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Fair skill brier score : evaluating probabilistic forecasts of one-off events with different numbers of categorical outcomes
Wang, Junnan; Mellers, Barbara A.; Ungar, Lyle H.; … - 2023
Persistent link: https://www.econbiz.de/10014364753
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Quantile regression analysis to predict GDP distribution using data from the US and UK
Thi Huyen Tran; Ślepaczuk, Robert - 2022
Persistent link: https://www.econbiz.de/10013474017
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Do Bayesian Vector Autoregressive models improve density forecasting accuracy? The case of the Czech Republic and Romania
Nalban, Valeriu - In: International Journal of Economic Sciences 4 (2015) 1, pp. 60-74
The supremacy of Bayesian VAR models over the classical ones in terms of forecasting accuracy is well documented and generally accepted in the literature on the grounds of overcoming the short sample and overfitting problems. However, the record is rather limited in case of emerging economies,...
Persistent link: https://www.econbiz.de/10011209932
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Spatio-temporal probabilistic forecasting of wind power for multiple farms : a copula-based hybrid model
Arrieta-Prieto, Mario; Schell, Kristen R. - In: International journal of forecasting 38 (2022) 1, pp. 300-320
Persistent link: https://www.econbiz.de/10013347791
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Calibration and Resolution Diagnostics for Bank of England Density Forecasts
Galbraith, John; Norden, Simon van - Centre Interuniversitaire de Recherche en Analyse des … - 2009
target inflation rate and 2.5% respectively.) Unlike earlier work on these forecasts, we measure both their calibration and … prévisions, nous gaugeons leur calibration aussi bien que leur résolution, en donnant des tests formels et des interprétations …
Persistent link: https://www.econbiz.de/10005034429
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Hourly probabilistic snow forecasts over complex terrain: A hybrid ensemble postprocessing approach
Stauffer, Reto; Mayr, Georg J.; Messner, JakobW.; … - 2018
Accurate and high-resolution snowfall and fresh snow forecasts are important for a range of economic sectors as well as for the safety of people and infrastructure, especially in mountainous regions. In this article a new hybrid statistical postprocessing method is proposed, which combines...
Persistent link: https://www.econbiz.de/10011930742
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Hourly probabilistic snow forecasts over complex terrain : a hybrid ensemble postprocessing approach
Stauffer, Reto; Mayr, Georg. J.; Messner, Jakob W.; … - 2018
Accurate and high-resolution snowfall and fresh snow forecasts are important for a range of economic sectors as well as for the safety of people and infrastructure, especially in mountainous regions. In this article a new hybrid statistical postprocessing method is proposed, which combines...
Persistent link: https://www.econbiz.de/10011813349
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The puzzle of financial market distribution
Stádník, Bohumil - In: Ekonomický časopis : časopis pre ekonomickú … 62 (2014) 7, pp. 709-727
Persistent link: https://www.econbiz.de/10010415702
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Probabilistic recalibration of forecasts
Graziani, Carlo; Rosner, Robert; Adams, Jennifer M.; … - In: International journal of forecasting 37 (2021) 1, pp. 1-27
Persistent link: https://www.econbiz.de/10012692513
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Business Cycle Asymmetries: Characterisation and Testing based on Markov-Switching Autoregressions
Krolzig, Hans-Martin; Clements, Michael - Department of Economics, Oxford University - 2000
sharpness, and set out a testing procedure based on Wald statistics which have standard asymptotics. For a two-regime model …, such as that popularised by Hamilton (1989), we show that deepness implies sharpness (and vice versa) while the process is …
Persistent link: https://www.econbiz.de/10010605183