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Evaluating a Model by Forecast Performance

โœ Scribed by Michael P. Clements; David F. Hendry


Book ID
111046864
Publisher
John Wiley and Sons
Year
2005
Tongue
English
Weight
340 KB
Volume
67
Category
Article
ISSN
0140-5543

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โœ Hui-Li Hsu; Berlin Wu ๐Ÿ“‚ Article ๐Ÿ“… 2008 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 469 KB

## Interval time series Mean squared error of interval Mean relative interval error Mean ratio of exclusive-or a b s t r a c t From the overlapping parts and the non-overlapping parts of the actual intervals and the forecast intervals, it should be defined a criterion which is more efficient to eva