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portada Entropy Application for Forecasting
Type
Physical Book
Publisher
Author
Language
English
Pages
200
Format
Hardcover
Dimensions
24.4 x 17.0 x 1.8 cm
Weight
0.64 kg.
ISBN13
9783039364879
Categories

Entropy Application for Forecasting

Menéndez, Ana Jesús López ; Pérez-Suárez, Rigoberto (Author) · Mdpi AG · Hardcover

Entropy Application for Forecasting - Menéndez, Ana Jesús López ; Pérez-Suárez, Rigoberto

New Book Imported to New Zealand
Delivery: 08 Jul - 15 Jul Shipping: 5 to 6 business days.
NZ$ 120.25
Import costs and 15% GST included in the price ✅
NZ$ 120.25

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Synopsis "Entropy Application for Forecasting"

This book shows the potential of entropy and information theory in forecasting, including both theoretical developments and empirical applications. The contents cover a great diversity of topics, such as the aggregation and combination of individual forecasts, the comparison of forecasting performance, and the debate concerning the tradeoff between complexity and accuracy. Analyses of forecasting uncertainty, robustness, and inconsistency are also included, as are proposals for new forecasting approaches. The proposed methods encompass a variety of time series techniques (e.g., ARIMA, VAR, state space models) as well as econometric methods and machine learning algorithms. The empirical contents include both simulated experiments and real-world applications focusing on GDP, M4-Competition series, confidence and industrial trend surveys, and stock exchange composite indices, among others. In summary, this collection provides an engaging insight into entropy applications for forecasting, offering an interesting overview of the current situation and suggesting possibilities for further research in this field.

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