Suppose in time series you have the data in a recent period and you would like to use that data to extrapolate backward to get estimates of the time series back in time. What do you call that? ? Extrapolating forward is forecast, so hindcast?
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1As Rob Hyndman suggests (and really, he's the expert), backcast is the most common term. – Glen_b May 17 '13 at 10:02
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I've only encountered hindcast, so it may differ by field – mkt May 03 '19 at 05:10
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Backcast, although I have seen hindcast as well.
Rob Hyndman
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I used hindcast and senior management was asking whether this is the correct term. – xiaodai May 18 '13 at 16:44
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I'm just learning Timeseries now but found this wonderful paper: Caporin and Sartore use the term back-calculation. They acknowledge it's not a common term, noting other used terms: retropolation, reconstruction, and back-casting (ARIMA).
see end of section 2: Caporin, M., & Sartore, D. (2006). Methodological aspects of time series back-calculation.
Ira S
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