Location of Repository

A General Purpose Forecast Simulator

By Donald Gross and Jack L. Ray

Abstract

A simulator is developed which enables a variety of forecasting procedures to be tested on any given time series. The simulator determines the standard deviation of the forecast error for each of the procedures tried, indicates the procedure which is optimal in the sense of lowest standard deviation of forecast error, and presents projections and graphs of actual versus predicted values. The time series under study can be either a real time series read into the simulator or a time series generated by the simulator.

DOI identifier: 10.1287/mnsc.11.6.B119
OAI identifier:
Download PDF:
Sorry, we are unable to provide the full text but you may find it at the following location(s):
  • http://dx.doi.org/10.1287/mnsc... (external link)
  • Suggested articles


    To submit an update or takedown request for this paper, please submit an Update/Correction/Removal Request.