Keyword: time series: forecasting methods

Found 153 papers in total
Application of temporal difference learning rules in short-term traffic flow prediction
Application of temporal difference learning rules in short-term traffic flow prediction
2015,
Studying dynamic behaviours of a transportation system requires the use of the system...
An analysis of a widely used version of the CUSUM tracking signal
An analysis of a widely used version of the CUSUM tracking signal
2014,
Tracking signals are used to determine whether a sequence of forecasts is unbiased. We...
Cross-Section Stock Return and Implied Covariance between Jump and Diffusive Volatility
Cross-Section Stock Return and Implied Covariance between Jump and Diffusive Volatility
2015,
I examine the information content of option‐implied covariance between jumps...
Beating the VAR: Improving Swedish GDP Forecasts Using Error and Intercept Corrections
Beating the VAR: Improving Swedish GDP Forecasts Using Error and Intercept Corrections
2015,
This paper examines the forecast accuracy of an unrestricted vector autoregressive...
A new forecasting scheme for evaluating long-term prediction performances in supply chain management
A new forecasting scheme for evaluating long-term prediction performances in supply chain management
2014,
Supply chain management (SCM) practitioners in inventory sites are often required to...
Research on probability of default prediction based on loan company's credit fund trading behaviours
Research on probability of default prediction based on loan company's credit fund trading behaviours
2014,
The probability of default (PD) is an important parameter to quantify credit...
Impact of reseller's and sales agent's forecasting accuracy in a multilayer supply chain
Impact of reseller's and sales agent's forecasting accuracy in a multilayer supply chain
2014,
We consider a three‐layer supply chain with a manufacturer, a reseller, and a...
A teaching exercise for the travelling salesman problem with time windows using real-world data
A teaching exercise for the travelling salesman problem with time windows using real-world data
2014,
This article describes an exercise that can be used to teach concepts related to the...
Long-Run and Cyclical Dynamics in the US Stock Market
Long-Run and Cyclical Dynamics in the US Stock Market
2014,
This paper uses fractional integration to examine the long‐run dynamics and...
Bayesian Analysis of Asymmetric Stochastic Conditional Duration Model
Bayesian Analysis of Asymmetric Stochastic Conditional Duration Model
2015,
This paper proposes Markov chain Monte Carlo methods to estimate the parameters and...
Semiparametric Time Series Models with Log-concave Innovations: Maximum Likelihood Estimation and its Consistency
Semiparametric Time Series Models with Log-concave Innovations: Maximum Likelihood Estimation and its Consistency
2015,
We study semiparametric time series models with innovations following a...
Towards Uniformly Efficient Trend Estimation Under Weak/Strong Correlation and Non-stationary Volatility
Towards Uniformly Efficient Trend Estimation Under Weak/Strong Correlation and Non-stationary Volatility
2015,
In this paper, we consider the deterministic trend model where the error process is...
Inference of Seasonal Long-memory Time Series with Measurement Error
Inference of Seasonal Long-memory Time Series with Measurement Error
2015,
We consider the Whittle likelihood estimation of seasonal autoregressive fractionally...
Connecting micro dynamics and population distributions in system dynamics models
Connecting micro dynamics and population distributions in system dynamics models
2013,
Researchers use system dynamics models to capture the mean behavior of groups of...
Promotion Planning and Supply Chain Contracting in a High‐Low Pricing Environment
Promotion Planning and Supply Chain Contracting in a High‐Low Pricing Environment
2015,
Demand forecast errors threaten the profitability of high–low price promotion...
International business cycles and the relative price of investment goods
International business cycles and the relative price of investment goods
2011,
Is the relative price of investment goods a good proxy for investment specific...
Forecasting credit portfolio components with a Markov chain model
Forecasting credit portfolio components with a Markov chain model
2012,
We consider the forecasting problem for components of a bank’s credit portfolio,...
Safety stock planning under causal demand forecasting
Safety stock planning under causal demand forecasting
2012,
Mainstream inventory management approaches typically assume a given theoretical demand...
Best practices in demand forecasting: Tests of universalistic, contingency and configurational theories
Best practices in demand forecasting: Tests of universalistic, contingency and configurational theories
2012,
The paper focuses on best practices in demand forecasting. Literature has addressed...
Economic growth and electricity consumption in Cote d'Ivoire: Evidence from time series analysis
Economic growth and electricity consumption in Cote d'Ivoire: Evidence from time series analysis
2011,
We analyze the electricity‐growth nexus for Cote d’Ivoire using causality...
Practical versus theoretical domestic energy consumption for space heating
Practical versus theoretical domestic energy consumption for space heating
2011,
Methods to calculate the theoretical energy consumption consider several things: the...
An Analytical Solution of Boussinesq Equation to Predict Water Table Fluctuations Due to Time Varying Recharge and Withdrawal from Multiple Basins, Wells and Leakage Sites
An Analytical Solution of Boussinesq Equation to Predict Water Table Fluctuations Due to Time Varying Recharge and Withdrawal from Multiple Basins, Wells and Leakage Sites
2012,
Recharging and pumping are the integral part of any scheme of ground water resources...
The Value of Snow Depletion Forecasting Methods Towards Operational Snowmelt Runoff Estimation Using MODIS and Numerical Weather Prediction Data
The Value of Snow Depletion Forecasting Methods Towards Operational Snowmelt Runoff Estimation Using MODIS and Numerical Weather Prediction Data
2012,
Forecasting streamflow mainly due to snowmelt in the mountainous eastern part of...
The impact of policy on hospital productivity: a time series analysis of Dutch hospitals
The impact of policy on hospital productivity: a time series analysis of Dutch hospitals
2014,
The health care industry, in particular the hospital industry, is under an increasing...
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