Hits-and-misses for the evaluation and combination of forecasts

dc.contributor.authorWenzel, Thomasde
dc.date.accessioned2004-12-06T18:42:29Z
dc.date.available2004-12-06T18:42:29Z
dc.date.issued2000de
dc.description.abstractError 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.en
dc.format.extent580473 bytes
dc.format.extent79190 bytes
dc.format.mimetypeapplication/pdf
dc.format.mimetypeapplication/postscript
dc.identifier.urihttp://hdl.handle.net/2003/5031
dc.identifier.urihttp://dx.doi.org/10.17877/DE290R-5380
dc.language.isoende
dc.publisherUniversitätsbibliothek Dortmundde
dc.subjectcombination of forecastsen
dc.subjectfuzzyen
dc.subjecthits-and-missesen
dc.subjectturning pointsen
dc.subject.ddc310de
dc.titleHits-and-misses for the evaluation and combination of forecastsen
dc.typeTextde
dc.type.publicationtypereporten
dcterms.accessRightsopen access

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