ADDING SHORT TERM MODELS
According to Robert Clemens (1989) “Forecast accuracy can be substantially improved through the combination of multiple individual forecasts”.
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ADDING SHORT TERM MODELS
According to Robert Clemens (1989) “Forecast accuracy can be substantially improved through the combination of multiple individual forecasts”.
Continue reading
MODEL ENHANCEMENT UPDATE
We are standardizing the variables (https://en.wikipedia.org/wiki/Standard_score) in the model to make the daily report more interpretable.
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DAILY REPORT COMMENTARY
We refit the model as a part of a regularly scheduled model update procedure. New optimal indicator transformations in combination with updated variable selection caused the optimal allocation to decrease to -20%.
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