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Browsing ECO Articles by Author "JORDÀ, Òscar"
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Title:Path Forecast Evaluation
Author(s):JORDÀ, Òscar; MARCELLINO, MassimilianoDate:2010Type of Publication:ArticleAbstract:A path forecast refers to the sequence of forecasts 1 to H periods into the future. A summary of the range of possible paths the predicted variable may follow for a given confidence level requires construction of simultaneous ...