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Arkiv post:
9783639407556 - Beck Dominik: Evaluating Probability Forecasts - Bog

(?):

Evaluating Probability Forecasts (2014) (?)

Levering fra: I USATysk bogDette er en paperback bogNy bog
ISBN:

9783639407556 (?) eller 3639407555

, på tysk, BLUES KIDS OF AMER 01/10/2014, Paperback, Nye
New Book. This item is printed on demand. Shipped from US This item is printed on demand.
Data fra 19-10-2014 03:05h
ISBN (alternativ notationer): 3-639-40755-5, 978-3-639-40755-6
Arkiv post:
9783639407556 - Dominik Beck: Evaluating Probability Forecasts - Bog

(?):

Evaluating Probability Forecasts (2014) (?)

Levering fra: TysklandTysk bogDette er en paperback bogNy boggenoptryk
ISBN:

9783639407556 (?) eller 3639407555

, på tysk, Av Akademikerverlag Mrz 2014, Paperback, Nye, genoptryk
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
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Data fra 19-10-2014 03:05h
ISBN (alternativ notationer): 3-639-40755-5, 978-3-639-40755-6
Arkiv post:
9783639407556 - Beck Dominik: Evaluating Probability Forecasts - Bog

(?):

Evaluating Probability Forecasts (2012) (?)

Levering fra: TysklandTysk bogDette er en paperback bogNy boggenoptryk
ISBN:

9783639407556 (?) eller 3639407555

, på tysk, AV Akademikerverlag, Paperback, Nye, genoptryk
This item is printed on demand for shipment within 3 working days.
Data fra 19-10-2014 03:05h
ISBN (alternativ notationer): 3-639-40755-5, 978-3-639-40755-6
Arkiv post:
9783639407556 - Beck Dominik: Evaluating Probability Forecasts - Bog

(?):

Evaluating Probability Forecasts (2014) (?)

Levering fra: TysklandTysk bogDette er en paperback bogNy bog
ISBN:

9783639407556 (?) eller 3639407555

, på tysk, BLUES KIDS OF AMER 01/10/2014, Paperback, Nye
New Book. Shipped from UK. This item is printed on demand.
Data fra 19-10-2014 03:05h
ISBN (alternativ notationer): 3-639-40755-5, 978-3-639-40755-6
Arkiv post:
9783639407556 - Beck, Dominik: Evaluating Probability Forecasts - Bog

(?):

Evaluating Probability Forecasts (?)

Levering fra: TysklandTysk bogDette er en paperback bogNy bog
ISBN:

9783639407556 (?) eller 3639407555

, på tysk, Av Akademikerverlag, Paperback, Nye
Gratis forsendelse
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
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Data fra 24-09-2015 16:49h
ISBN (alternativ notationer): 3-639-40755-5, 978-3-639-40755-6

9783639407556

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