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 ...

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 ...

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 ...