A better measure of relative prediction accuracy for model selection and model estimation
Chris Tofallis (Universtiy of Hertfordshire, Hatfield, UK)
| Year of publication: |
August 2015
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|---|---|
| Authors: | Tofallis, Christopher |
| Published in: |
Journal of the Operational Research Society : OR. - Basingstoke, Hampshire : Palgrave, ISSN 0030-3623, ZDB-ID 716033-1. - Vol. 66.2015, 8, p. 1352-1362
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| Subject: | prediction | forecasting | model selection | loss function | regression | time series | Prognoseverfahren | Forecasting model | Modellierung | Scientific modelling | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Regressionsanalyse | Regression analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1057/jors.2014.103 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011417204