Concepedia

Forecast Performance Evaluation

Forecast Performance Evaluation is a methodological framework within forecast error analysis that systematically assesses the accuracy and reliability of forecasting models by quantifying the discrepancies between predicted and observed outcomes.

1.8K

Publications

120.2K

Citations

3.3K

Authors

1.3K

Institutions

Publications per year

2017–2026

430

Variants

Forecast Accuracy Assessment

Parents

Publications

1.8K

Another look at measures of forecast accuracy

Rob J. Hyndman, Anne B. Koehler · International Journal of Forecasting · 2006 · 5.3K citations

, , +16

Analyst forecast accuracy: Do ability, resources, and portfolio complexity matter?

Michael B. Clement · Journal of Accounting and Economics · 1999 · 1.5K citations

, , +14

Statistical and Machine Learning forecasting methods: Concerns and ways forward

Spyros Makridakis, Evangelos Spiliotis, Vassilios Assimakopoulos · PLoS ONE · 2018 · 1.4K citations · Full text

, , +16

On Market Timing and Investment Performance. II. Statistical Procedures for Evaluating Forecasting Skills

Roy Henriksson, Robert C. Merton · The Journal of Business · 1981 · 1.3K citations

, , +17

A Test for Superior Predictive Ability

Peter Reinhard Hansen · Journal of Business and Economic Statistics · 2005 · 1.2K citations · Full text

, , +17

1–5 of 1.8K

Authors

3.3K

  1. MP
    Michael P. Clements

    University of Warwick, United Kingdom

    22 publications · 1.9K citations

    19

    h-index

  2. JS
    J. Scott Armstrong

    University of Pennsylvania, United States

    22 publications · 2.4K citations

    18

    h-index

  3. AH
    Allan H. Murphy

    Oregon State University, United States

    20 publications · 4K citations

    17

    h-index

  4. DF
    David F. Hendry

    University of Oxford, United Kingdom

    18 publications · 1.7K citations

    16

    h-index

  5. SM
    Spyros Makridakis

    INSEAD, France

    13 publications · 4.4K citations

    13

    h-index

1–5 of 3.3K

Institutions

1.3K

  1. University of Pennsylvania

    Philadelphia, United States

    30 h-index

    68 publications

    8.2K citations

  2. European Centre for Medium-Range Weather Forecasts

    Reading, United Kingdom

    24 h-index

    90 publications

    8.2K citations

  3. University of Warwick

    Coventry, United Kingdom

    22 h-index

    39 publications

    2.7K citations

  4. Federal Reserve

    Washington D.C., United States

    21 h-index

    41 publications

    2.3K citations

  5. University of Oxford

    Oxford, United Kingdom

    19 h-index

    34 publications

    1.6K citations

  6. University of Reading

    Reading, United Kingdom

    19 h-index

    40 publications

    2.4K citations

  7. Federal Reserve Board of Governors

    Washington D.C., United States

    18 h-index

    34 publications

    2K citations

  8. Met Office

    Exeter, United Kingdom

    18 h-index

    49 publications

    2.6K citations

1–8 of 1.3K

Venues

  1. Journal of Forecasting

    105 publications · 6.7K citations

    47

    h-index

  2. International Journal of Forecasting

    116 publications · 12.3K citations

    44

    h-index

  3. SSRN Electronic Journal

    Repository · 123 publications · 4.9K citations

    36

    h-index

  4. Monthly Weather Review

    48 publications · 4K citations

    31

    h-index

  5. Weather and Forecasting

    54 publications · 4.1K citations

    31

    h-index

1–5