Forecasting When Pattern Changes Occur Beyond the Historical Data

DOI10.1287/MNSC.32.3.257MaRDI QIDQ3716803zbMATH OpenOpenAlexFDO

Authors Robert Carbone, Spyros Makridakis

Publication date 1986

Published in Management Science (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/mnsc.32.3.257

zbMATH Keywords

forecastingpattern changes

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Operations research and management science (90B99)

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(8)

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• Using false alarms to improve forecast accuracy

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