Li, Han; O'Hare, Colin - In: Risks : open access journal 7 (2019) 1/22, pp. 1-15
Extrapolative methods are one of the most commonly-adopted forecasting approaches in the literature on projecting … forecasting point of view, the main difference between the two types of models is whether they treat recent and historical … information equally in the projection process. In this paper, we compare the forecasting performance of the two types of models …
