# Prequential Model

We are interested whether a sequence of forecasts agrees with a sequence of outcomes . The prequential model corresponding to this sequence of forecasts is the forecasting system that outputs the forecasts regardless of the outcomes. If our criterion of agreement respects the strong prequential principle, agrees with if and only if agrees with .

### Bibliography

• A. P. Dawid. Fisherian inference in likelihood and prequential frames of reference (with discussion). Journal of the Royal Statistical Society B 53:79 - 109, 1991. Section 7.3.