Concepedia

Multi-step Forecast Evaluation

Multi-Step Forecast Evaluation is a systematic methodology within forecast evaluation that assesses the accuracy and reliability of predictions made over multiple future time steps beyond the immediate next observation, distinguishing it from single-step approaches by accounting for error propagation and temporal dependencies across extended horizons.

7

Publications

373

Citations

10

Authors

7

Institutions

Publications per year

2017–2026

1

Parents

Publications

7

Beyond one-step-ahead forecasting: Evaluation of alternative multi-step-ahead forecasting models for crude oil prices

Tao Xiong, Yukun Bao, Zhongyi Hu · Energy Economics · 2013 · 166 citations · Full text

, , +15

Forecasting from non‐linear models in practice

Jin‐Lung Lin, Clive W. J. Granger · Journal of Forecasting · 1994 · 100 citations

, , +13

Advances in Forecast Evaluation

Michael W. McCracken, Todd E. Clark · 2011 · 42 citations · Full text

, , +16

Predictions instead of panics: the framework and utility of systematic forecasting of novel psychoactive drug trends

John M. Stogner · The American Journal of Drug and Alcohol Abuse · 2015 · 19 citations

, , +13

Advances in Forecast Evaluation

Michael W. McCracken, Todd E. Clark · SSRN Electronic Journal · 2011 · 18 citations · Full text

, , +16

1–5 of 7

Authors

10

  1. MW
    Michael W. McCracken

    Federal Reserve Bank of St. Louis, United States

    3 publications · 72 citations

    3

    h-index

  2. TE
    Todd E. Clark

    Federal Reserve Bank of Cleveland, United States

    3 publications · 72 citations

    3

    h-index

  3. DF
    David F. Hendry

    University of Oxford, United Kingdom

    1 publications · 16 citations

    1

    h-index

  4. ZH
    Zhongyi Hu

    University of Newcastle Australia, Australia

    1 publications · 166 citations

    1

    h-index

  5. YB
    Yukun Bao

    Huazhong University of Science and Technology, China

    1 publications · 166 citations

    1

    h-index

1–5 of 10

Institutions

7

  1. Federal Reserve Bank of Cleveland

    Cleveland, United States

    3 h-index

    3 publications

    72 citations

  2. Federal Reserve Bank of St. Louis

    St Louis, United States

    3 h-index

    3 publications

    72 citations

  3. University of North Carolina at Charlotte

    Charlotte, United States

    1 h-index

    1 publications

    19 citations

  4. Huazhong University of Science and Technology

    Wuhan, China

    1 h-index

    3 publications

    498 citations

  5. University of California San Diego

    San Diego, United States

    1 h-index

    2 publications

    200 citations

  6. Institute of Economics, Academia Sinica

    Taipei, Taiwan

    1 h-index

    2 publications

    200 citations

  7. New College

    Swindon, United Kingdom

    1 h-index

    2 publications

    32 citations

  8. Norwegian University of Science and Technology

    Trondheim, Norway

    1 publications

    15 citations

1–8 of 7

Venues

  1. SSRN Electronic Journal

    Repository · 2 publications · 30 citations

    2

    h-index

  2. 1

    h-index

  3. Journal of Forecasting

    1 publications · 100 citations

    1

    h-index

  4. Energy Economics

    1 publications · 166 citations

    1

    h-index

  5. International Journal of Forecasting

    1 publications · 16 citations

    1

    h-index

1–5