A Technique for Evaluating Forecasting Models

DOI10.1002/BIMJ.4710260208MaRDI QIDQ3677011zbMATH OpenOpenAlexFDO

Authors Evdokia Xekalaki, S. K. Katti

Publication date 1984

Published in Biometrical Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/bimj.4710260208

zbMATH Keywords

credibility intervalmodel evaluationmodel predictionrating

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20)

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• Understanding models' forecasting performance
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• A new method for estimating the forecast quality with consideration for the errors of calculating the unknown parameters

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