Browsing by Subject "M-competition"

Now showing items 1-2 of 2

  • Exponential smoothing: The effect of initial values and loss functions on post-sample forecasting accuracy 

    Makridakis, Spyros (Elsevier Ltd, 1991-11)
    This paper describes an empirical investigation aimed at measuring the effect of different initial values and loss functions (both symmetric and asymmetric) on the post-sample forecasting accuracy. The 1001 series of the ...

  • Forecasting and loss fuctions 

    Fildes, Robert; Makridakis, Spyros (International Journal of Forecasting, 1988)
    This paper considers two problems of interpreting forecasting competition error statistics. The first problem is concerned with the importance of linking the error measure (loss function) used in evaluating a forecasting ...