On the selection of forecasting models (Q274892): Difference between revisions
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Property / Mathematics Subject Classification ID: 62M20 / rank | |||
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Property / zbMATH DE Number: 6573042 / rank | |||
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model selection | |||
Property / zbMATH Keywords: model selection / rank | |||
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forecast accuracy | |||
Property / zbMATH Keywords: forecast accuracy / rank | |||
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information criteria | |||
Property / zbMATH Keywords: information criteria / rank | |||
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simulated out-of-sample method | |||
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predictive least squares | |||
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Revision as of 16:19, 27 June 2023
scientific article
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English | On the selection of forecasting models |
scientific article |
Statements
On the selection of forecasting models (English)
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25 April 2016
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model selection
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forecast accuracy
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information criteria
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simulated out-of-sample method
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predictive least squares
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