The complexity of forecast testing

  • Authors:
  • Lance Fortnow;Rakesh V. Vohra

  • Affiliations:
  • Northwestern University;Northwestern University

  • Venue:
  • ACM SIGecom Exchanges
  • Year:
  • 2008

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Abstract

Consider a weather forecaster predicting the 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. It is known that any test which passes a forecaster who knows the distribution of nature can also be probabilistically passed by a forecaster with no knowledge of future events. This note summarizes and examines the computational complexity of such forecasters.