Testing forecasting model versatility
A new method of assessing the comparative quality of forecasting models is introduced. This method focuses on the quality of forecasting models over a set of series (cf. the traditionally adopted series-by-series approach)–with a forecasting model that produces good forecasts over a series set described as versatile.
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- repec:taf:jnlbes:v:30:y:2012:i:2:p:288-296 is not listed on IDEAS
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