𝔖 Bobbio Scriptorium
✦   LIBER   ✦

A Technique for Evaluating Forecasting Models

✍ Scribed by Dr. E. Xekalaki; S. K. Katti


Publisher
John Wiley and Sons
Year
1984
Tongue
English
Weight
607 KB
Volume
26
Category
Article
ISSN
0323-3847

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


Evaluation of correlation forecasting mo
✍ Vasiliki D. Skintzi; Spyros Xanthopoulos-Sisinis πŸ“‚ Article πŸ“… 2007 πŸ› John Wiley and Sons 🌐 English βš– 234 KB πŸ‘ 1 views

## Abstract Reliable correlation forecasts are of paramount importance in modern risk management systems. A plethora of correlation forecasting models have been proposed in the open literature, yet their impact on the accuracy of value‐at‐risk calculations has not been explicitly investigated. In t

Evaluating volatility dynamics and the f
✍ George S. Parikakis; Anna Merika πŸ“‚ Article πŸ“… 2009 πŸ› John Wiley and Sons 🌐 English βš– 86 KB πŸ‘ 1 views

## Abstract This paper uses Markov switching models to capture volatility dynamics in exchange rates and to evaluate their forecasting ability. We identify that increased volatilities in four euro‐based exchange rates are due to underlying structural changes. Also, we find that currencies are close

Evaluating density forecasts: forecast c
✍ James Mitchell; Kenneth F. Wallis πŸ“‚ Article πŸ“… 2010 πŸ› John Wiley and Sons 🌐 English βš– 236 KB

This paper reviews current density forecast evaluation procedures, and considers a proposal that such procedures be augmented by an assessment of 'sharpness'. This was motivated by an example in which some standard evaluation procedures using probability integral transforms cannot distinguish the id

A model for forecasting traffic accident
✍ N.O. JΓΈrgensen πŸ“‚ Article πŸ“… 1969 πŸ› Elsevier Science 🌐 English βš– 448 KB

## SCOPE OF THE REPORT IN THE planning of the construction stages of a motorway scheme in Jutland, Denmark, it was considered necessary to evaluate the traffic safety implications of different choices of the construction stages. For that purpose a crude model for the occurrence of accidents on rur

Forecast evaluation of small nested mode
✍ Kirstin Hubrich; Kenneth D. West πŸ“‚ Article πŸ“… 2010 πŸ› John Wiley and Sons 🌐 English βš– 204 KB πŸ‘ 1 views

## Abstract We propose two new procedures for comparing the mean squared prediction error (MSPE) of a benchmark model to the MSPEs of a small set of alternative models that nest the benchmark. Our procedures compare the benchmark to all the alternative models simultaneously rather than sequentially