How to make plausibility-based forecasting more accurate
© Springer International Publishing AG 2017. In recent papers, a new plausibility-based forecasting method was proposed. While this method has been empirically successful, one of its steps—selecting a uniform probability distribution for the plausibility level—is heuristic. It is therefore desirable...
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th-cmuir.6653943832-408132017-09-28T04:11:31Z How to make plausibility-based forecasting more accurate Zhu K. Thianpaen N. Kreinovich V. © Springer International Publishing AG 2017. In recent papers, a new plausibility-based forecasting method was proposed. While this method has been empirically successful, one of its steps—selecting a uniform probability distribution for the plausibility level—is heuristic. It is therefore desirable to check whether this selection is optimal or whether a modified selection would like to a more accurate forecast. In this paper, we show that the uniform distribution does not always lead to (asymptotically) optimal estimates, and we show how to modify the uniform-distribution step so that the resulting estimates become asymptotically optimal. 2017-09-28T04:11:31Z 2017-09-28T04:11:31Z Book Series 1860949X 2-s2.0-85012273390 10.1007/978-3-319-50742-2_7 https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85012273390&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/40813 |
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© Springer International Publishing AG 2017. In recent papers, a new plausibility-based forecasting method was proposed. While this method has been empirically successful, one of its steps—selecting a uniform probability distribution for the plausibility level—is heuristic. It is therefore desirable to check whether this selection is optimal or whether a modified selection would like to a more accurate forecast. In this paper, we show that the uniform distribution does not always lead to (asymptotically) optimal estimates, and we show how to modify the uniform-distribution step so that the resulting estimates become asymptotically optimal. |
| format |
Book Series |
| author |
Zhu K. Thianpaen N. Kreinovich V. |
| spellingShingle |
Zhu K. Thianpaen N. Kreinovich V. How to make plausibility-based forecasting more accurate |
| author_facet |
Zhu K. Thianpaen N. Kreinovich V. |
| author_sort |
Zhu K. |
| title |
How to make plausibility-based forecasting more accurate |
| title_short |
How to make plausibility-based forecasting more accurate |
| title_full |
How to make plausibility-based forecasting more accurate |
| title_fullStr |
How to make plausibility-based forecasting more accurate |
| title_full_unstemmed |
How to make plausibility-based forecasting more accurate |
| title_sort |
how to make plausibility-based forecasting more accurate |
| publishDate |
2017 |
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https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85012273390&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/40813 |
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