Concepedia

Error Correction In Forecasting

Error Correction in Forecasting is a forecasting methodology that belongs to the class of post-processing techniques, specifically distinguished by its incorporation of historical forecast errors to adjust future predictions in a systematic, often model-based manner, ensuring improved accuracy and coherence across hierarchical or grouped time series.

96

Publications

3.9K

Citations

222

Authors

112

Institutions

Publications per year

2017–2026

22

Parents

Publications

96

A vector error correction model of the Singapore stock market

Ramin Cooper Maysami, Tiong Sim Koh · International Review of Economics & Finance · 2000 · 449 citations

, , +13

News or Noise? An Analysis of GNP Revisions

N. Gregory Mankiw, Matthew Shapiro · RePEc: Research Papers in Economics · 1986 · 184 citations

, , +16

Regression neural network for error correction in foreign exchange forecasting and trading

An‐Sing Chen, Mark T. Leung · Computers & Operations Research · 2003 · 151 citations

, , +16

Lead‐lag relationship between spot index and futures price of the nikkei stock average

Yi-Kei Tse · Journal of Forecasting · 1995 · 146 citations

, , +17

A Wind Speed Correction Method Based on Modified Hidden Markov Model for Enhancing Wind Power Forecast

Menglin Li, Ming Yang, Yixiao Yu et al. · IEEE Transactions on Industry Applications · 2021 · 138 citations

, , +17

1–5 of 96

Authors

222

  1. MH
    M. Hashem Pesaran

    University of Southern California, United States

    3 publications · 62 citations

    3

    h-index

  2. HR
    Hong‐Li Ren

    China Meteorological Administration, China

    3 publications · 50 citations

    3

    h-index

  3. TD
    Timothy DelSole

    George Mason University, United States

    3 publications · 87 citations

    3

    h-index

  4. KA
    Katrin Assenmacher

    Swiss National Bank, Switzerland

    3 publications · 62 citations

    3

    h-index

  5. PS
    Paulo S. G. de Mattos Neto

    Universidade Federal de Pernambuco, Brazil

    2 publications · 73 citations

    2

    h-index

1–5 of 222

Institutions

112

  1. Lanzhou University

    Lanzhou, China

    6 h-index

    9 publications

    208 citations

  2. China Meteorological Administration

    Beijing, China

    6 h-index

    8 publications

    154 citations

  3. Chinese Academy of Sciences

    Beijing, China

    3 h-index

    4 publications

    44 citations

  4. Institute of Atmospheric Physics

    Beijing, China

    3 h-index

    4 publications

    44 citations

  5. University of Cambridge

    Cambridge, United Kingdom

    3 h-index

    3 publications

    62 citations

  6. University of Maryland, College Park

    College Park, United States

    3 h-index

    3 publications

    61 citations

  7. University of Ljubljana

    Ljubljana, Slovenia

    2 h-index

    2 publications

    86 citations

  8. Bocconi University

    Milan, Italy

    2 h-index

    2 publications

    86 citations

1–8 of 112

Venues

  1. Monthly Weather Review

    8 publications · 230 citations

    8

    h-index

  2. Journal of Forecasting

    7 publications · 326 citations

    7

    h-index

  3. International Journal of Forecasting

    4 publications · 146 citations

    4

    h-index

  4. Applied Soft Computing

    3 publications · 177 citations

    3

    h-index

  5. Computers & Operations Research

    2 publications · 176 citations

    2

    h-index

1–5