Averaging GNAR forecasts across the top five random graphs selected by recent one-step-ahead errors beats AR benchmarks at all horizons and beats the Bank of England at 4-6 months, though the Bank comparison lacks significance testing.
write newline
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
fields
stat.AP 1years
2025 1verdicts
CONDITIONAL 1representative citing papers
citing papers explorer
-
Forecasting UK Consumer Price Inflation with RaGNAR: Random Generalised Network Autoregressive Processes
Averaging GNAR forecasts across the top five random graphs selected by recent one-step-ahead errors beats AR benchmarks at all horizons and beats the Bank of England at 4-6 months, though the Bank comparison lacks significance testing.