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Архивирај ставке:
9783639407556 - Beck Dominik: Evaluating Probability Forecasts - Књига

Beck Dominik (?):

Evaluating Probability Forecasts (2014) (?)

Достава из: Сједињених Америчких ДржаваНемачки књигуОво је меки повез књигаНова књига
ISBN:

9783639407556 (?) или 3639407555

, на немачком, BLUES KIDS OF AMER 01/10/2014, Повез, Нови
New Book. This item is printed on demand. Shipped from US This item is printed on demand.
Подаци из 19.10.2014 03:05h
ISBN (Алтернативни белешке): 3-639-40755-5, 978-3-639-40755-6
Архивирај ставке:
9783639407556 - Dominik Beck: Evaluating Probability Forecasts - Књига

Dominik Beck (?):

Evaluating Probability Forecasts (2014) (?)

Достава из: НемачкаНемачки књигуОво је меки повез књигаНова књигапоново Одштампај
ISBN:

9783639407556 (?) или 3639407555

, на немачком, Av Akademikerverlag Mrz 2014, Повез, Нови, поново Одштампај
This item is printed on demand - Print on Demand Titel. Neuware - Forecasting is of utmost importance in statistics. Besides the very popular point forecasts, there are probability forecasts which naturally incorporate the uncertainty associated with a prediction. Probability forecasts have first been used in meteorology, however, applications are manifold, e.g. in economics the Survey of Professional Forecasters (SPF). In order to determine 'good' probability forecasts, the concepts of sharpness and calibration are introduced. Calibration which is the statistical consistency between the forecasts and the observations, is assessed by the Probability Integral Transform (PIT). Sharpness measures the extent to which a probabilistic forecast is spread out and is assessed on the basis of so called scoring rules. These scoring rules are introduced along with some properties, the most important being (strict) propriety. Different scoring rules are introduced such as the quadratic score, the log score or the Ranked Probability Score. The empirical analysis is based on the SPF dataset. In addition to the single forecasts of the participants to the SPF, linear and logarithmic combinations with different weighting schemes of these single forecasts are analysed. Finally, statistical tests for equal predictice power in the sense of the well-known Diebold-Mariano test of these combinations are introduced and used to search for the best combination scheme. 92 pp. Englisch
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Подаци из 19.10.2014 03:05h
ISBN (Алтернативни белешке): 3-639-40755-5, 978-3-639-40755-6
Архивирај ставке:
9783639407556 - Beck Dominik: Evaluating Probability Forecasts - Књига

Beck Dominik (?):

Evaluating Probability Forecasts (2012) (?)

Достава из: НемачкаНемачки књигуОво је меки повез књигаНова књигапоново Одштампај
ISBN:

9783639407556 (?) или 3639407555

, на немачком, AV Akademikerverlag, Повез, Нови, поново Одштампај
This item is printed on demand for shipment within 3 working days.
Подаци из 19.10.2014 03:05h
ISBN (Алтернативни белешке): 3-639-40755-5, 978-3-639-40755-6
Архивирај ставке:
9783639407556 - Beck Dominik: Evaluating Probability Forecasts - Књига

Beck Dominik (?):

Evaluating Probability Forecasts (2014) (?)

Достава из: НемачкаНемачки књигуОво је меки повез књигаНова књига
ISBN:

9783639407556 (?) или 3639407555

, на немачком, BLUES KIDS OF AMER 01/10/2014, Повез, Нови
New Book. Shipped from UK. This item is printed on demand.
Подаци из 19.10.2014 03:05h
ISBN (Алтернативни белешке): 3-639-40755-5, 978-3-639-40755-6
Архивирај ставке:
9783639407556 - Beck, Dominik: Evaluating Probability Forecasts - Књига

Beck, Dominik (?):

Evaluating Probability Forecasts (?)

Достава из: НемачкаНемачки књигуОво је меки повез књигаНова књига
ISBN:

9783639407556 (?) или 3639407555

, на немачком, Av Akademikerverlag, Повез, Нови
Бесплатан транспорт
Forecasting is of utmost importance in statistics. Besides the very popular point forecasts, there are probability forecasts which naturally incorporate the uncertainty associated with a prediction. Probability forecasts have first been used in meteorology, however, applications are manifold, e.g. in economics the Survey of Professional Forecasters (SPF). In order to determine "good" probability forecasts, the concepts of sharpness and calibration are introduced. Calibration which is the statistical consistency between the forecasts and the observations, is assessed by the Probability Integral Transform (PIT). Sharpness measures the extent to which a probabilistic forecast is spread out and is assessed on the basis of so called scoring rules. These scoring rules are introduced along with some properties, the most important being (strict) propriety. Different scoring rules are introduced such as the quadratic score, the log score or the Ranked Probability Score. The empirical analysis is based on the SPF dataset. In addition to the single forecasts of the participants to the SPF, linear and logarithmic combinations with different weighting schemes of these single forecasts are analysed. Finally, statistical tests for equal predictice power in the sense of the well-known Diebold-Mariano test of these combinations are introduced and used to search for the best combination scheme.92 S. 220 mmVersandfertig in 3-5 Tagen, Softcover
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Подаци из 24.09.2015 16:49h
ISBN (Алтернативни белешке): 3-639-40755-5, 978-3-639-40755-6

9783639407556

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Доступне ретке књиге, књиге и друге руке књиге из наслова "Evaluating Probability Forecasts: Theory and Application to Macroeconomic Survey Data" из Beck, Dominik Потпуно су наведени.

mitternachtspalast tanja aeckersberg