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forecast-evaluation

Here are 11 public repositories matching this topic...

advaitsave / Introduction-to-Time-Series-forecasting-Python

Introduction to time series preprocessing and forecasting in Python using AR, MA, ARMA, ARIMA, SARIMA and Prophet model with forecast evaluation.

python time-series arma forecasting preprocessing arima dickey-fuller seasonality time-series-forecasting stationarity sarima forecast-evaluation prophet-model series-forecasting-python series-preprocessing

Updated Dec 11, 2018
Jupyter Notebook

epiforecasts / scoringutils

Utilities for Scoring and Assessing Predictions

forecasting r-package forecast-evaluation

Updated May 12, 2024
R

yjchoe / ComparingForecasters

Comparing sequential forecasters via confidence sequences & e-processes

python statistics forecasting forecast-evaluation confidence-sequences e-processes

Updated Oct 24, 2023
Jupyter Notebook

ogrnz / feval

Easily evaluate your forecasts with (multivariate) Diebold-Mariano and (multivariate) Giacomini-White tests of equal predictive ability and MCS.

time-series model-confidence-set forecast-evaluation diebold-mariano giacomini-white multivariate-forecast-evaluation

Updated Nov 7, 2023
Python

lucabarbaglia / MultiHorizonSPA

Multi Horizon Superior Predictive Ability (SPA) test proposed by Quaedvlieg (2021)

forecast forecast-evaluation aspa

Updated Nov 30, 2021
C++

mauep2025 / Forecast-and-assessment-of-General-Inflation-

This code mainly computes the forecast of headline inflation using different aproaches. Likewise presents the forecast evaluation for each model along different points in a span period.

forecasting inflation forecast-evaluation forecast-combination

Updated Jan 8, 2020
MATLAB

umbertocollodel / Forecasts_Time_Covid

Analysis on the quality and determinants of economic forecasts during the Covid 19 pandemic

forecast-evaluation covid-19

Updated May 3, 2022
R

anvdavy / fcBiasData

Supplementary materials for the following publication: Davydenko, A., & Goodwin, P. (2021). Assessing point forecast bias across multiple time series: Measures and visual tools. International Journal of Statistics and Probability, 10(5), 46-69. https://doi.org/10.5539/ijsp.v10n5p46

Updated Oct 4, 2021
R

umbertocollodel / When_where_and_why

Analysis on the quality and determinants of economic forecasts pre-Covid 19

causality forecast-evaluation

Updated May 3, 2022
R

anvdavy / Publications

self archived publications

data-visualization forecasting opc forecast-evaluation forecasting-methods opc-boxplots avgrel-metrics avgrelmae avgrelame avgrelmse avgrelrmse avgrelamde few-l1 few-l2 opc-diagrams error-measures

Updated Sep 28, 2021

atecon / FEP

Forecast Evaluation Package for gretl

time-series gretl hansl forecast-evaluation

Updated May 5, 2023
TeX

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