Keyword: time series: forecasting methods

Found 153 papers in total
Forecast horizon aggregation in integer autoregressive moving average (INARMA) models
Forecast horizon aggregation in integer autoregressive moving average (INARMA) models
2012,
This paper addresses aggregation in integer autoregressive moving average (INARMA)...
Stock index forecasting based on a hybrid model
Stock index forecasting based on a hybrid model
2012,
Forecasting the stock market price index is a challenging task. The exponential...
A statistical deterioration forecasting method using hidden Markov model for infrastructure management
A statistical deterioration forecasting method using hidden Markov model for infrastructure management
2012,
The application of Markov models as deterioration‐forecasting tools has been...
Real time estimation of stochastic volatility processes
Real time estimation of stochastic volatility processes
2012,
Autoregressive conditional heteroscedastic (ARCH) processes and their extensions known...
Testing for common autocorrelation in data-rich environments
Testing for common autocorrelation in data-rich environments
2011,
This paper proposes a strategy to detect the presence of common serial correlation in...
Pricing of basket options using univariate normal inverse gaussian approximations
Pricing of basket options using univariate normal inverse gaussian approximations
2011,
In this paper we study the approximation of a sum of assets having marginal...
Cointegration rank switching model: an application to forecasting interest rates
Cointegration rank switching model: an application to forecasting interest rates
2011,
This paper proposes a new forecasting method in which the cointegration rank switches...
Challenges in constructing time series models from process data
Challenges in constructing time series models from process data
2011,
Correlated input and output sequences of industrial processes are often...
A heuristic method for parameter selection in LS‐SVM: Application to time series prediction
A heuristic method for parameter selection in LS‐SVM: Application to time series prediction
2011,
Least Squares Support Vector Machines (LS‐SVM) are the state of the art in...
Beyond point forecasting: Evaluation of alternative prediction intervals for tourist arrivals
Beyond point forecasting: Evaluation of alternative prediction intervals for tourist arrivals
2011,
This paper evaluates the performances of prediction intervals generated from...
The tourism forecasting competition
The tourism forecasting competition
2011,
We evaluate the performances of various methods for forecasting tourism data. The data...
Combination of long term and short term forecasts, with application to tourism demand forecasting
Combination of long term and short term forecasts, with application to tourism demand forecasting
2011,
Forecast combination is a well‐established and well‐tested approach for...
The Role of Financial Variables in predicting economic activity
The Role of Financial Variables in predicting economic activity
2012,
Previous research found that the US business cycle leads the European one by a few...
Henderson-Trending of Macroeconomic Variables and Forecasting Accuracy
Henderson-Trending of Macroeconomic Variables and Forecasting Accuracy
2012,
Using a structural time-series model, the forecasting accuracy of a wide range of...
Modeling the Accidental Deaths
Modeling the Accidental Deaths
2008,
The model for accidental deaths in the city of Lahore has been developed by using a...
Generating synthetic baseline populations from register data
Generating synthetic baseline populations from register data
2012,
The paper presents a population synthesiser based on the method of Iterative...
Hybridization of autoregressive integrated moving average (ARIMA) with probabilistic neural networks (PNNs)
Hybridization of autoregressive integrated moving average (ARIMA) with probabilistic neural networks (PNNs)
2012,
Autoregressive integrated moving average (ARIMA) models are one of the most important...
Proactive production activity control by online simulation
Proactive production activity control by online simulation
2011,
In this paper, we present a new application of discrete‐event simulation as a...
Efficient evaluation of multidimensional time‐varying density forecasts, with applications to risk management
Efficient evaluation of multidimensional time‐varying density forecasts, with applications to risk management
2012,
We propose two simple evaluation methods for time‐varying density forecasts of...
Data stream forecasting for system fault prediction
Data stream forecasting for system fault prediction
2012,
Competition among today’s industrial companies is very high. Therefore, system...
Detection of outliers in BL(1,1,1,1) Models using Least Squares Method
Detection of outliers in BL(1,1,1,1) Models using Least Squares Method
2006,
In the literature, various nonlinear time series data was shown to exist. As a result,...
Forecasting regional house price inflation: a comparison between dynamic factor models and vector autoregressive models
Forecasting regional house price inflation: a comparison between dynamic factor models and vector autoregressive models
2011,
This paper uses the dynamic factor model framework, which accommodates a large...
A wavelet approach for factor-augmented forecasting
A wavelet approach for factor-augmented forecasting
2011,
It has been acknowledged that wavelets can constitute a useful tool for forecasting in...
Health products sales forecasting using computational intelligence and adaptive neuro fuzzy inference systems
Health products sales forecasting using computational intelligence and adaptive neuro fuzzy inference systems
2012,
In our days the importance of reducing the inventory level in a healthcare...
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