Keyword: time series: forecasting methods

Found 153 papers in total
Campylobacter QMRA: A Bayesian Estimation of Prevalence and Concentration in Retail Foods Under Clustering and Heavy Censoring
Campylobacter QMRA: A Bayesian Estimation of Prevalence and Concentration in Retail Foods Under Clustering and Heavy Censoring
2016,
A Bayesian statistical temporal‐prevalence‐concentration model (TPCM)...
Assessing Risk in Graphically Presented Financial Series
Assessing Risk in Graphically Presented Financial Series
2016,
It has been argued that traders use their natural sensitivity to the fractal...
A Rolling Grey Model Optimized by Particle Swarm Optimization in Economic Prediction
A Rolling Grey Model Optimized by Particle Swarm Optimization in Economic Prediction
2016,
Grey system theory has been widely used to forecast the economic data that are often...
Accelerated Life Testing (ALT) Design Based on Computational Reliability Analysis
Accelerated Life Testing (ALT) Design Based on Computational Reliability Analysis
2016,
Accelerated life testing (ALT) design is usually performed based on assumptions of...
Necessity of Future Information in Admission Control
Necessity of Future Information in Admission Control
2015,
We study the necessity of predictive information in a class of queueing admission...
Statistical Analysis of Heat Waves in the State of Victoria in Australia
Statistical Analysis of Heat Waves in the State of Victoria in Australia
2015,
The recent blistering heat waves of 2009 in the state of Victoria in Australia were so...
Needs forecast and fund allocation of medical specialty positions in Emilia-Romagna (Italy) by system dynamics and integer programming
Needs forecast and fund allocation of medical specialty positions in Emilia-Romagna (Italy) by system dynamics and integer programming
2016,
Each year Emilia‐Romagna health managers have to negotiate the number of...
L-moments skewness and kurtosis as measures of regional convergence and cohesion
L-moments skewness and kurtosis as measures of regional convergence and cohesion
2014,
The paper deals with the statistical modeling of convergence and cohesion over time...
Decomposition of Seasonality and Long-term Trend in Seismological Data: A Bayesian Modelling of Earthquake Detection Capability
Decomposition of Seasonality and Long-term Trend in Seismological Data: A Bayesian Modelling of Earthquake Detection Capability
2014,
This study demonstrates the decomposition of seasonality and long‐term trend in...
Assessment of the gross primary production dynamics of a Mediterranean holm oak forest by remote sensing time series analysis
Assessment of the gross primary production dynamics of a Mediterranean holm oak forest by remote sensing time series analysis
2015,
Agroforestry ecosystems have a significant social, economic and environmental impact...
A Tailor-Made Test of Intransitive Choice
A Tailor-Made Test of Intransitive Choice
2015,
This paper reports a new test of intransitive choice using individual measurements of...
Investment Timing with Incomplete Information and Multiple Means of Learning
Investment Timing with Incomplete Information and Multiple Means of Learning
2015,
We consider a firm that can use one of several costly learning modes to dynamically...
Yield Curve Forecasting with the Burg Model
Yield Curve Forecasting with the Burg Model
2017,
We introduce a versatile and robust model that may help policymakers, bond portfolio...
Forecasting financial time series using a methodology based on autoregressive integrated moving average and Taylor expansion
Forecasting financial time series using a methodology based on autoregressive integrated moving average and Taylor expansion
2016,
Financial time series prediction is regarded as one of the most challenging job...
An Adaptive Multiscale Ensemble Learning Paradigm for Nonstationary and Nonlinear Energy Price Time Series Forecasting
An Adaptive Multiscale Ensemble Learning Paradigm for Nonstationary and Nonlinear Energy Price Time Series Forecasting
2016,
For forecasting nonstationary and nonlinear energy prices time series, a novel...
Policy-Oriented Macroeconomic Forecasting with Hybrid DGSE and Time-Varying Parameter VAR Models
Policy-Oriented Macroeconomic Forecasting with Hybrid DGSE and Time-Varying Parameter VAR Models
2016,
Micro‐founded dynamic stochastic general equilibrium (DSGE) models appear to be...
The promise of pick-the-winners contests for producing crowd probability forecasts
The promise of pick-the-winners contests for producing crowd probability forecasts
2016,
This paper considers pick‐the‐winners contests as a simple method for...
A better project performance prediction model using fuzzy time series and data envelopment analysis
A better project performance prediction model using fuzzy time series and data envelopment analysis
2016,
Earned value management (EVM) is a critical project management methodology that...
Prediction of Iran's renewable energy generation in the fifth development plan
Prediction of Iran's renewable energy generation in the fifth development plan
2016,
Although Iran has rich reserves of oil and gas, it should not only rely on these...
Factor Models of Stock Returns: GARCH Errors versus Time-Varying Betas
Factor Models of Stock Returns: GARCH Errors versus Time-Varying Betas
2016,
This paper investigates the implications of time‐varying betas in factor models...
Modeling Realized Volatility Dynamics with a Genetic Algorithm
Modeling Realized Volatility Dynamics with a Genetic Algorithm
2016,
The heterogeneous autoregressive model of realized volatility (HAR‐RV) is...
Bayesian Analysis of a Threshold Stochastic Volatility Model
Bayesian Analysis of a Threshold Stochastic Volatility Model
2016,
This paper proposes a parsimonious threshold stochastic volatility (SV) model for...
Multiple Hypothesis Testing of Market Risk Forecasting Models
Multiple Hypothesis Testing of Market Risk Forecasting Models
2016,
Extending previous risk model backtesting literature, we construct multiple hypothesis...
Forecasting Based on Decomposed Financial Return Series: A Wavelet Analysis
Forecasting Based on Decomposed Financial Return Series: A Wavelet Analysis
2016,
We transform financial return series into its frequency and time domain via wavelet...
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