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Wpis Archiwum:
9783639407556 - Beck Dominik: Evaluating Probability Forecasts - Książki

(?):

Evaluating Probability Forecasts (2014) (?)

Dostawa od: Stany Zjednoczone AmerykiKsiążki niemieckieJest to miękka książkaNowa książka
ISBN:

9783639407556 (?) lub 3639407555

, w języku niemieckim, BLUES KIDS OF AMER 01/10/2014, Oprawa miękka, Nowy
New Book. This item is printed on demand. Shipped from US This item is printed on demand.
Dane z 19.10.2014 03:05h
ISBN (zapisów alternatywne): 3-639-40755-5, 978-3-639-40755-6
Wpis Archiwum:
9783639407556 - Dominik Beck: Evaluating Probability Forecasts - Książki

(?):

Evaluating Probability Forecasts (2014) (?)

Dostawa od: NiemcyKsiążki niemieckieJest to miękka książkaNowa książkaReprint
ISBN:

9783639407556 (?) lub 3639407555

, w języku niemieckim, Av Akademikerverlag Mrz 2014, Oprawa miękka, Nowy, Reprint
This item is printed on demand - Print on Demand Titel. Neuware - Forecasting is of utmost importance in statistics. Besides the very popular point forecasts, there are probability forecasts which naturally incorporate the uncertainty associated with a prediction. Probability forecasts have first been used in meteorology, however, applications are manifold, E.g. in economics the Survey of Professional Forecasters (SPF). In order to determine 'good' probability forecasts, the concepts of sharpness and calibration are introduced. Calibration which is the statistical consistency between the forecasts and the observations, is assessed by the Probability Integral Transform (PIT). Sharpness measures the extent to which a probabilistic forecast is spread out and is assessed on the basis of so called scoring rules. These scoring rules are introduced along with some properties, the most important being (strict) propriety. Different scoring rules are introduced such as the quadratic score, the log score or the Ranked Probability Score. The empirical analysis is based on the SPF dataset. In addition to the single forecasts of the participants to the SPF, linear and logarithmic combinations with different weighting schemes of these single forecasts are analysed. Finally, statistical tests for equal predictice power in the sense of the well-known Diebold-Mariano test of these combinations are introduced and used to search for the best combination scheme. 92 pp. Englisch
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Dane z 19.10.2014 03:05h
ISBN (zapisów alternatywne): 3-639-40755-5, 978-3-639-40755-6
Wpis Archiwum:
9783639407556 - Beck Dominik: Evaluating Probability Forecasts - Książki

(?):

Evaluating Probability Forecasts (2012) (?)

Dostawa od: NiemcyKsiążki niemieckieJest to miękka książkaNowa książkaReprint
ISBN:

9783639407556 (?) lub 3639407555

, w języku niemieckim, AV Akademikerverlag, Oprawa miękka, Nowy, Reprint
This item is printed on demand for shipment within 3 working days.
Dane z 19.10.2014 03:05h
ISBN (zapisów alternatywne): 3-639-40755-5, 978-3-639-40755-6
Wpis Archiwum:
9783639407556 - Beck Dominik: Evaluating Probability Forecasts - Książki

(?):

Evaluating Probability Forecasts (2014) (?)

Dostawa od: NiemcyKsiążki niemieckieJest to miękka książkaNowa książka
ISBN:

9783639407556 (?) lub 3639407555

, w języku niemieckim, BLUES KIDS OF AMER 01/10/2014, Oprawa miękka, Nowy
New Book. Shipped from UK. This item is printed on demand.
Dane z 19.10.2014 03:05h
ISBN (zapisów alternatywne): 3-639-40755-5, 978-3-639-40755-6
Wpis Archiwum:
9783639407556 - Beck, Dominik: Evaluating Probability Forecasts - Książki

(?):

Evaluating Probability Forecasts (?)

Dostawa od: NiemcyKsiążki niemieckieJest to miękka książkaNowa książka
ISBN:

9783639407556 (?) lub 3639407555

, w języku niemieckim, Av Akademikerverlag, Oprawa miękka, Nowy
Darmowa wysyłka
Forecasting is of utmost importance in statistics. Besides the very popular point forecasts, there are probability forecasts which naturally incorporate the uncertainty associated with a prediction. Probability forecasts have first been used in meteorology, however, applications are manifold, E.g. in economics the Survey of Professional Forecasters (SPF). In order to determine "good" probability forecasts, the concepts of sharpness and calibration are introduced. Calibration which is the statistical consistency between the forecasts and the observations, is assessed by the Probability Integral Transform (PIT). Sharpness measures the extent to which a probabilistic forecast is spread out and is assessed on the basis of so called scoring rules. These scoring rules are introduced along with some properties, the most important being (strict) propriety. Different scoring rules are introduced such as the quadratic score, the log score or the Ranked Probability Score. The empirical analysis is based on the SPF dataset. In addition to the single forecasts of the participants to the SPF, linear and logarithmic combinations with different weighting schemes of these single forecasts are analysed. Finally, statistical tests for equal predictice power in the sense of the well-known Diebold-Mariano test of these combinations are introduced and used to search for the best combination scheme.92 S. 220 mmVersandfertig in 3-5 Tagen, Softcover
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Dane z 24.09.2015 16:49h
ISBN (zapisów alternatywne): 3-639-40755-5, 978-3-639-40755-6

9783639407556

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Dostępne rzadkie książki, używane książki i księgi drugiej tytułu "Evaluating Probability Forecasts: Theory and Application to Macroeconomic Survey Data" od Beck, Dominik są całkowicie wymienione.

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