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# Evaluating Probability Forecasts: Theory and Application to Macroeconomic Survey Data:

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Prices | 2013 | 2014 | 2015 |
---|---|---|---|

Mean | NGN 0 (€ 47.49)¹ | NGN 0 (€ 33.84)¹ ⇘ | NGN 0 (€ 40.39)¹ ⇗ |

Demand | ⇘ | ⇘ |

1

## Evaluating Probability Forecasts (2014) (?)

### ISBN: 9783639407556 (?) or 3639407555, in german, BLUES KIDS OF AMER 01/10/2014, Paperback, New

From Seller/Antiquarian, Paperbackshop-US [8408184], Secaucus, NJ, U.S.A.

New Book. This item is printed on demand. Shipped from US This item is printed on demand.

New Book. This item is printed on demand. Shipped from US This item is printed on demand.

seller comment Paperbackshop-US [8408184], Secaucus, NJ, U.S.A.:

Händlerbewertung: 5, NEW BOOK, New

Platform order number Abebooks.de: 12544165634

Data from 10/19/2014 03:05h

ISBN (alternative notations): 3-639-40755-5, 978-3-639-40755-6

Händlerbewertung: 5, NEW BOOK, New

Platform order number Abebooks.de: 12544165634

Data from 10/19/2014 03:05h

ISBN (alternative notations): 3-639-40755-5, 978-3-639-40755-6

2

## Evaluating Probability Forecasts (2014) (?)

### ISBN: 9783639407556 (?) or 3639407555, in german, Av Akademikerverlag Mrz 2014, Paperback, New, reprint

From Seller/Antiquarian, AHA-BUCH GmbH [51283250], Einbeck, NDS, Germany

This item is printed on demand - Print on Demand Titel. Neuware - Forecasting is of utmost importance in statistics. Besides the very popular point forecasts, there are probability forecasts which naturally incorporate the uncertainty associated with a prediction. Probability forecasts have first been used in meteorology, however, applications are manifold, E.g. in economics the Survey of Professional Forecasters (SPF). In order to determine 'good' probability forecasts, the concepts of sharpness and calibration are introduced. Calibration which is the statistical consistency between the forecasts and the observations, is assessed by the Probability Integral Transform (PIT). Sharpness measures the extent to which a probabilistic forecast is spread out and is assessed on the basis of so called scoring rules. These scoring rules are introduced along with some properties, the most important being (strict) propriety. Different scoring rules are introduced such as the quadratic score, the log score or the Ranked Probability Score. The empirical analysis is based on the SPF dataset. In addition to the single forecasts of the participants to the SPF, linear and logarithmic combinations with different weighting schemes of these single forecasts are analysed. Finally, statistical tests for equal predictice power in the sense of the well-known Diebold-Mariano test of these combinations are introduced and used to search for the best combination scheme. 92 pp. Englisch

This item is printed on demand - Print on Demand Titel. Neuware - Forecasting is of utmost importance in statistics. Besides the very popular point forecasts, there are probability forecasts which naturally incorporate the uncertainty associated with a prediction. Probability forecasts have first been used in meteorology, however, applications are manifold, E.g. in economics the Survey of Professional Forecasters (SPF). In order to determine 'good' probability forecasts, the concepts of sharpness and calibration are introduced. Calibration which is the statistical consistency between the forecasts and the observations, is assessed by the Probability Integral Transform (PIT). Sharpness measures the extent to which a probabilistic forecast is spread out and is assessed on the basis of so called scoring rules. These scoring rules are introduced along with some properties, the most important being (strict) propriety. Different scoring rules are introduced such as the quadratic score, the log score or the Ranked Probability Score. The empirical analysis is based on the SPF dataset. In addition to the single forecasts of the participants to the SPF, linear and logarithmic combinations with different weighting schemes of these single forecasts are analysed. Finally, statistical tests for equal predictice power in the sense of the well-known Diebold-Mariano test of these combinations are introduced and used to search for the best combination scheme. 92 pp. Englisch

seller comment AHA-BUCH GmbH [51283250], Einbeck, NDS, Germany:

Händlerbewertung: 5, NEW BOOK, New

Platform order number Abebooks.de: 10407758249

Data from 10/19/2014 03:05h

ISBN (alternative notations): 3-639-40755-5, 978-3-639-40755-6

Händlerbewertung: 5, NEW BOOK, New

Platform order number Abebooks.de: 10407758249

Data from 10/19/2014 03:05h

ISBN (alternative notations): 3-639-40755-5, 978-3-639-40755-6

3

## Evaluating Probability Forecasts (2012) (?)

### ISBN: 9783639407556 (?) or 3639407555, in german, AV Akademikerverlag, Paperback, New, reprint

From Seller/Antiquarian, English-Book-Service - A Fine Choice [1048135], Waldshut-Tiengen, Germany

This item is printed on demand for shipment within 3 working days.

