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 performan...
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Year of Publication: | 2020 |
Language: | English |
Physical Description: | 1 electronic resource (200 p.) |
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Lopez-Menendez, Ana Jesus edt Entropy Application for Forecasting Basel, Switzerland MDPI - Multidisciplinary Digital Publishing Institute 2020 1 electronic resource (200 p.) text txt rdacontent computer c rdamedia online resource cr rdacarrier 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. English Economics, finance, business & management bicssc 3-03936-487-1 3-03936-488-X Pérez-Suárez, Rigoberto edt Lopez-Menendez, Ana Jesus oth Pérez-Suárez, Rigoberto oth |
language |
English |
format |
eBook |
author2 |
Pérez-Suárez, Rigoberto Lopez-Menendez, Ana Jesus Pérez-Suárez, Rigoberto |
author_facet |
Pérez-Suárez, Rigoberto Lopez-Menendez, Ana Jesus Pérez-Suárez, Rigoberto |
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a j l m ajl ajlm r p s rps |
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HerausgeberIn Sonstige Sonstige |
title |
Entropy Application for Forecasting |
spellingShingle |
Entropy Application for Forecasting |
title_full |
Entropy Application for Forecasting |
title_fullStr |
Entropy Application for Forecasting |
title_full_unstemmed |
Entropy Application for Forecasting |
title_auth |
Entropy Application for Forecasting |
title_new |
Entropy Application for Forecasting |
title_sort |
entropy application for forecasting |
publisher |
MDPI - Multidisciplinary Digital Publishing Institute |
publishDate |
2020 |
physical |
1 electronic resource (200 p.) |
isbn |
3-03936-487-1 3-03936-488-X |
illustrated |
Not Illustrated |
work_keys_str_mv |
AT lopezmenendezanajesus entropyapplicationforforecasting AT perezsuarezrigoberto entropyapplicationforforecasting |
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(CKB)5400000000041160 (oapen)https://directory.doabooks.org/handle/20.500.12854/68883 (EXLCZ)995400000000041160 |
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Entropy Application for Forecasting |
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1796648768403144704 |
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