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1Academic Journal
المؤلفون: Davydenko, Andrey, Goodwin, Paul
المصدر: International Journal of Statistics and Probability, 10(5), 46-69, (2021-08-20)
مصطلحات موضوعية: forecasting, forecast bias, mean bias, median bias, regression bias, forecast evaluation, forecast accuracy, error measures, error metrics, forecasting performance, Overestimation Percentage (OP), Overestimation Percentage corrected (OPc), OPc-diagram, OPc-boxplot, AvgRel-metrics, AvgRel-prefix, AvgRelAME, AvgRelAMdE, AvgRelME, AvgRelMdE, AvgRelMAE, AvgRelMSE, AvgRelRMSE, RelAME, RelAMdE, statistical graphics, forecast evaluation workflow (FEW), forecast evaluation framework, pooled prediction-realization diagram (PPRD), prediction-realization diagram
Relation: https://www.preprints.org/manuscript/202105.0261/v1; https://doi.org/10.13140/RG.2.2.31788.62083; https://doi.org/10.5539/ijsp.v10n5p46; oai:zenodo.org:5525672; https://doi.org/10.6084/m9.figshare.16663234.v1; https://www.researchgate.net/publication/354049603_Assessing_Point_Forecast_Bias_Across_Multiple_Time_Series_Measures_and_Visual_Tools
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2
المؤلفون: Davydenko, Andrey, Goodwin, Paul
المساهمون: Independent Researcher, The Management School, University of Bath, Bath, BA2 7AY, United Kingdom
المصدر: International Journal of Statistics and Probability
International Journal of Statistics and Probability, Canadian Center of Science and Education, 2021, 10 (5), pp.46-69. ⟨10.5539/ijsp.v10n5p46⟩مصطلحات موضوعية: AvgRel-boxplots, JEL: C - Mathematical and Quantitative Methods/C.C3 - Multiple or Simultaneous Equation Models • Multiple Variables/C.C3.C33 - Panel Data Models • Spatio-temporal Models, testing for bias, double-scale plots, RelME, target loss function, forecast evaluation setup, JEL: C - Mathematical and Quantitative Methods/C.C5 - Econometric Modeling/C.C5.C55 - Large Data Sets: Modeling and Analysis, criteria for error measures, ease of implementation, JEL: C - Mathematical and Quantitative Methods/C.C5 - Econometric Modeling/C.C5.C52 - Model Evaluation, Validation, and Selection, RelAME, pooled prediction-realization diagram, OPc-diagram, median-unbiasedness, [STAT.ML]Statistics [stat]/Machine Learning [stat.ML], optimal correction of forecasts, [MATH.MATH-ST]Mathematics [math]/Statistics [math.ST], Mean Percentage Error, PFES, relative root mean squared error, [MATH]Mathematics [math], OPc, RelRMSE, JEL: F - International Economics/F.F3 - International Finance/F.F3.F37 - International Finance Forecasting and Simulation: Models and Applications, [STAT.AP]Statistics [stat]/Applications [stat.AP], [SHS.STAT]Humanities and Social Sciences/Methods and statistics, JEL: G - Financial Economics/G.G1 - General Financial Markets/G.G1.G17 - Financial Forecasting and Simulation, AvgRelAME, JEL: C - Mathematical and Quantitative Methods/C.C1 - Econometric and Statistical Methods and Methodology: General/C.C1.C13 - Estimation: General, absolute median error, rolling-origin evaluation, JEL: Q - Agricultural and Natural Resource Economics • Environmental and Ecological Economics/Q.Q4 - Energy/Q.Q4.Q47 - Energy Forecasting, JEL: F - International Economics/F.F4 - Macroeconomic Aspects of International Trade and Finance/F.F4.F47 - Forecasting and Simulation: Models and Applications, [SHS.ECO]Humanities and Social Sciences/Economics and Finance, prediction-realization diagram, symmetric linear loss, [INFO.INFO-GR]Computer Science [cs]/Graphics [cs.GR], median bias, absolute mean scaled error, [STAT]Statistics [stat], geometric mean, JEL: C - Mathematical and Quantitative Methods/C.C3 - Multiple or Simultaneous Equation Models • Multiple Variables/C.C3.C31 - Cross-Sectional Models • Spatial Models • Treatment Effect Models • Quantile Regressions • Social Interaction Models, AvgRelAMdE, MSC codes: 62-07, 62-09, 62K99, 62P25, 62P20, 62P99, 62F10, 62F03, 62F03, binomial test, inventory control, OPc-boxplot, [STAT.ME]Statistics [stat]/Methodology [stat.ME], [PHYS.PHYS.PHYS-DATA-AN]Physics [physics]/Physics [physics]/Data Analysis, Statistics and Probability [physics.data-an], JEL: C - Mathematical and Quantitative Methods/C.C5 - Econometric Modeling/C.C5.C51 - Model Construction and Estimation, JEL: C - Mathematical and Quantitative Methods/C.C5 - Econometric