Concepedia

Forecast Model Comparison

Forecast Model Comparison is a systematic analytical method used in forecast error analysis to evaluate and contrast the predictive accuracy and performance of different forecasting models under specified conditions, distinguishing it from other contributions by its focus on relative model assessment rather than model development or error measurement per se.

504

Publications

29.4K

Citations

1.3K

Authors

609

Institutions

Publications per year

2017–2026

136

Parents

Publications

504

The Model Confidence Set

Econometrica · 2011 · 2K citations

, , +17

From ERA-Interim to ERA5: the considerable impact of ECMWF's next-generation reanalysis on Lagrangian transport simulations

Lars Hoffmann, G. Günther, Dan Li et al. · Atmospheric chemistry and physics · 2019 · 647 citations · Full text

, , +14

Comparison of ARIMA and Artificial Neural Networks Models for Stock Price Prediction

Ayodele A. Adebiyi, Aderemi O. Adewumi, C. K. Ayo · Journal of Applied Mathematics · 2014 · 571 citations · Full text

, , +17

An Introductory Study on Time Series Modeling and Forecasting

Ratnadip Adhikari, R. K. Agrawal · arXiv (Cornell University) · 2013 · 509 citations · Full text

, , +13

Comparing Predictive Accuracy, Twenty Years Later: A Personal Perspective on the Use and Abuse of Diebold–Mariano Tests

Francis X. Diebold · Journal of Business and Economic Statistics · 2015 · 486 citations

, , +16

1–5 of 504

Authors

1.3K

  1. MW
    Michael W. McCracken

    Federal Reserve Bank of St. Louis, United States

    8 publications · 282 citations

    8

    h-index

  2. JS
    J. Scott Armstrong

    University of Pennsylvania, United States

    6 publications · 402 citations

    6

    h-index

  3. TE
    Todd E. Clark

    Federal Reserve Bank of Cleveland, United States

    6 publications · 235 citations

    6

    h-index

  4. MM
    Massimiliano Marcellino

    Bocconi University, Italy

    4 publications · 385 citations

    4

    h-index

  5. CZ
    Christina Ziegler

    Ifo Institute for Economic Research, Germany

    4 publications · 63 citations

    4

    h-index

1–5 of 1.3K

Institutions

609

  1. European Centre for Medium-Range Weather Forecasts

    Reading, United Kingdom

    12 h-index

    31 publications

    1.5K citations

  2. University of Pennsylvania

    Philadelphia, United States

    11 h-index

    13 publications

    1.1K citations

  3. Met Office

    Exeter, United Kingdom

    9 h-index

    21 publications

    645 citations

  4. NSF National Center for Atmospheric Research

    Boulder, United States

    9 h-index

    24 publications

    1.3K citations

  5. Federal Reserve Bank of Cleveland

    Cleveland, United States

    8 h-index

    8 publications

    257 citations

  6. Federal Reserve Bank of St. Louis

    St Louis, United States

    7 h-index

    7 publications

    245 citations

  7. Goddard Space Flight Center

    Greenbelt, United States

    6 h-index

    13 publications

    418 citations

  8. University of Bath

    Bath, United Kingdom

    6 h-index

    6 publications

    1.2K citations

1–8 of 609

Venues

  1. Journal of Forecasting

    32 publications · 2.2K citations

    22

    h-index

  2. Weather and Forecasting

    18 publications · 789 citations

    16

    h-index

  3. SSRN Electronic Journal

    Repository · 28 publications · 610 citations

    16

    h-index

  4. 15

    h-index

  5. Monthly Weather Review

    19 publications · 1.3K citations

    14

    h-index

1–5