Authors: | Wenzel, Thomas |
Title: | Hits-and-misses for the evaluation and combination of forecasts |
Language (ISO): | en |
Abstract: | Error measures for the evaluation of forecasts are usually based on the size of the forecast errors. Common measures are e.g. the Mean Squared Error (MSE), the Mean Absolute Deviation (MAD) or the Mean Absolute Percentage Error (MAPE). Alternative measures for the comparison of forecasts are turning points or hits-and-misses, where an indicator loss function is used to decide, if a forecast is of high quality or not. Here, we discuss the latter to obtain reliable combined forecasts. |
Subject Headings: | combination of forecasts fuzzy hits-and-misses turning points |
URI: | http://hdl.handle.net/2003/5031 http://dx.doi.org/10.17877/DE290R-5380 |
Issue Date: | 2000 |
Provenance: | Universitätsbibliothek Dortmund |
Appears in Collections: | Sonderforschungsbereich (SFB) 475 |
Files in This Item:
File | Description | Size | Format | |
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2000_26.pdf | DNB | 77.33 kB | Adobe PDF | View/Open |
tr26-00.ps | 566.87 kB | Postscript | View/Open |
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