Check out Rob Hyndman's "Brief History of Time Series Forecasting Competitions". I'm not certain whether the title's parallel to Hawking's Brief History of Time is intentional. At any rate, even if Hyndman's focus is rather more narrow than the origin and fate of the universe, his post is still fascinating and informative. Thanks to Ross Askanasi for bring it to my attention.
—
Monday, April 16, 2018
—
Add Comment
—
Econometrics History,
Forecast evaluation,
Forecasting,
Nonlinearity,
Time-series econometrics
Belum ada tanggapan untuk "The History of Forecasting Competitions"
Post a Comment