منابع مشابه
Statistical evaluation of forecasts.
Reliable forecasts of extreme but rare events, such as earthquakes, financial crashes, and epileptic seizures, would render interventions and precautions possible. Therefore, forecasting methods have been developed which intend to raise an alarm if an extreme event is about to occur. In order to statistically validate the performance of a prediction system, it must be compared to the performanc...
متن کاملElicitation and Evaluation of Statistical Forecasts
This paper studies mechanisms for eliciting and evaluating statistical forecasts. Nature draws a state at random from a given state space, according to some distribution p. Prior to Nature’s move, an expert, who knows p, provides a forecast for a given statistic of p. The mechanism defines the expert’s payoff as a function of the forecast and the subsequently realized state. When the statistic ...
متن کاملStatistical Forecasts of Western Wildfire Season Severity
Strong associations between observed climate anomalies at lags of one season to years in advance and normalized area burned in the western U.S. wildfire season have recently been described using a newly compiled comprehensive gridded western regional fire history (Westerling et al 2001b). Earlier studies of fire scar dendrochronologies and local fire histories have demonstrated that large-scale...
متن کاملAn Evaluation of Cbo Forecasts
We compare the performance of a subset of CBO’s economic forecasts against that of an unrestricted vector autoregression (VAR) model. We evaluate forecasts of real economic indicators as well as budget-related nominal statistics. We find that under most specifications, the VAR performs competitively with, if slightly worse than, the corresponding CBO forecasts at up to 20 quarters. Therefore, a...
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ژورنال
عنوان ژورنال: Physical Review E
سال: 2014
ISSN: 1539-3755,1550-2376
DOI: 10.1103/physreve.90.022133