A tale of forecasting 1001 series. The Bayesian knight strikes again

International Journal of Forecasting

Volumn 2, Issue 4, 1986, Pages 491-494

  Zellner, Arnold ^a  

^a UNIVERSITY OF CHICAGO   (United States)

Author keywords

Bayesian forecasting; Loss functions and forecasting; Performance of Bayesian forecasts

Indexed keywords

EID: 38249043968     PISSN: 01692070     EISSN: None     Source Type: Journal    
DOI: 10.1016/0169-2070(86)90094-4     Document Type: Article

References (6)

1. The accuracy of extrapolation (time series) methods Results of a forecasting competition
2. A Bayesian approach to real estate assessment
3. Bayesian estimation and prediction using asymmetric loss functions
4. Sensitivity of control to uncertainty and form of the criterion function