Forecast accuracy measures for exception reporting using receiver operating characteristic curves

International Journal of Forecasting

Volumn 25, Issue 1, 2009, Pages 48-61

  Gorr, Wilpen L ^a  

^a CARNEGIE MELLON UNIVERSITY   (United States)

Author keywords

Crime forecasting; Exception reporting; Forecast accuracy measures; ROC curves

Indexed keywords

EID: 58949103809     PISSN: 01692070     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ijforecast.2008.11.013     Document Type: Article

References (28)

1. Ackoff R.L. Management misinformation systems. Management Science 14 (1967) B147-B156 Application Series
2. Armstrong J.S., and Collopy F. Error measures for generalizing about forecasting methods: Empirical comparisons. International Journal of Forecasting 8 (1992) 69-80
3. Banez L., Prasanna P., Sun L., Ali A., Zhiqiang Z., Adam B., et al. Diagnostic potential of serum proteomic patterns in prostate cancer. The Journal of Urology 170 (2003) 442-446
4. Brown R.G. Statistical forecasting for inventory control (1959), McGraw-Hill, New York
5. Brown R.G. Smoothing, forecasting and prediction of discrete time series (1963), Prentice-Hall, Englewood Cliffs, NJ
6. Bunn D.W., and Vassilopoulos A.I. Using group seasonal indices in multi-item short-term forecasting. International Journal of Forecasting 9 (1993) 517-526
7. Cohen, J., Garman, S., & Gorr, W. L. (2008). Empirical calibration of time series monitoring methods using receiver operating characteristic curves. International Journal of Forecasting, in press (doi:10.1016/j.ijforecast.2008.11.007)
8. Cohen J., Gorr W.L., and Olligschlaeger A. Leading indicators and spatial interactions: A crime forecasting model for proactive police deployment. Geographical Analysis 39 (2007) 105-127
9. Dawes R.M. The robust beauty of improper linear models in decision making. American Psychologist 34 (1979) 571-582
10. DeNeef P., and Kent D.L. Using treatment-tradeoff preferences to select diagnostic strategies: Linking the ROC curve to threshold analysis. Medical Decision Making 13 (1993) 126-132
11. Elmore J.G., Miglioretti D.M., Reisch L.M., Barton M.B., Kreuter W., Christiansen C.L., et al. Screening mammograms by community radiologists: Variability in false-positive rates. Journal of the National Cancer Institute 94 (2002) 1373-1380
12. Fildes R. The evaluation of extrapolative forecasting methods. International Journal of Forecasting 8 (1992) 81-98
13. Gorr W.L., Olligschlaeger A., and Thompson Y. Short-term forecasting of crime. International Journal of Forecasting 19 (2003) 579-594
14. Henry V.E. The COMPSTAT paradigm: Management accountability in policing, business and the public sector (2003), Looseleaf Law Publications, Flushing, NY
15. Hyndman R.J., and Koehler A.B. Another look at measures of forecast accuracy. International Journal of Forecasting 22 (2006) 679-688
16. Kolassa S., and Schutz W. Advantages of the MAD/MEAN ratio over the MAPE. Foresight: The International Journal of Applied Forecasting 6 (2007) 40-43
17. Metz C.E. Basic principles of ROC analysis. Seminars in Nuclear Medicine 8 (1978) 283-298
18. Peterson W., Birdsall T.G., and Fox W.C. The theory of detectability. Transactions of the IRE Professional Group on Information Theory 4 (1954) 171-212
19. Simons R. Strategic orientation and top management attention to control systems. Strategic Management Journal 12 (1991) 49-62
20. Swets J.A. Indices of discrimination or diagnostic accuracy: Their ROCs and implied models. Psychological Bulletin 99 (1986) 100-117
21. Swets J.A. Measuring the accuracy of diagnostic systems. Science 240 (1988) 1285-1293
22. Swets J.A., Dawes R.M., and Monahan J. Better decisions through science. Scientific American 283 (2000) 82-87
23. Taylor, F. W. (1911) Shop management. Project Gutenberg EBook available from: http://www.gutenberg.org/dirs/etext04/shpmg10.txt
24. Trigg D.W. Monitoring a forecasting system. Operational Research Quarterly 15 (1964) 271-274
25. Turban E., Aronson J.E., Liang T., and McCarthy R.V. Decision support systems and intelligent systems. 7th Ed. (2004), Prentice Hall, Upper Saddle River
26. Valentin L. Use scaled errors instead of percentage errors in forecast evaluations. Foresight: The International Journal of Applied Forecasting 7 (2007) 17-22
27. Wetherbe J.C. Executive information requirements: Getting it right. MIS Quarterly 15 (1991) 51-65
28. Withycombe R. Forecasting with combined seasonal indices. International Journal of Forecasting 5 (1989) 547-552