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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 ..."
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Cited by 1346 (23 self)
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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
The Predictive Accuracy
- of Shoreline Change Rate Methods and Alongshore Beach Variation on Maui, Hawaii. Journal of Coastal Research, ISSN 0749-0208
, 2007
"... and precision in sampling hyporheic fauna ..."
Discussion: Unification and Predictive Accuracy*
"... Wayne Myrvold (2003) has captured an important feature of unified theories, and he has done so in Bayesian terms. What is not clear is whether the virtue of such unification is most clearly understood in terms of Bayesian confirmation. I argue that the virtue of such unification is better understood ..."
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understood in terms of other truth-related virtues such as predictive accuracy. † Send requests for reprints to: email: mforster @ wisc.edu; homepage:
TESTING FOR DIFFERENCES IN PREDICTIVE ACCURACY
"... In this paper we provide new tests for the difference in predictive accuracy of two prog-nostic factors X1 and X2 on a common output Y. Given a set of independent replicates of (X1,X2,Y), we split this sample into a learning part for estimating the unknown regression functions, and a validation part ..."
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In this paper we provide new tests for the difference in predictive accuracy of two prog-nostic factors X1 and X2 on a common output Y. Given a set of independent replicates of (X1,X2,Y), we split this sample into a learning part for estimating the unknown regression functions, and a validation
Generality is Predictive of Prediction Accuracy
"... During knowledge acquisition multiple alternative potential rules all appear equally credible. This paper addresses the dearth of formal analysis about how to select between such alternatives. It presents two hypotheses about the expected impact of selecting between classification rules of differing ..."
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Cited by 4 (0 self)
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of differing levels of generality in the absence of other evidence about their likely relative performance on unseen data. It is argued that the accuracy on unseen data of the more general rule will tend to be closer to that of a default rule for the class than will that of the more specific rule. It is also
A study of branch prediction strategies
- In Proceedings of the 8th annual symposium on Computer Architecture
"... In high-performance computer systems. performance losses due to conditional branch instructrons can be minrmized by predicting a branch outcome and fetching, decoding, and/or issuing subsequent instructions before the actual outcome is known. This paper discusses branch prediction strategies wrth th ..."
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Cited by 481 (16 self)
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the goal of maxtmizing prediction accuracy. First. currently used techniques are discussed and analyzed using instruction tmce data. Then, new techniques are proposed and are shown to provide greater accuracy and more flexibility at low cost.
Beyond Predictive Accuracy: What?
- Technical University of Chemnitz
, 1998
"... This paper presents a number of such criteria and discusses the impact they have on meta-level approaches to model selection. 1 Introduction ..."
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Cited by 11 (2 self)
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This paper presents a number of such criteria and discusses the impact they have on meta-level approaches to model selection. 1 Introduction
Predictive Accuracy as an Achievable Goal of Science
"... What has science actually achieved? A theory of achievement should (1) define what has been achieved, (2) describe the means or methods used in science, and (3) explain how such methods lead to such achievements. Predictive accuracy is one truth-related achievement of science, and there is an explan ..."
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Cited by 5 (0 self)
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What has science actually achieved? A theory of achievement should (1) define what has been achieved, (2) describe the means or methods used in science, and (3) explain how such methods lead to such achievements. Predictive accuracy is one truth-related achievement of science
Robust Tests of Predictive Accuracy
, 2004
"... We propose robust counterparts to tests of equal forecast accuracy such as those proposed by Diebold and Mariano (1995) and West (1996). We illustrate the robustness problem and evaluate the size and the power properties of the classical and robust tests under various types of deviations from model ..."
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We propose robust counterparts to tests of equal forecast accuracy such as those proposed by Diebold and Mariano (1995) and West (1996). We illustrate the robustness problem and evaluate the size and the power properties of the classical and robust tests under various types of deviations from model
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