The impact of measurement errors on ARMA prediction
Article Abstract:
A study was conducted to analyze the influence of measurement errors on ARMA processes-based predictions. In line with this, lower and upper bounds were determined for differences in minimum mean squared prediction errors for forecasts obtained from data with and without errors. The impact of the measurement errors were examined against different model structure and parameterizations. Results indicated that the establishment of models in state space form to determine the signal component correlates with non-invertible processes.
Publication Name: Journal of Forecasting
Subject: Mathematics
ISSN: 0277-6693
Year: 1999
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Organizational pressures on forecast evaluation: managerial, political, and procedural influences
Article Abstract:
The managerial, political and procedural aspects of forecasting organizations affect the implementation of forecast accuracy evaluation. Implementation of a formal forecast accuracy evaluation is strongly related to internal managerial and procedural factors. The possibility of the institutionalization of evaluation of forecast accuracy may be reduced by external political pressured. Analysis also demonstrated that larger organizations have greater tendency to implement some kind of forecast evaluation than smaller ones.
Publication Name: Journal of Forecasting
Subject: Mathematics
ISSN: 0277-6693
Year: 1997
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