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Prasen R. Nuthanakaluva

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#machine learning Preprint Aug 2026

Generalized Gibbs Ensemble Weighting for Forecast Combination

Generalized Gibbs Ensemble Weighting is developed, a probabilistic framework that treats forecasting models as experts and assigns ensemble weights using a Gibbs-style exponential transformation of normalized predictive loss and produces a family of related methods, including Stable Gibbs weighting, Directional Gibbs-NCL, and Symmetric Gibbs-NCL.

Prasen R. Nuthanakaluva, Nava K. Gaddam · 0 citations