A Simple Recursive Forecasting Model

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Title: A Simple Recursive Forecasting Model
Author: Branch, William A.; Evans, George W., 1949-
Abstract: 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.
Description: 10 p.
URI: http://hdl.handle.net/1794/654
Date: 2005-02-01


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