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Country: United Kingdom
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17295 papers
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Finite sample prediction and interpolation for ARIMA models with missing data
1999,
Penzer Jeremy
A transformation which allows Cholesky decomposition to be used to evaluate the exact...
Ex post and ex ante analysis of provisional data
1999,
Marcellino Massimiliano
In this paper we suggest a framework to assess the degree of reliability of...
Forecast evaluation tests in the presence of ARCH
1999,
Newbold Paul
We consider tests for the equality of prediction mean squared errors and for forecast...
Monthly data and short-term forecasting: An assessment of monthly data in a VAR model
1999,
Salazar Eduardo
Use of monthly data for economic forecasting purposes is typically constrained by the...
Forecasting cointegrated series with BVAR models
1999,
Amisano Gianni
In this paper we examine how BVARs can be used for forecasting cointegrated variables....
Testing for short memory in a VARMA process
1999,
Oke T.
We generalize the short-term memory test of an ARMA model, presented by Öller, to...
Finite-sample properties of tests for equal forecast accuracy
1999,
Clark Todd E.
This study examines the small-sample properties of some commonly used tests of equal...
Subset selection of autoregressive time series models
1999,
Chen Cathy W.S.
We propose a solution to select promising subsets of autoregressive time series models...
Forecasting an aggregate of cointegrated disaggregates
2000,
Clark Todd E.
This study examines the problem of forecasting an aggregate of cointegrated...
Detection of outliers and level shifts in time series: An evaluation of two alternative procedures
2000,
Vaage Kjell
A unified method to detect and handle innovational and additive outliers, and...
Future-focused thinking: Combining scenario planning with decision analysis
1999,
Wright George
This paper first describes current practice in decision analysis and argues that...
Was it good for them? Reflections on the use of MENTOR and changes in course design using general performance measures
2000,
Edwards J.S.
This paper considers the use of general performance measures in evaluating specific...
Using MENTOR to teach systems thinking and OR methodology to first-year students in New Zealand
2000,
Petty N.W.
MENTOR is a multi-media, interactive, educational package, developed as separate...
Teaching objectives: The value of using cases in teaching operational research
2000,
Bell P.C.
This paper describes our experience with a case study that was intended to provide...
Introductory business OR cases: Successful use of cases in introductory undergraduate business college operational research courses
2000,
Cochran J.J.
A case methodology for developing the modelling skills of students in introductory...
Strongarm arcade games: A case study in mathematical modelling
2000,
Finlay P.N.
Two linked cases are described, that have been used many times over many years with...
An integrated introduction to spreadsheet and programming skills for operational research students
2000,
Martin A.
Spreadsheets and computer programming make valuable contributions to OR courses. The...
Designing simulation software to facilitate learning of quantitative system dynamics skills: A case in Taiwan
2000,
Jan T.-S.
A case study in Taiwan reveals that newcomers to system dynamics tend to use...
Teaching communication in an MBA operations research/management science course
2000,
Kros J.
This paper discusses the inclusion of a writing requirement within a first-year...
Teaching real-life OR to MSc students
2000,
Williams T.
The nature of the ‘messiness’ of the real projects in which we are...
IFORS (International Federation of O.R. Societies): The formative years
2000,
Rand Graham K.
In 1999 IFORS (The International Federation of Operational Research Societies)...
Spreading the gospel of management science: Operational research in Iron and Steel, 1950–1970
2000,
Kirby M.W.
This paper builds on the author's earlier work on the history of operational research...
Modelling and analysis of supply chain management systems
2000,
Gunasekaren A.
Manufacturing/service companies have undergone many evolutionary stages and paradigm...
Paradigmatic analysis as a means of eliciting knowledge to assist multimedia methodological development
2000,
Gallagher S.
We have identified two paradigms in multimedia systems design based on the software...
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