CERTAIN NONLINEAR MODEL AND ITS FORECASTING BIAS ANALYSIS

GAO Renxiang, ZHANG Shiying, LIU Bao. CERTAIN NONLINEAR MODEL AND ITS FORECASTING BIAS ANALYSIS[J]. INFORMATION AND CONTROL, 1994, 23(4): 200-205.

Citation:

GAO Renxiang, ZHANG Shiying, LIU Bao. CERTAIN NONLINEAR MODEL AND ITS FORECASTING BIAS ANALYSIS[J]. INFORMATION AND CONTROL, 1994, 23(4): 200-205.

Citation:

GAO Renxiang, ZHANG Shiying, LIU Bao. CERTAIN NONLINEAR MODEL AND ITS FORECASTING BIAS ANALYSIS[J]. INFORMATION AND CONTROL, 1994, 23(4): 200-205.

Abstract

In this paper.a class of nonlinear model-Box-Cox transformation model is considered.Theresult of its forecasting analysis indicates that forecasts based on the simple inverse transformation are biasedand should be corrected. On the basis of normal distribution assumption,the lower and upper bounds of forecasting bias are derived.An example using real data is given.

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