منابع مشابه
Comparing Predictive Accuracy
We propose and evaluate explicit tests of the null hypothesis of no difference in the accuracy of two competing forecasts. In contrast to previously developed tests, a wide variety of accuracy measures can be used (in particular, the loss function need not be quadratic, and need not even be symmetric), and forecast errors can be non-Gaussian, nonzero mean, serially correlated, and contemporaneo...
متن کاملBeyond predictive accuracy: what?
Today's potential users of machine learning technology are faced with the non-trivial problem of choosing, from the large, ever-increasing number of available tools, the one most appropriate for their particular task. To assist the often non-initiated users, it is desirable that this model selection process be automated. Using experience from base level learning, researchers have proposed meta-...
متن کاملPredictive Density Accuracy Tests∗
This paper outlines a testing procedure for assessing the relative out-of-sample predictive accuracy of multiple conditional distribution models, and surveys existing related methods in the area of predictive density evaluation, including methods based on the probability integral transform and the Kullback-Leibler Information Criterion. The procedure is closely related to Andrews’ (1997) condit...
متن کاملMaximizing Predictive Accuracy
With theever‐growingquantityandavailabilityofhealthcaredata,many healthscientistsare increasingly turningtoautomatedanalyticprocesses toidentifymeaningfulpatternsinthedatatoimprovediagnosticaccuracy, identify high‐risk patients, and extract concepts in unstructured data. However, some traditionalists still argue that automated algorithms are notaviablesubstitutefor thetried‐and‐trueapproachtoso...
متن کاملQuantifying and comparing the predictive accuracy of continuous prognostic factors for binary outcomes.
The positive and negative predictive values are standard ways of quantifying predictive accuracy when both the outcome and the prognostic factor are binary. Methods for comparing the predictive values of two or more binary factors have been discussed previously (Leisenring et al., 2000, Biometrics 56, 345-351). We propose extending the standard definitions of the predictive values to accommodat...
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ژورنال
عنوان ژورنال: Journal of Business & Economic Statistics
سال: 1995
ISSN: 0735-0015,1537-2707
DOI: 10.1080/07350015.1995.10524599