Large-change forecast accuracy: Reanalysis of M3-Competition data using receiver operating characteristic analysis
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DOI: 10.1016/j.ijforecast.2012.12.001
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Cited by:
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- Kajal Lahiri & Liu Yang, 2018.
"Confidence Bands for ROC Curves With Serially Dependent Data,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 36(1), pages 115-130, January.
- Kajal Lahiri & Liu Yang, 2013. "Confidence Bands for ROC Curves with Serially Dependent Data," Discussion Papers 13-07, University at Albany, SUNY, Department of Economics.
- Ferbar Tratar, Liljana & Mojškerc, Blaž & Toman, Aleš, 2016. "Demand forecasting with four-parameter exponential smoothing," International Journal of Production Economics, Elsevier, vol. 181(PA), pages 162-173.
- Máximo Camacho & Gonzalo Palmieri, 2021. "Evaluating the OECD’s main economic indicators at anticipating recessions," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 40(1), pages 80-93, January.
- Schneider, Matthew J. & Gorr, Wilpen L., 2015. "ROC-based model estimation for forecasting large changes in demand," International Journal of Forecasting, Elsevier, vol. 31(2), pages 253-262.
- Chelsey Hill & James Li & Matthew J. Schneider & Martin T. Wells, 2021. "The tensor auto‐regressive model," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 40(4), pages 636-652, July.
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Keywords
Forecasting; ROC; M3-Competition; Exceptions reporting; Large-change forecast accuracy;All these keywords.
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