Forecasting Combination
This toolbox includes six well-known quantitative methods to combine individual forecasts
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Cite As
Apostolos Panagiotopoulos (2026). Forecasting Combination (https://in.mathworks.com/matlabcentral/fileexchange/89629-forecasting-combination), MATLAB Central File Exchange. Retrieved .
General Information
- Version 1.1.1 (32.6 KB)
MATLAB Release Compatibility
- Compatible with any release
Platform Compatibility
- Windows
- macOS
- Linux
| Version | Published | Release Notes | Action |
|---|---|---|---|
| 1.1.1 | Better functionality |
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| 1.1.0 | Update in the functions |
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| 1.0.9 | Correction in the combination through an Information Criterion option. In the previous version, the function was estimating the combination weights subject to AIC, when BIC was selected by the user. |
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| 1.0.8 | Inclusion of an additional function ("combine.m") that combines individual forecasts with predetermined weights or through averaging. Also, the name of the "combineforecast.m" function has changed to "estimatecomb.m". |
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| 1.0.7 | Corrections in the linear programming code |
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| 1.0.6 | Corrections in the linear programming code |
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| 1.0.5 | Update in the notes |
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| 1.0.4 | Update in the notes |
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| 1.0.3 | Update in the notes |
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| 1.0.2 | Update in the notes |
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| 1.0.0 |
