SYSTEMS AND METHODS FOR CREATING A FORECAST UTILIZING AN ENSEMBLE FORECAST MODEL

摘要

Included are embodiments for creating a forecast utilizing an ensemble forecast model. These embodiments include receiving a selection of a plurality of model families to utilize for forecasting, receiving a selection of a plurality of models to utilize for forecasting, and determining a variable of each of the plurality of models. Some embodiments include substantially simultaneously optimizing the variable of each of the plurality of models, combining each of the plurality of models into an ensemble model, the ensemble model comprising a plurality of ensemble model variables, and weighting each of the plurality of models according to a predetermined criterion. Still some embodiments may be configured to optimize the plurality of ensemble model variables and run the ensemble model to create a forecast.