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Sliding simulation: a new approach to time series forecasting
(Institute for Operations Research and the Management Sciences, 1990-04)
This paper proposes a new approach to time series forecasting based upon three premises. First, a model is selected not by how well it fits historical data but on its ability to accurately predict out-of-sample actual data. ...
Metaforecasting: Ways of improving forecasting accuracy and usefulness
Forecasting has a long history. An understanding of such history coupled with the study of the empirical evidence can provide invaluable information for improving the accuracy and usefulness of predictions. Statistical ...