Multiple forecast model evaluation∗
نویسندگان
چکیده
منابع مشابه
Providing A Model for Management Earnings Forecast Bias
Despite The Important Role That Management Profit Forecasting Plays In The Decision Making Of Capital Market Actors, These Predictions Appear To Be Biased. In The Attempt To Measure The Bias Of Predicting Profit Management, Numerous One- Dimensional Measurement Tools Have Been Proposed In The Accounting And Finance Literature. Despite These Efforts, No Comprehensive Composite Index Has Been Dev...
متن کاملForecast generation model of municipal solid waste using multiple linear regression
The objective of this study was to develop a forecast model to determine the rate of generation of municipal solid waste in the municipalities of the Cuenca del Cañón del Sumidero, Chiapas, Mexico. Multiple linear regression was used with social and demographic explanatory variables. The compiled database consisted of 9 variables with 118 specific data per variable, which were analyzed using a ...
متن کاملPresenting a model for Multiple-step-ahead-Forecasting of volatility and Conditional Value at Risk in fossil energy markets
Fossil energy markets have always been known as strategic and important markets. They have a significant impact on the macro economy and financial markets of the world. The nature of these markets are accompanied by sudden shocks and volatility in the prices. Therefore, they must be controlled and forecasted by using appropriate tools. This paper adopts the Generalized Auto Regressive Condition...
متن کاملThe Variance-covariance Method using IOWGA Operator for Tourism Forecast Combination
Three combination methods commonly used in tourism forecasting are the simple average method, the variance-covariance method and the discounted MSFE method. These methods assign the different weights that can not change at each time point to each individual forecasting model. In this study, we introduce the IOWGA operator combination method which can overcome the defect of previous three combin...
متن کاملPerformance Assessment of Hydrological Models Considering Acceptable Forecast Error Threshold
It is essential to consider the acceptable threshold in the assessment of a hydrological model because of the scarcity of research in the hydrology community and errors do not necessarily cause risk. Two forecast errors, including rainfall forecast error and peak flood forecast error, have been studied based on the reliability theory. The first order second moment (FOSM) and bound methods are u...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
دوره شماره
صفحات -
تاریخ انتشار 2010