ROC-based model estimation for forecasting large changes in demand
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DOI: 10.1016/j.ijforecast.2014.07.002
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- Jörg Döpke & Ulrich Fritsche & Christian Pierdzioch, 2015. "Predicting Recessions With Boosted Regression Trees," Working Papers 2015-004, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
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Keywords
Management by exception; PAUC maximization; Large changes; Forecasting exceptions; ROC curves;All these keywords.
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