Online detection of forecast model inadequacies using forecast errors

DOI10.1111/JTSA.12843MaRDI QIDQ7228189zbMATH OpenFDO

Authors Thomas Grundy, Rebecca Killick, Ivan Svetunkov

Publication date 13 April 2026

Published in Journal of Time Series Analysis (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1111/JTSA.12843

zbMATH Keywords

changepointconcept driftstructural breaksequential change

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Cites work

• scientific article; zbMATH DE number 1048663 (Why is no real title available?)
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• Monitoring Structural Change
• Monitoring changes in linear models
• Monitoring parameter change in AR\((p)\) time series models
• Reaction times of monitoring schemes for ARMA time series
• Supply chain forecasting: theory, practice, their gap and the future
• Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance

Cited in

(1)

• Editorial: data segmentation in time series: structural breaks and real-time monitoring

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