López, Ana Jesús (ed.); Pérez-Suárez, Rigoberto (ed.) - 2020
This book shows the potential of entropy and information theory in forecasting, including both theoretical developments … individual forecasts, the comparison of forecasting performance, and the debate concerning the tradeoff between complexity and … accuracy. Analyses of forecasting uncertainty, robustness, and inconsistency are also included, as are proposals for new …