Final published version
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Research output: Contribution to Journal/Magazine › Journal article › peer-review
}
TY - JOUR
T1 - How to assess forecastability
AU - Kolassa, Stephan
PY - 2009
Y1 - 2009
N2 - Concluding a section on How to Assess Forecastability (Foresight, Issue 13), Stephan Kolassa comments on papers by Peter Catt and John Boylan (in the same issue). Stephan contrasts Catt’s preferred metric, approximate entropy, with Boylan’s lowest achievable forecast error (lower bound), seeking a practical synthesis of the two views. He also expands upon the meaning of the entropy metric and discusses key issues in the entropy calculation. Copyright International Institute of Forecasters, 2009
AB - Concluding a section on How to Assess Forecastability (Foresight, Issue 13), Stephan Kolassa comments on papers by Peter Catt and John Boylan (in the same issue). Stephan contrasts Catt’s preferred metric, approximate entropy, with Boylan’s lowest achievable forecast error (lower bound), seeking a practical synthesis of the two views. He also expands upon the meaning of the entropy metric and discusses key issues in the entropy calculation. Copyright International Institute of Forecasters, 2009
M3 - Journal article
SP - 41
EP - 45
JO - Foresight: The International Journal of Applied Forecasting
JF - Foresight: The International Journal of Applied Forecasting
SN - 1555-9068
IS - 13
ER -