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Nested Forecast Model Comparisons: A New Approach to Testing Equal Accuracy
, 2009
"... This paper develops bootstrap methods for testing whether, in a finite sample, competing outofsample forecasts from nested models are equally accurate. Most prior work on forecast tests for nested models has focused on a null hypothesis of equal accuracy in population — basically, whether coeffici ..."
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Cited by 16 (4 self)
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This paper develops bootstrap methods for testing whether, in a finite sample, competing outofsample forecasts from nested models are equally accurate. Most prior work on forecast tests for nested models has focused on a null hypothesis of equal accuracy in population — basically, whether
New empirical relationships among magnitude, rupture length, rupture width, rupture area, and surface
, 1994
"... Abstract Source parameters for historical earthquakes worldwide are compiled to develop a series of empirical relationships among moment magnitude (M), surface rupture length, subsurface rupture length, downdip rupture width, rupture area, and maximum and average displacement per event. The resultin ..."
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Cited by 541 (0 self)
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on our evaluation of the accuracy of individual values. Only the reliable source parameters are used in the final analyses. In comparing source parameters, we note the following trends: (1) Generally, the length of rupture at the surface is equal to 75% of the subsurface rupture length; however
Testing the Equality of Prediction Mean Square Errors
 INTERNATIONAL JOURNAL OF FORECASTING
, 1997
"... Given two sources of forecasts of the same quantity, it is possible to compare prediction records. In particular, it can be useful to test the hypothesis of equal accuracy in forecast performance. We analyse the behaviour of two possible tests, and of modifications of these tests designed to circumv ..."
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Cited by 286 (1 self)
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Given two sources of forecasts of the same quantity, it is possible to compare prediction records. In particular, it can be useful to test the hypothesis of equal accuracy in forecast performance. We analyse the behaviour of two possible tests, and of modifications of these tests designed
Correlationbased feature selection for machine learning
, 1998
"... A central problem in machine learning is identifying a representative set of features from which to construct a classification model for a particular task. This thesis addresses the problem of feature selection for machine learning through a correlation based approach. The central hypothesis is that ..."
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Cited by 318 (3 self)
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, classification accuracy using the reduced feature set equaled or bettered accuracy using the complete feature set.
Harnessing nonlinearity: Predicting chaotic systems and saving energy in wireless communication
 Science
, 2004
"... We present a method for learning nonlinear systems, echo state networks (ESNs). ESNs employ artificial recurrent neural networks in a way that has recently been proposed independently as a learning mechanism in biological brains. The learning method is computationally efficient and easy to use. On a ..."
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Cited by 285 (16 self)
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. On a benchmark task of predicting a chaotic time series, accuracy is improved by a factor of 2400 over previous techniques. The potential for engineering applications is illustrated by equalizing a communication channel, where the signal error rate is improved by two orders of magnitude. Nonlinear
The ventriloquist effect results from nearoptimal bimodal integration
 Curr. Biol
, 2004
"... Results for the various unimodal location discriminations for naive observer L.M. are shown in Figure 1A. The curves plot the proportion of trials in which the second stimulus was seen to the left of the first, as a function of actual physical displacement. Following standard practice, the data were ..."
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Cited by 277 (13 self)
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were fitted with cumulative Gaussian functions free to vary in position and width: the position of the median (50 % leftward) is termed the point of subjective equality (PSE), and the width � 3Department of Psychology represents the estimate of localization accuracy (preUniversity of Florence sumed
2006) Approximately normal tests for equal predictive accuracy in nested models. Journal of Econometrics forthcoming
"... Forecast evaluation often compares a parsimonious null model to a larger model that nests the null model. Under the null that the parsimonious model generates the data, the larger model introduces noise into its forecasts by estimating parameters whose population values are zero. We observe that the ..."
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Cited by 149 (14 self)
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Forecast evaluation often compares a parsimonious null model to a larger model that nests the null model. Under the null that the parsimonious model generates the data, the larger model introduces noise into its forecasts by estimating parameters whose population values are zero. We observe that the mean squared prediction error (MSPE) from the parsimonious model is therefore expected to be smaller than that of the larger model. We describe how to adjust MSPEs to account for this noise. We propose applying standard methods (West (1996)) to test whether the adjusted mean squared error difference is zero. We refer to nonstandard limiting distributions derived in Clark and McCracken (2001, 2005a) to argue that use of standard normal critical values will yield actual sizes close to, but a little less than, nominal size. Simulation evidence supports our recommended procedure. West thanks the National Science Foundation for financial support. We thank Pablo M. PincheiraBrown and Taisuke Nakata for helpful comments. The views expressed herein are solely those of the authors and do not necessarily reflect the views of the Federal Reserve Bank of Kansas City or the Federal Reserve System.
Tests of Equal Forecast Accuracy for
, 2012
"... The views expressed are those of the individual authors and do not necessarily reflect official positions of the Federal Reserve Bank of St. Louis, the Federal Reserve System, or the Board of Governors. Federal Reserve Bank of St. Louis Working Papers are preliminary materials circulated to stimulat ..."
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The views expressed are those of the individual authors and do not necessarily reflect official positions of the Federal Reserve Bank of St. Louis, the Federal Reserve System, or the Board of Governors. Federal Reserve Bank of St. Louis Working Papers are preliminary materials circulated to stimulate discussion and critical comment. References in publications to Federal Reserve Bank of St. Louis Working Papers (other than an acknowledgment that the writer has had access to unpublished material) should be cleared with the author or authors.
Efficient and reliable schemes for nonlinear diffusion filtering
 IEEE Transactions on Image Processing
, 1998
"... AbstractNonlinear diffusion filtering is usually performed with explicit schemes. They are only stable for very small time steps, which leads to poor efficiency and limits their practical use. Based on a recent discrete nonlinear diffusion scalespace framework we present semiimplicit schemes whi ..."
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Cited by 231 (21 self)
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which are stable for all time steps. These novel schemes use an additive operator splitting (AOS), which guarantees equal treatment of all coordinate axes. They can be implemented easily in arbitrary dimensions, have good rotational invariance and reveal a computational complexity and memory requirement
Results 1  10
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