Search Results - subject:"prediction errors"

Validation and Evaluation of Predictive Models in Hazard Assessment and Risk Management

Beguería, Santiago - In: Natural Hazards 37 (2006) 3, pp. 315-329

The paper deals with the validation and evaluation of mathematical models in natural hazard analysis, with a special focus on establishing their predictive power. Although most of the tools and statistics available are common to general classification models, some peculiarities arise in the case...

Persistent link: https://www.econbiz.de/10010995713

ACCUMULATED PREDICTION ERRORS, INFORMATION CRITERIA AND OPTIMAL FORECASTING FOR AUTOREGRESSIVE TIME SERIES

Ing, Ching-Kang - EconWPA - 2005

$_{\delta_{n}}$,is investigated in infinite-order autoregressive (AR($\infty$)) models. Instead of accumulating squares of sequential prediction … errors from the beginning, APE$_{\delta_{n}}$ is obtained by summing these squared errors from stage $n\delta_{n}$, where $n …

Persistent link: https://www.econbiz.de/10005556290

First
Prev
1
2
3
4