Modeling/C.C5.C53 - Forecasting and Prediction Methods • Simulation Methods, ease of communication, point forecast evaluation setup, forecast evaluation workflow, construct validity, [SCCO.COMP]Cognitive science/Computer science, forecasting, boxplots, AvgRelMAE, statistical graphics, symmetric quadratic loss, AvgRel-prefix, JEL: J - Labor and Demographic Economics/J.J1 - Demographic Economics/J.J1.J11 - Demographic Trends, Macroeconomic Effects, and Forecasts, forecast density, JEL: C - Mathematical and Quantitative Methods/C.C1 - Econometric and Statistical Methods and Methodology: General/C.C1.C15 - Statistical Simulation Methods: General, RelMdE, mean bias, AvgRelME, MAD/MEAN ratio, FEW-L2, FEW-L1, JEL: C - Mathematical and Quantitative Methods/C.C3 - Multiple or Simultaneous Equation Models • Multiple Variables/C.C3.C32 - Time-Series Models • Dynamic Quantile Regressions • Dynamic Treatment Effect Models • Diffusion Processes • State Space Models, mean-unbiasedness, AvgRelMSE, LnQ, Overestimation Percentage corrected, RelAMdE, JEL: C - Mathematical and Quantitative Methods/C.C2 - Single Equation Models • Single Variables/C.C2.C22 - Time-Series Models • Dynamic Quantile Regressions • Dynamic Treatment Effect Models • Diffusion Processes, AvgRelRMSE, FEW, scale-independence, relative performance, AvgRel-metrics, ease of interpretation, [MATH.MATH-PR]Mathematics [math]/Probability [math.PR], AvgRelMdE, forecasting competitions, time series analysis, forecast bias, Wilcoxon signed rank test, data science, MPE, absolute mean error
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3
المؤلفون: Paul Goodwin, Andrey Davydenko
مصطلحات موضوعية: mean percentage error (MPE), forecast evaluation setup, computer.software_genre, criteria for error measures, ease of implementation, RelAME, error metrics, OPc-diagram, absolute mean scaled error (AMSE), bepress|Social and Behavioral Sciences|Social Statistics, Multiple time, log accuracy ratio, bepress|Social and Behavioral Sciences|Environmental Studies, absolute mean error (AME), Function (engineering), media_common, bepress|Social and Behavioral Sciences|Other Social and Behavioral Sciences, Point (typography), rolling-origin evaluation, prediction-realization diagram, symmetric linear loss, geometric mean, Reporting bias, binomial test, bepress|Social and Behavioral Sciences|Economics, media_common.quotation_subject, construct validity, forecasting, forecasting performance, 050906 social work, statistical graphics, symmetric quadratic loss, data transformation, AvgRel-prefix, forecast density, SocArXiv|Social and Behavioral Sciences|Other Social and Behavioral Sciences, bepress|Social and Behavioral Sciences|Science and Technology Studies, AvgRelME, FEW-L2, FEW-L1, LnQ, Series (mathematics), RelAMdE, relative performance, ease of interpretation, SocArXiv|Social and Behavioral Sciences|Social Statistics, forecasting competitions, Wilcoxon signed rank test, SocArXiv|Social and Behavioral Sciences, 0509 other social sciences, Computer science, forecast accuracy, testing for bias, forecast evaluation workflow (FEW), target loss function, absolute median error (AMdE), mean error (ME), regression bias, error measures, optimal correction of forecasts, Forecast bias, SocArXiv|Social and Behavioral Sciences|Science and Technology Studies, median error (MdE), pooled prediction-realization diagram (PPRD), 05 social sciences, SocArXiv|Social and Behavioral Sciences|Economics, AvgRelAME, forecast evaluation, median bias, SocArXiv|Social and Behavioral Sciences|Economics|Econometrics, AvgRelAMdE, Overestimation Percentage corrected (OPc), OPc-boxplot, 050104 developmental & child psychology, probability_and_statistics, ease of communication, Machine learning, relative mean error (RelME), AvgRelMAE, forecast value added (FVA), 0501 psychology and cognitive sciences, bepress|Social and Behavioral Sciences|Economics|Econometrics, mean bias, MAD/MEAN ratio, AvgRelMSE, business.industry, AvgRelRMSE, scale-independence, forecast evaluation framework, AvgRel-metrics, Visualization, SocArXiv|Social and Behavioral Sciences|Environmental Studies, AvgRelMdE, forecast bias, bepress|Social and Behavioral Sciences, point forecast evaluation setup (PFES), Artificial intelligence, business, Focus (optics), computer, Overestimation Percentage (OP)
وصف الملف: application/pdf