English, Article edition: Forecast Uncertainty and Monte Carlo Simulation Sam Sugiyama

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Physical Description
  • article
Language
  • English

Edition details

Title
  • Forecast Uncertainty and Monte Carlo Simulation
Author
  • Sam Sugiyama
Physical Description
  • article
Notes
  • Sam Sugiyama has written a primer on the use of Monte Carlo Simulation to assess forecast error. His simple illustrative example and description of the steps in the MCS procedure provide a non-technical overview of this fascinating approach to the evaluation of uncertainty in forecasts. For regression modelers specifically, Sam shows how MCS can be used to develop more realistic prediction intervals than the theoretical PIs found in books and software. Copyright International Institute of Forecasters, 2007
  • RePEc:for:ijafaa:y:2007:i:6:p:29-37
Language
  • English
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