e22090929 |
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