Assessing Point Forecast Accuracy by Stochastic Error Distance
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We propose point forecast accuracy measures based directly on distance of the forecast-error c.d.f. from the unit step function at 0 ("stochastic error distance," or SED). We provide a precise characterization of the relationship between SED and standard predictive loss functions, and we show that
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美国国家经济研究局创建时间：
2016-08-01
