Forecasting Tourism Demand With a New Time-Varying Forecast Averaging Approach
文献类型：期刊论文
| 作者 | Sun, Yuying1,2,3; Zhang, Jian1,3,4; Li, Xin5; Wang, Shouyang1,2,3 |
| 刊名 | JOURNAL OF TRAVEL RESEARCH
 |
| 出版日期 | 2021-12-07 |
| 页码 | 19 |
| 关键词 | forecast combination nonparametric estimation structural changes tourism demand time-varying jackknife model averaging |
| ISSN号 | 0047-2875 |
| DOI | 10.1177/00472875211061206 |
| 英文摘要 | Existing research has shown that combination can effectively improve tourism forecasting accuracy compared with single model. However, the model uncertainty and structural instability in combination for out-of-sample tourism forecasting may influence the forecasting performance. This paper proposes a novel forecast combination approach based on time-varying jackknife model averaging (TVJMA), which can more efficiently handle structural changes and nonstationary trends in tourism data. Using Hong Kong tourism demand from five major tourism source regions as an empirical study, we investigate whether our proposed nonparametric TVJMA-based approach can improve tourism forecasting accuracy further. Empirical results show that the proposed TVJMA-based approach outperforms other competitors including single model and three combination methods in most cases. Findings indicate the outstanding performance of our method is robust to various forecasting horizons and different estimation periods. |
| 资助项目 | National Natural Science Foundation of China[72073126] ; National Natural Science Foundation of China[72091212] ; National Natural Science Foundation of China[71973116] ; National Natural Science Foundation of China[71601021] ; China NNSF[71988101] |
| WOS研究方向 | Social Sciences - Other Topics |
| 语种 | 英语 |
| WOS记录号 | WOS:000729827000001 |
| 出版者 | SAGE PUBLICATIONS INC |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/59670]  |
| 专题 | 中国科学院数学与系统科学研究院 |
| 通讯作者 | Li, Xin |
| 作者单位 | 1.Chinese Acad Sci, Acad Math & Syst Sci, Beijing, Peoples R China 2.Chinese Acad Sci, Ctr Forecasting Sci, Beijing, Peoples R China 3.Univ Chinese Acad Sci, Sch Econ & Management, Beijing, Peoples R China 4.China Secur Co Ltd, Beijing, Peoples R China 5.Univ Sci & Technol Beijing, Sch Econ & Management, 30 Xueyuan Rd, Beijing 100083, Peoples R China |
| 推荐引用方式 GB/T 7714 | Sun, Yuying,Zhang, Jian,Li, Xin,et al. Forecasting Tourism Demand With a New Time-Varying Forecast Averaging Approach[J]. JOURNAL OF TRAVEL RESEARCH,2021:19. |
| APA | Sun, Yuying,Zhang, Jian,Li, Xin,&Wang, Shouyang.(2021).Forecasting Tourism Demand With a New Time-Varying Forecast Averaging Approach.JOURNAL OF TRAVEL RESEARCH,19. |
| MLA | Sun, Yuying,et al."Forecasting Tourism Demand With a New Time-Varying Forecast Averaging Approach".JOURNAL OF TRAVEL RESEARCH (2021):19. |
入库方式： OAI收割
来源：数学与系统科学研究院
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