On the sign of the optimal combining weights under the error-variance minimia\zing criterion

Article Abstract:

An algebraic rule derived to determine the sign of the optimal combining weights is presented. By examining the strength and sign of correlations between forecasting errors, the sign of optimal combining weights is determined. With the algebraic rule however, there is no need to compare the correlations and variances of the individual forecasting errors thus saving considerable time and effort.

Research, Usage, Prediction theory, Analysis of covariance, Covariance analysis

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On scoring asymmetric periodic probability models of turning-point forecasts

Article Abstract:

The adoption of periodic hazard models in order to improve the forecasting performance of turning-point predictions is recommended. Several formal probability models are constructed and their prediction performance tallied. Results indicate that substantial gains can be generated by exploiting periodicities in turning-point probabilities for sequential forecasting rules.

Methods, Models, Forecasting, Probabilities, Probability theory, Seasonal variations (Economics)

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