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On the Dependence of the Quadratic Risk of the Classical Predictor and the Prediction‐Horizon
Author(s) -
Kozák J.
Publication year - 1991
Publication title -
biometrical journal
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.108
H-Index - 63
eISSN - 1521-4036
pISSN - 0323-3847
DOI - 10.1002/bimj.4710330515
Subject(s) - quadratic equation , horizon , series (stratigraphy) , mathematics , basis (linear algebra) , econometrics , dependency (uml) , time horizon , statistics , mathematical optimization , computer science , artificial intelligence , geology , paleontology , geometry
When constructing predictors on the basis of the linear model of time series of various indicators often the question arises on the dependence of forecasting accuracy and the changing prediction horizon. The dependency of the quadratic risk of the classical predictor and the time horizon is considered.