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forecast-evaluation

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advaitsave /Introduction-to-Time-Series-forecasting-Python

Introduction to time series preprocessing and forecasting in Python using AR, MA, ARMA, ARIMA, SARIMA and Prophet model with forecast evaluation.

python time-series arma forecasting preprocessing arima dickey-fuller seasonality time-series-forecasting stationarity sarima forecast-evaluation prophet-model series-forecasting-python series-preprocessing

UpdatedDec 11, 2018
Jupyter Notebook

nci /scores

scores: Metrics for the verification, evaluation and optimisation of forecasts, predictions or models.

python weather climate verification pandas xarray oceanography forecasting dask model-validation contingency-table forecast-verification forecast-evaluation

UpdatedMar 15, 2025
Jupyter Notebook

epiforecasts /scoringutils

Utilities for Scoring and Assessing Predictions

forecasting r-package forecast-evaluation

UpdatedMar 17, 2025
R

yjchoe /ComparingForecasters

Comparing sequential forecasters via confidence sequences & e-processes

python statistics forecasting forecast-evaluation confidence-sequences e-processes

UpdatedOct 24, 2023
Jupyter Notebook

ogrnz /feval

Easily evaluate your forecasts with (multivariate) Diebold-Mariano and (multivariate) Giacomini-White tests of equal predictive ability and MCS.

time-series model-confidence-set forecast-evaluation diebold-mariano giacomini-white multivariate-forecast-evaluation

UpdatedNov 7, 2023
Python

lucabarbaglia /MultiHorizonSPA

Multi Horizon Superior Predictive Ability (SPA) test proposed by Quaedvlieg (2021)

forecast forecast-evaluation aspa

UpdatedNov 30, 2021
C++

mauep2025 /Forecast-and-assessment-of-General-Inflation-

This code mainly computes the forecast of headline inflation using different aproaches. Likewise presents the forecast evaluation for each model along different points in a span period.

forecasting inflation forecast-evaluation forecast-combination

UpdatedJan 8, 2020
MATLAB

umbertocollodel /When_where_and_why

Analysis on the quality and determinants of economic forecasts pre-Covid 19

causality forecast-evaluation

UpdatedMay 3, 2022
R

richardlaugesen /ruvpy

Reference implementation of the Relative Utility Value metric for forecast value assessment

weather climate verification open-science forecasting modelling water decision-science model-validation ruv environmental-modelling forecast-verification forecast-evaluation forecast-value forecast-assessment relative-utility-value

UpdatedFeb 11, 2025
Python

anvdavy /fcBiasData

Supplementary materials for the following publication: Davydenko, A., & Goodwin, P. (2021). Assessing point forecast bias across multiple time series: Measures and visual tools. International Journal of Statistics and Probability, 10(5), 46-69.https://doi.org/10.5539/ijsp.v10n5p46

data-visualization forecasting statistical-graphics bias error-metrics forecast-evaluation opc-boxplots opc-diagram avgrel-metrics avgrelmae avgrelame avgrelmse avgrelrmse avgrelamde avgrelme relame relamde few-l1 few-l2 construct-validity

UpdatedOct 4, 2021
R

anvdavy /Publications

self archived publications

data-visualization forecasting opc forecast-evaluation forecasting-methods opc-boxplots avgrel-metrics avgrelmae avgrelame avgrelmse avgrelrmse avgrelamde few-l1 few-l2 opc-diagrams error-measures

UpdatedSep 28, 2021

umbertocollodel /Forecasts_Time_Covid

Analysis on the quality and determinants of economic forecasts during the Covid 19 pandemic

forecast-evaluation covid-19

UpdatedMay 3, 2022
R

SayamAlt /Global-Equity-Forecasting-using-LSTM

Successfully established an LSTM model to effectively forecast global equity based on over 20+ years of historical data of global equity.

deep-learning pytorch recurrent-neural-networks lstm-neural-networks feature-scaling time-series-forecasting gradient-clipping forecast-evaluation xavier-initialization time-series-datasets data-loaders model-inference model-training-and-evaluation

UpdatedDec 16, 2024
Jupyter Notebook

atecon /FEP

Forecast Evaluation Package for gretl

time-series gretl hansl forecast-evaluation

UpdatedMar 4, 2025
TeX

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