Smooth robust multi-horizon forecasts
We investigate whether smooth robust methods for forecasting can help mitigate pronounced and persistent failure across multiple forecast horizons. We demonstrate that naive predictors are interpretable as local estimators of the long-run relationship with the advantage of adapting quickly after a b...
| প্রধান লেখক: | , , |
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| অন্যান্য লেখক: | |
| বিন্যাস: | Journal article |
| ভাষা: | English |
| প্রকাশিত: |
Emerald
2022
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