Add to ORKGConcluding a section on How to Assess Forecastability (Foresight, Issue 13), Stephan Kolassa comments on papers by Peter Catt and John Boylan (in the same issue). Stephan contrasts Catt’s preferred metric, approximate entropy, with Boylan’s lowest achievable forecast error (lower bound), seeking a practical synthesis of the two views. He also expands upon the meaning of the entropy metric and discusses key issues in the entropy calculation. Copyright International Institute of Forecasters, 200
We argue that benchmarking sign-volatile series should be based on the principle of movement and sig...
The evaluation of forecast performance plays a central role both in the interpretation and use of fo...
The evaluation of forecast performance plays a central role both in the interpretation and use of fo...
The idea of forecastability is valuable because it allows attention to shift from forecasting method...
The idea of forecastability is valuable because it allows attention to shift from forecasting method...
The idea of forecastability is valuable because it allows attention to shift from forecasting method...
This book shows the potential of entropy and information theory in forecasting, including both theor...
An expression for the entropy of a random variable whose probability density function is reported as...
An expression for the entropy of a random variable whose probability density function is reported as...
Forecasting is concerned with making statements about the as yet unknown. There are many ways that p...
We argue that benchmarking sign-volatile series should be based on the principle of movement and sig...
We argue that benchmarking sign-volatile series should be based on the principle of movement and sig...
We argue that benchmarking sign-volatile series should be based on the principle of movement and sig...
We argue that benchmarking sign-volatile series should be based on the principle of movement and sig...
We argue that benchmarking sign-volatile series should be based on the principle of movement and sig...
We argue that benchmarking sign-volatile series should be based on the principle of movement and sig...
The evaluation of forecast performance plays a central role both in the interpretation and use of fo...
The evaluation of forecast performance plays a central role both in the interpretation and use of fo...
The idea of forecastability is valuable because it allows attention to shift from forecasting method...
The idea of forecastability is valuable because it allows attention to shift from forecasting method...
The idea of forecastability is valuable because it allows attention to shift from forecasting method...
This book shows the potential of entropy and information theory in forecasting, including both theor...
An expression for the entropy of a random variable whose probability density function is reported as...
An expression for the entropy of a random variable whose probability density function is reported as...
Forecasting is concerned with making statements about the as yet unknown. There are many ways that p...
We argue that benchmarking sign-volatile series should be based on the principle of movement and sig...
We argue that benchmarking sign-volatile series should be based on the principle of movement and sig...
We argue that benchmarking sign-volatile series should be based on the principle of movement and sig...
We argue that benchmarking sign-volatile series should be based on the principle of movement and sig...
We argue that benchmarking sign-volatile series should be based on the principle of movement and sig...
We argue that benchmarking sign-volatile series should be based on the principle of movement and sig...
The evaluation of forecast performance plays a central role both in the interpretation and use of fo...
The evaluation of forecast performance plays a central role both in the interpretation and use of fo...