Keyword: time series: forecasting methods

Found 153 papers in total
The Role of Survey Data in Nowcasting Euro Area GDP Growth
The Role of Survey Data in Nowcasting Euro Area GDP Growth
2016,
This paper evaluates the impact of new releases of financial, real activity and survey...
Major Accidents (Gray Swans) Likelihood Modeling Using Accident Precursors and Approximate Reasoning
Major Accidents (Gray Swans) Likelihood Modeling Using Accident Precursors and Approximate Reasoning
2015,
Compared to the remarkable progress in risk analysis of normal accidents, the risk...
Real-time bus route state forecasting using particle filter and mesoscopic modeling
Real-time bus route state forecasting using particle filter and mesoscopic modeling
2015,
In the absence of system control strategies, it is common to observe bus bunching in...
Granulation-based symbolic representation of time series and semi-supervised classification
Granulation-based symbolic representation of time series and semi-supervised classification
2011,
We present a semi‐supervised time series classification method based on...
Bond returns, discrete stochastic processes, and duration
Bond returns, discrete stochastic processes, and duration
1987,
A particular duration measure may correspond to many different stochastic processes...
Valuation of the preferred stock sinking fund feature: a time-series approach
Valuation of the preferred stock sinking fund feature: a time-series approach
1988,
This study employs a time‐varying coefficient model to examine the relationship...
Using Fourier coefficients in time series analysis for student performance prediction in blended learning environments
Using Fourier coefficients in time series analysis for student performance prediction in blended learning environments
2016,
In this work, it is shown that student access time series generated from Moodle log...
Bayesian Model Averaging under Regime Switching with Application to Cyclical Macro Variable Forecasting
Bayesian Model Averaging under Regime Switching with Application to Cyclical Macro Variable Forecasting
2016,
Model uncertainty and recurrent or cyclical structural changes in macroeconomic time...
Comparison of Near Neighbour and Neural Network in Travel Forecasting
Comparison of Near Neighbour and Neural Network in Travel Forecasting
2016,
In this paper we confirm the existence of nonlinear dynamics in a time series of...
Clustering Empirical Failure Rate Curves for Reliability Prediction Purposes in the Case of Consumer Electronic Products
Clustering Empirical Failure Rate Curves for Reliability Prediction Purposes in the Case of Consumer Electronic Products
2016,
In this paper, a methodology based on the combination of time series modeling and soft...
An integrated unscented kalman filter and relevance vector regression approach for lithium-ion battery remaining useful life and short-term capacity prediction
An integrated unscented kalman filter and relevance vector regression approach for lithium-ion battery remaining useful life and short-term capacity prediction
2015,
The gradual decreasing capacity of lithium-ion batteries can serve as a health...
Forecasting electricity smart meter data using conditional kernel density estimation
Forecasting electricity smart meter data using conditional kernel density estimation
2016,
The recent advent of smart meters has led to large micro-level datasets. For the first...
Multiobjective portfolio optimization of ARMA‐GARCH time series based on experimental designs
Multiobjective portfolio optimization of ARMA‐GARCH time series based on experimental designs
2016,
The modern portfolio theory has been trying to determine how an investor might...
Models and forecasts of credit card balance
Models and forecasts of credit card balance
2016,
Credit card balance is an important factor in retail finance. In this article we...
Asymptotic behaviors of stochastic reserving: Aggregate versus individual models
Asymptotic behaviors of stochastic reserving: Aggregate versus individual models
2016,
In this paper, we investigate the asymptotic behaviors of the loss reservings computed...
Modeling Reputation as a Time-Series: Evaluating the Risk of Purchase Decisions on eBay*
Modeling Reputation as a Time-Series: Evaluating the Risk of Purchase Decisions on eBay*
2015,
Reputation systems based on buyer feedback play an important role in today's online...
Single-period mean-variance in a multiperiod context
Single-period mean-variance in a multiperiod context
1982,
It is not readily apparent that the single‐period mean and variance are...
Stock market returns and inflationary expectations: additional evidence for 1975‐1979
Stock market returns and inflationary expectations: additional evidence for 1975‐1979
1982,
This research investigates the impacts that inflationary expectations and errors in...
Aggregate planning and forecasting in make-to-order production systems
Aggregate planning and forecasting in make-to-order production systems
2015,
In hierarchical production planning (HPP) systems, aggregate production planning (APP)...
Sensing Abnormal Resource Flow Using Adaptive Limit Process Charts in a Complex Supply Network*
Sensing Abnormal Resource Flow Using Adaptive Limit Process Charts in a Complex Supply Network*
2015,
Supply networks are becoming increasingly complex with multiple overlapping...
Trends in BMI and obesity in U.S. women of childbearing age during the period of 1980‐2010
Trends in BMI and obesity in U.S. women of childbearing age during the period of 1980‐2010
2015,
Statistical analyses and simulation are combined to provide insights about the trends...
An integrated approach for demand forecasting and inventory management optimisation of spare parts
An integrated approach for demand forecasting and inventory management optimisation of spare parts
2015,
In this paper, we develop and test an advanced model, based on discrete‐event...
Robust Monitoring of an Industrial IT System in the Presence of Structural Change
Robust Monitoring of an Industrial IT System in the Presence of Structural Change
2015,
This paper presents original research initiated by the monitoring needs of a...
Judgmental Forecasting: Cognitive Reflection and Decision Speed
Judgmental Forecasting: Cognitive Reflection and Decision Speed
2014,
This research analyzes how individual differences affect performance in judgmental...
Papers per page: