Evaluation of forecasts in AR models with outliers (Q1326792): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 13:24, 31 January 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Evaluation of forecasts in AR models with outliers |
scientific article |
Statements
Evaluation of forecasts in AR models with outliers (English)
0 references
8 June 1994
0 references
robust procedures
0 references
ex-post evaluation of forecasts
0 references
forecast errors
0 references
time series
0 references
mean squared error
0 references
mean absolute error
0 references
simulation
0 references
autoregressive models
0 references
outliers
0 references