Composite forecasts, non-stationarity and the role of survey information

Article Abstract:

The role of survey information on consumer confidence in helping predict fluctuations in economic activity is investigated, using composite predictors. The role of forecast combinations when the underlying processes are non-stationary is considered, and the role that survey information might play even when the survey data are stationary is also explored. It was found that any forecast, used as part of a composite predictor, must ideally be co-integrated with the outcome.

Analysis, Business, Surveys, Business surveys, Business forecasting

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Impact of correlations for dynamic selection bias on forecasts of retention behavior

Article Abstract:

Corrections for dynamic selection bias on forecasting accuracy in a multi-period stay/leave model do not necessarily produce more accurate forecasts than uncorrected techniques. Differences in relative accuracy vary directly with selection bias and inversely with retention percentage.

United States, Science & research, Personnel administration, National Security, Dept of the Navy, US Navy, Research, Models, Human resource management, Company personnel management, Employee retention, United States. Navy, Report, Selection bias

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Evaluating probability forecasts in terms of refinement and strictly proper scoring rules

Article Abstract:

The importance of using probability forecasting in rating corporate bonds is discussed in terms of refinement and scoring rules.

Germany, Corporate Bonds, Usage, Evaluation, Forecasting

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