forecast-evaluation
There are 12 repositories under forecast-evaluation topic.
advaitsave/Introduction-to-Time-Series-forecasting-Python
Introduction to time series preprocessing and forecasting in Python using AR, MA, ARMA, ARIMA, SARIMA and Prophet model with forecast evaluation.
nci/scores
Metrics for the verification, evaluation and optimisation of forecasts, predictions or models.
epiforecasts/scoringutils
Utilities for Scoring and Assessing Predictions
yjchoe/ComparingForecasters
Comparing sequential forecasters via confidence sequences & e-processes
ogrnz/feval
Easily evaluate your forecasts with (multivariate) Diebold-Mariano and (multivariate) Giacomini-White tests of equal predictive ability and MCS.
lucabarbaglia/MultiHorizonSPA
Multi Horizon Superior Predictive Ability (SPA) test proposed by Quaedvlieg (2021)
mauep2025/Forecast-and-assessment-of-General-Inflation-
This code mainly computes the forecast of headline inflation using different aproaches. Likewise presents the forecast evaluation for each model along different points in a span period.
anvdavy/fcBiasData
Supplementary materials for the following publication: Davydenko, A., & Goodwin, P. (2021). Assessing point forecast bias across multiple time series: Measures and visual tools. International Journal of Statistics and Probability, 10(5), 46-69. https://doi.org/10.5539/ijsp.v10n5p46
anvdavy/Publications
self archived publications
atecon/FEP
Forecast Evaluation Package for gretl
umbertocollodel/Forecasts_Time_Covid
Analysis on the quality and determinants of economic forecasts during the Covid 19 pandemic
umbertocollodel/When_where_and_why
Analysis on the quality and determinants of economic forecasts pre-Covid 19