Search
Now showing items 1-2 of 2
Confidence intervals: An empirical investigation of the series in the M-competition
(Elsevier Ltd, 1987)
This paper empirically evaluates the uncertainty of forecasts. It does so using the 1001 series of the M-Competition. The study indicates that although, in model fitting the percentage of observations outside the confidence ...
A New Approach to Statistical Forecasting
(Springer Berlin Heidelberg, 1987-06)
Available approaches to statistical forecasting suffer from several deficiencies (problems) that render their predictions for real-world economic/business series inappropriate. In this paper I illustrate such deficiencies, ...