A copy of this work was available on the public web and has been preserved in the Wayback Machine. The capture dates from 2017; you can also visit the original URL.
The file type is application/pdf
.
The complexity of forecast testing
2008
ACM SIGecom Exchanges
Consider a weather forecaster predicting a probability of rain for the next day. We consider tests that given a finite sequence of forecast predictions and outcomes will either pass or fail the forecaster. Sandroni (2003) shows that any test which passes a forecaster who knows the distribution of nature, can be probabilistically passed by a forecaster with no knowledge of future events. We look at the computational complexity of such forecasters and exhibit a linear-time test and a distribution
doi:10.1145/1486877.1486885
fatcat:wwjvctnuaffe3ktsxqzucgeuke