forecast-evaluation
There are 1 repository under forecast-evaluation 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.
Language:Jupyter Notebook 302epiforecasts / scoringutils
Utilities for Scoring and Assessing Predictions
Language:R 44yjchoe / ComparingForecasters
Comparing sequential forecasters via confidence sequences & e-processes
Language:Jupyter Notebook 10ogrnz / feval
Easily evaluate your forecasts with (multivariate) Diebold-Mariano and (multivariate) Giacomini-White tests of equal predictive ability and MCS.
Language:Python 6lucabarbaglia / MultiHorizonSPA
Multi Horizon Superior Predictive Ability (SPA) test proposed by Quaedvlieg (2021)
Language:C++ 5mauep2025 / 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.
Language:MATLAB 3umbertocollodel / Forecasts_Time_Covid
Analysis on the quality and determinants of economic forecasts during the Covid 19 pandemic
Language:R 1anvdavy / 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
Language:R 0self archived publications
0- Language:TeX 0
Analysis on the quality and determinants of economic forecasts pre-Covid 19
Language:R 0
