How to assess forecastability

Kolassa, Stephan (2009) How to assess forecastability. Foresight: The International Journal of Applied Forecasting (13). pp. 41-45. ISSN 1555-9068

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Abstract

Concluding 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, 2009

Item Type:
Journal Article
Journal or Publication Title:
Foresight: The International Journal of Applied Forecasting
Uncontrolled Keywords:
/dk/atira/pure/subjectarea/asjc/1800/1803
Subjects:
ID Code:
134034
Deposited By:
Deposited On:
22 Jun 2019 09:14
Refereed?:
Yes
Published?:
Published
Last Modified:
05 Apr 2020 05:38