Evidence for the Selection of Forecasting Methods

Abstract

Reid (1972) was among the ®rst to argue that the relative accuracy of forecasting methods changes according to the properties of the time series. Comparative analyses of forecasting performance such as the MCompetition tend to support this argument. The issue addressed here is the usefulness of statistics summarizing the data available in a time series in… (More)

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Cite this paper

@inproceedings{MeadeEvidenceFT, title={Evidence for the Selection of Forecasting Methods}, author={Nigel Meade} }