This item is printed on demand for shipment within 3 working days.

seller comment English-Book-Service - A Fine Choice [1048135], Waldshut-Tiengen, Germany:

Händlerbewertung: 5, NEW BOOK, New

Platform order number Abebooks.de: 13788275695

Data from 10/19/2014 03:05h

ISBN (alternative notations): 3-639-40755-5, 978-3-639-40755-6

Händlerbewertung: 5, NEW BOOK, New

Platform order number Abebooks.de: 13788275695

Data from 10/19/2014 03:05h

ISBN (alternative notations): 3-639-40755-5, 978-3-639-40755-6

4

## Evaluating Probability Forecasts (2014) (?)

### ISBN: 9783639407556 (?) or 3639407555, in german, BLUES KIDS OF AMER 01/10/2014, Paperback, New

From Seller/Antiquarian, Books2Anywhere [190245], Fairford, GLO, United Kingdom

New Book. Shipped from UK. This item is printed on demand.

New Book. Shipped from UK. This item is printed on demand.

seller comment Books2Anywhere [190245], Fairford, GLO, United Kingdom:

Händlerbewertung: 5, NEW BOOK, New

Platform order number Abebooks.de: 13763078626

Data from 10/19/2014 03:05h

ISBN (alternative notations): 3-639-40755-5, 978-3-639-40755-6

Händlerbewertung: 5, NEW BOOK, New

Platform order number Abebooks.de: 13763078626

Data from 10/19/2014 03:05h

ISBN (alternative notations): 3-639-40755-5, 978-3-639-40755-6

5

## Evaluating Probability Forecasts (?)

### ISBN: 9783639407556 (?) or 3639407555, in german, Av Akademikerverlag, Paperback, New

**NGN 0 (€ 32.95)¹**(free shipping, without obligation)

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buecher.de GmbH & Co. KG, [1]

Forecasting is of utmost importance in statistics. Besides the very popular point forecasts, there are probability forecasts which naturally incorporate the uncertainty associated with a prediction. Probability forecasts have first been used in meteorology, however, applications are manifold, E.g. in economics the Survey of Professional Forecasters (SPF). In order to determine "good" probability forecasts, the concepts of sharpness and calibration are introduced. Calibration which is the statistical consistency between the forecasts and the observations, is assessed by the Probability Integral Transform (PIT). Sharpness measures the extent to which a probabilistic forecast is spread out and is assessed on the basis of so called scoring rules. These scoring rules are introduced along with some properties, the most important being (strict) propriety. Different scoring rules are introduced such as the quadratic score, the log score or the Ranked Probability Score. The empirical analysis is based on the SPF dataset. In addition to the single forecasts of the participants to the SPF, linear and logarithmic combinations with different weighting schemes of these single forecasts are analysed. Finally, statistical tests for equal predictice power in the sense of the well-known Diebold-Mariano test of these combinations are introduced and used to search for the best combination scheme.92 S. 220 mmVersandfertig in 3-5 Tagen, Softcover

buecher.de GmbH & Co. KG, [1]

Forecasting is of utmost importance in statistics. Besides the very popular point forecasts, there are probability forecasts which naturally incorporate the uncertainty associated with a prediction. Probability forecasts have first been used in meteorology, however, applications are manifold, E.g. in economics the Survey of Professional Forecasters (SPF). In order to determine "good" probability forecasts, the concepts of sharpness and calibration are introduced. Calibration which is the statistical consistency between the forecasts and the observations, is assessed by the Probability Integral Transform (PIT). Sharpness measures the extent to which a probabilistic forecast is spread out and is assessed on the basis of so called scoring rules. These scoring rules are introduced along with some properties, the most important being (strict) propriety. Different scoring rules are introduced such as the quadratic score, the log score or the Ranked Probability Score. The empirical analysis is based on the SPF dataset. In addition to the single forecasts of the participants to the SPF, linear and logarithmic combinations with different weighting schemes of these single forecasts are analysed. Finally, statistical tests for equal predictice power in the sense of the well-known Diebold-Mariano test of these combinations are introduced and used to search for the best combination scheme.92 S. 220 mmVersandfertig in 3-5 Tagen, Softcover

seller comment buecher.de GmbH & Co. KG, [1]:

Händlerbewertung: 99.0%

Data from 09/24/2015 16:49h

ISBN (alternative notations): 3-639-40755-5, 978-3-639-40755-6

Händlerbewertung: 99.0%

Data from 09/24/2015 16:49h

ISBN (alternative notations): 3-639-40755-5, 978-3-639-40755-6

### 9783639407556

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