Does model-free forecasting really outperform the true model?
نویسندگان
چکیده
منابع مشابه
Does model-free forecasting really outperform the true model?
Estimating population models from uncertain observations is an important problem in ecology. Perretti et al. observed that standard Bayesian state–space solutions to this problem may provide biased parameter estimates when the underlying dynamics are chaotic (1). Consequently, forecasts based on these estimates showed poor predictive accuracy compared with simple “model-free”methods, which lead...
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ژورنال
عنوان ژورنال: Proceedings of the National Academy of Sciences
سال: 2013
ISSN: 0027-8424,1091-6490
DOI: 10.1073/pnas.1308603110