M1 and M2 indicators- new proposed measures for the global accuracy of forecast intervals

This is an original scientific paper that proposes the introduction in literature of two new accuracy indicators for assessing the global accuracy of the forecast intervals. Taking into account that there are not specific indicators for prediction intervals, point forecasts being associated to inter...

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Bibliographic Details
Main Author: Mihaela SIMIONESCU
Format: Article
Language:English
Published: "Nicolae Titulescu" University of Bucharest 2014-06-01
Series:Computational Methods in Social Sciences
Subjects:
Online Access:http://cmss.univnt.ro/wp-content/uploads/vol/split/vol_II_issue_1/CMSS_vol_II_issue_1_art.007.pdf