Evaluation of forecasts in AR models with outliers (Q1326792): Difference between revisions
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Revision as of 03:55, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Evaluation of forecasts in AR models with outliers |
scientific article |
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Evaluation of forecasts in AR models with outliers (English)
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8 June 1994
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robust procedures
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ex-post evaluation of forecasts
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forecast errors
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time series
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mean squared error
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mean absolute error
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simulation
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autoregressive models
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outliers
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