Evans, George W.

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Browsing Evans, George W. by Subject "Constant gain"

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    A Simple Recursive Forecasting Model
    (University of Oregon, Dept of Economics, 2005-02-01) Branch, William A.; Evans, George W., 1949-
    We compare the performance of alternative recursive forecasting models. A simple constant gain algorithm, used widely in the learning literature, both forecasts well out of sample and also provides the best fit to the Survey of Professional Forecasters.