Detecting and Predicting Forecast Breakdowns
نویسندگان
چکیده
منابع مشابه
Detecting and Predicting Forecast Breakdowns
We propose a theoretical framework for detecting and predicting forecast breakdowns, defined as situations where the out-of-sample performance of a forecast method, judged by some loss function, is systematically worse than its in-sample performance. Our framework can be used to establish the robustness of a forecast method in the past, and to predict whether the forecast method will break down...
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When required to predict sequential events, such as random coin tosses or basketball free throws, people reliably use inappropriate strategies, such as inferring temporal structure when none is present. We investigate the ability of observers to predict sequential events in dynamically changing environments, where there is an opportunity to detect true temporal structure. In two experiments we ...
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ژورنال
عنوان ژورنال: Review of Economic Studies
سال: 2009
ISSN: 0034-6527,1467-937X
DOI: 10.1111/j.1467-937x.2009.00545.x