3 papers
econ.EM2026
Forecasting on the Accuracy-Timeliness Frontier: Two Novel `Look Ahead' Predictors
Marc Wildi
We re-examine the traditional Mean-Squared Error (MSE) forecasting paradigm by formally integrating an accuracy-timeliness trade-off: accuracy is defined by MSE (or target correlat…
econ.EM2026
The Accuracy Smoothness Dilemma in Prediction: a Novel Multivariate M-SSA Forecast Approach
Marc Wildi
Forecasting presents a complex estimation challenge, as it involves balancing multiple, often conflicting, priorities and objectives. Conventional forecast optimization methods typ…
econ.EM2026
Sign Accuracy, Mean-Squared Error and the Rate of Zero Crossings: a Generalized Forecast Approach
Marc Wildi
Forecasting entails a complex estimation challenge, as it requires balancing multiple, often conflicting, priorities and objectives. Traditional forecast optimization criteria typi…