Article ID: | iaor1997812 |
Country: | Netherlands |
Volume: | 12 |
Issue: | 4 |
Start Page Number: | 389 |
End Page Number: | 402 |
Publication Date: | Oct 1996 |
Journal: | International Journal of Forecasting |
Authors: | ller Lars-Erik, Tallbom Christer |
Keywords: | business cycles |
Noise in statistical time series is often overlooked when selecting the best forecasting model by minimizing forecast errors. An ‘error’ implies that one knows the true (noise-free) outcome. Instead of merely trying to forecast a noisy outcome, the authors construct entirely new