Optimal forecasting groups / P. J. Lamberson in Management science, Vol. 58 N° 4 (Avril 2012)  

Public ISBD [article]  inManagement science > Vol. 58 N° 4 (Avril 2012) . - pp. 805-810 Titre : Optimal forecasting groups Type de document : texte imprimé Auteurs : P. J. Lamberson, Auteur ; Scott E. Page, Auteur Année de publication : 2012 Article en page(s) : pp. 805-810 Note générale : Management Langues : Anglais (eng) Mots-clés : Combining forecasts Optimal groups Information aggregation Résumé : This paper characterizes the optimal composition of a group for making a combined forecast. In the model, individual forecasters have types defined according to a statistical criterion we call type coherence. Members of the same type have identical expected accuracy, and forecasters within a type have higher covariance than forecasters of different types. We derive the optimal group composition as a function of predictive accuracy, between- and within-type covariance, and group size. Group size plays a critical role in determining the optimal group: in small groups the most accurate type should be in the majority, whereas in large groups the type with the least within-type covariance should dominate. DEWEY : 658 ISSN : 0025-1909 En ligne : http://mansci.journal.informs.org/content/58/4/805.abstract [article] Optimal forecasting groups [texte imprimé] / P. J. Lamberson, Auteur ; Scott E. Page, Auteur . - 2012 . - pp. 805-810. Management Langues : Anglais (eng) in Management science > Vol. 58 N° 4 (Avril 2012) . - pp. 805-810 Mots-clés : Combining forecasts Optimal groups Information aggregation Résumé : This paper characterizes the optimal composition of a group for making a combined forecast. In the model, individual forecasters have types defined according to a statistical criterion we call type coherence. Members of the same type have identical expected accuracy, and forecasters within a type have higher covariance than forecasters of different types. We derive the optimal group composition as a function of predictive accuracy, between- and within-type covariance, and group size. Group size plays a critical role in determining the optimal group: in small groups the most accurate type should be in the majority, whereas in large groups the type with the least within-type covariance should dominate. DEWEY : 658 ISSN : 0025-1909 En ligne : http://mansci.journal.informs.org/content/58/4/805.abstract

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