Browsing School of Economic Sciences and Business by Subject "Evaluation"

Now showing items 1-5 of 5

  • The Accuracy of Extrapolation (Time Series) Methods 

    Makridakis, Spyros; Andersen, A.; Carbone, Robert; Fildes, R.; Hibon, M.; Lewandowski, R.; Newton, J.; Parzen, E.; Winkler, R. (Wiley, 1982)
    ln the last few decades many methods have become available for forecasting. As always, when alternatives exist, choices need to be made so that an appropriate forecasting method can be selected and used for the ...

  • The accuracy of extrapolation (time series) methods: Results of a forecasting competition 

    Makridakis, Spyros; Andersen, A.; Carbone, Robert; Fildes, Robert; Hibon, Michele; Lewandowski, R.; Newton, J.; Parzen, Emanuel; Winkler, R. (John Wiley & Sons Ltd., 1982)
    In the last few decades many methods have become available for forecasting. As always, when alternatives exist, choices need to be made so that an appropriate forecasting method can be selected and used for the specific ...

  • Confidence intervals: An empirical investigation of the series in the M-competition 

    Makridakis, Spyros; Hibon, Michael; Lusk, Ed; Belhadjali, Moncef (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 ...

  • 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 ...

  • The Impact of Empirical Accuracy Studies On Time Series Analysis and Forecasting 

    Fildes, Robert; Makridakis, Spyros (International Statistical Institute (ISI), 1995-12)
    This paper examines a major area of statistics: the application of time series analysis to forecasting, particularly as it applies to the areas of business and economics. This area is unusual in the social sciences in that ...