The complexity of forecast testing | Zendy

Lance Fortnow | Zendy; Rakesh Vohra | Zendy

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The complexity of forecast testing

Author(s) -

Lance Fortnow,

Rakesh Vohra

Publication year - 2008

Publication title -

acm sigecom exchanges

Language(s) - English

Resource type - Journals

ISSN - 1551-9031

DOI - 10.1145/1486877.1486885

Subject(s) - sequence (biology) , computer science , forecast verification , test (biology) , econometrics , computational complexity theory , forecast error , mathematics , algorithm , paleontology , genetics , biology

Consider a weather forecaster predicting the probability of rain for the next day. We consider tests that given a finite sequence of forecast predictions and outcomes will either pass or fail the forecaster. It is known that any test which passes a forecaster who knows the distribution of nature can also be probabilistically passed by a forecaster with no knowledge of future events. This note summarizes and examines the computational complexity of such forecasters.

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