Efficient testing of forecasts

DOI10.1142/S0129054110007131MaRDI QIDQ5187852zbMATH OpenOpenAlexFDO

Authors Ching-Lueh Chang, Yuh-Dauh Lyuu

Publication date 9 March 2010

Published in International Journal of Foundations of Computer Science (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/s0129054110007131

zbMATH Keywords

calibrationforecast testing

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20)

Recommendations

• Efficient Testing of Forecasts
• The Complexity of Forecast Testing
• Can theories be tested?
• The reproducible properties of correct forecasts
• Testable forecasts

Cites work

• scientific article; zbMATH DE number 3888913 (Why is no real title available?)
• Any Inspection is Manipulable
• Asymptotic calibration
• Calibration with Many Checking Rules
• Conditional universal consistency.
• Non-Bayesian Testing of a Stochastic Prediction
• The reproducible properties of correct forecasts

Cited in

(9)

• Testable forecasts
• The Complexity of Forecast Testing
• Defensive Forecasting: How to Use Similarity to Make Forecasts That Pass Statistical Tests
• Any Inspection is Manipulable
• Testing for the usefulness of forecasts
• Testing Multiple Forecasters
• Efficient Testing of Forecasts
• Can theories be tested?
• Statistical tests for multiple forecast comparison

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