Entropy Application for Forecasting
This book shows the potential of entropy and information theory in forecasting, including both theoretical developments and empirical applications. The contents cover a great diversity of topics, such as the aggregation and combination of individual forecasts, the comparison of forecasting performance, and the debate concerning the tradeoff between complexity and accuracy. Analyses of forecasting uncertainty, robustness, and inconsistency are also included, as are proposals for new forecasting approaches. The proposed methods encompass a variety of time series techniques (e.g., ARIMA, VAR, state space models) as well as econometric methods and machine learning algorithms. The empirical contents include both simulated experiments and real-world applications focusing on GDP, M4-Competition series, confidence and industrial trend surveys, and stock exchange composite indices, among others. In summary, this collection provides an engaging insight into entropy applications for forecasting, offering an interesting overview of the current situation and suggesting possibilities for further research in this field.
yazar | MDPI AG |
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Boyutlar ve boyutlar | 16.99 x 1.75 x 24.41 cm |
Tarafından yayınlandı | 11 Ağustos 2020 |
18,9 x 0,5 x 24,6 cm 15 x 0,5 x 22 cm 28 Ekim 2011 Additional Contributors 18,9 x 0,6 x 24,6 cm 3 Ocak 2017 Mdpi AG 18,9 x 0,3 x 24,6 cm ERWIN N GRISWOLD 11 Ağustos 2020 18,9 x 0,4 x 24,6 cm Kolektif 18,9 x 0,2 x 24,6 cm 1 Ocak 2017 30 Ekim 2011 28 Şubat 2018 ROBERT H BORK WADE H MCCREE
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Sürüm ayrıntıları
yazar | MDPI AG |
---|---|
isbn 10 | 3039364871 |
isbn 13 | 978-3039364879 |
Yayımcı | MDPI AG |
Boyutlar ve boyutlar | 16.99 x 1.75 x 24.41 cm |
Tarafından yayınlandı Entropy Application for Forecasting | 11 Ağustos 2020 |
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