How to Assess Forecastability

Stephan Kolassa

Foresight: The International Journal of Applied Forecasting, 2009, issue 13, 41-45

Abstract: Concluding a section on How to Assess Forecastability (Foresight, Issue 13), Stephan Kolassa comments on papers by Peter Catt and John Boylan (in the same issue). Stephan contrasts Catt’s preferred metric, approximate entropy, with Boylan’s lowest achievable forecast error (lower bound), seeking a practical synthesis of the two views. He also expands upon the meaning of the entropy metric and discusses key issues in the entropy calculation. Copyright International Institute of Forecasters, 2009

Date: 2009
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Persistent link: https://EconPapers.repec.org/RePEc:for:ijafaa:y:2009:1:13:p:41-45

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