Tools
Sorted by:
Try your query at:
 |
 |
 |
 |
 |
 |
Results 11 - 20
of
3,121
On the forecasting accuracy of multivariate GARCH models
"... Abstract This paper addresses the selection of multivariate GARCH models in terms of variance matrix forecasting accuracy with a focus on relatively large scale problems. We consider 10 assets from NYSE and NASDAQ and we compare 125 model based one-step-ahead conditional variance forecasts using th ..."
Abstract
-
Cited by 22 (3 self)
- Add to MetaCart
Abstract This paper addresses the selection of multivariate GARCH models in terms of variance matrix forecasting accuracy with a focus on relatively large scale problems. We consider 10 assets from NYSE and NASDAQ and we compare 125 model based one-step-ahead conditional variance forecasts using
Another Look at Forecast-Accuracy Metrics for Intermittent Demand
- Foresight, International Journal of Applied Forecasting
"... Preview: Some traditional measurements of forecast accuracy are unsuitable for intermittent-demand data because they can give infinite or undefined values. Rob Hyndman summarizes these forecast accuracy metrics and explains their potential failings. He also introduces a new metric—the mean absolute ..."
Abstract
-
Cited by 14 (0 self)
- Add to MetaCart
Preview: Some traditional measurements of forecast accuracy are unsuitable for intermittent-demand data because they can give infinite or undefined values. Rob Hyndman summarizes these forecast accuracy metrics and explains their potential failings. He also introduces a new metric—the mean absolute
Comparing Predictive Accuracy
- JOURNAL OF BUSINESS AND ECONOMIC STATISTICS, 13, 253-265
, 1995
"... We propose and evaluate explicit tests of the null hypothesis of no difference in the accuracy of two competing forecasts. In contrast to previously developed tests, a wide variety of accuracy measures can be used (in particular, the loss function need not be quadratic, and need not even be symmetri ..."
Abstract
-
Cited by 1346 (23 self)
- Add to MetaCart
We propose and evaluate explicit tests of the null hypothesis of no difference in the accuracy of two competing forecasts. In contrast to previously developed tests, a wide variety of accuracy measures can be used (in particular, the loss function need not be quadratic, and need not even
Improving Forecasting Accuracy in the Case of Intermittent Demand Forecasting
"... Abstract—In making forecasting, there are many kinds of data. Stationary time series data are relatively easy to make forecasting but random data are very difficult in its execution for forecasting. Intermittent data are often seen in industries. But it is rather difficult to make forecasting in gen ..."
Abstract
- Add to MetaCart
in general. In recent years, the needs for intermittent demand forecasting are increasing because of the constraints of strict Supply Chain Management. How to improve the forecasting accuracy is an important issue. There are many researches made on this. But there are rooms for improvement. In this paper, a
Improving Business Cycle Forecasts ’ Accuracy –
"... The working papers published in the Series constitute work in progress circulated to stimulate discussion and critical comments. Views expressed represent exclusively the authors ’ own opinions and do not necessarily reflect those of the RWI Essen. RWI: Discussion Papers No. 51 ..."
Abstract
- Add to MetaCart
The working papers published in the Series constitute work in progress circulated to stimulate discussion and critical comments. Views expressed represent exclusively the authors ’ own opinions and do not necessarily reflect those of the RWI Essen. RWI: Discussion Papers No. 51
The empirical relationship between forecast accuracy and
, 2014
"... recommendation profitability ..."
Regional econometric housing start forecast accuracy in Florida
- Review of Regional Studies
, 1998
"... Regional econometric forecasting accuracy assessment has traditionally received less attention than its national macroeconometric counterpart. While evidence is available that state and local employment forecasts perform well relative to standard benchmarks, little is known about the historical perf ..."
Abstract
-
Cited by 6 (4 self)
- Add to MetaCart
Regional econometric forecasting accuracy assessment has traditionally received less attention than its national macroeconometric counterpart. While evidence is available that state and local employment forecasts perform well relative to standard benchmarks, little is known about the historical
Assessing Point Forecast Accuracy by Stochastic Error Distance
, 2014
"... Abstract: We propose point forecast accuracy measures based directly on distance of the forecast-error c.d.f. from the unit step function at 0 (“stochastic error distance, ” or SED). We provide a precise characterization of the relationship between SED and standard predic-tive loss functions, showin ..."
Abstract
- Add to MetaCart
Abstract: We propose point forecast accuracy measures based directly on distance of the forecast-error c.d.f. from the unit step function at 0 (“stochastic error distance, ” or SED). We provide a precise characterization of the relationship between SED and standard predic-tive loss functions
Results 11 - 20
of
3,121
