Keyword: forecasting: applications

Found 1283 papers in total
Forecasting the New York State economy: The coincident and leading indicators approach
Forecasting the New York State economy: The coincident and leading indicators approach
2003,
Currently there are no reliable summary indicators of the economic and fiscal...
A note on Musgrave asymmetrical trend-cycle filters
A note on Musgrave asymmetrical trend-cycle filters
2003,
In this paper, we derive the implicit forecasts in the asymmetrical trend-cycle...
Diagnostics for evaluating the value and rationality of economic forecasts
Diagnostics for evaluating the value and rationality of economic forecasts
2003,
A number of studies have sought to determine whether economic forecasts had predictive...
Linear versus neural network forecasts for European industrial production series
Linear versus neural network forecasts for European industrial production series
2004,
The value of neural network models in forecasting economic time series has been...
Bridge models to forecast the euro area GDP
Bridge models to forecast the euro area GDP
2004,
Quantitative information on the current state of the economy is crucial to economic...
The evolution of consensus in macroeconomic forecasting
The evolution of consensus in macroeconomic forecasting
2004,
When professional forecasters repeatedly forecast macroeconomic variables, their...
A comparison of tests of nonlinear cointegration with application to the predictability of US interest rates using the term structure
A comparison of tests of nonlinear cointegration with application to the predictability of US interest rates using the term structure
2004,
We test whether there are nonlinearities in the response of short- and long-term...
Volatility forecasting with smooth transition exponential smoothing
Volatility forecasting with smooth transition exponential smoothing
2004,
Adaptive exponential smoothing methods allow smoothing parameters to change over time,...
Extreme value theory and Value-at-Risk: Relative performance in emerging markets
Extreme value theory and Value-at-Risk: Relative performance in emerging markets
2004,
In this paper, we investigate the relative performance of Value-at-Risk (VaR) models...
The performance of SETAR models: a regime conditional evaluation of point, interval and density forecasts
The performance of SETAR models: a regime conditional evaluation of point, interval and density forecasts
2004,
The aim of this paper is to analyse the out-of-sample performance of SETAR models...
Forecasting with a nonlinear dynamic model of stock returns and industrial production
Forecasting with a nonlinear dynamic model of stock returns and industrial production
2004,
We model stock returns and industrial production as nonlinear and state dependent,...
Dry mass production and leaf area development of field-grown ornamental conifers: measurements and simulation
Dry mass production and leaf area development of field-grown ornamental conifers: measurements and simulation
2003,
A dynamic simulation model of dry mass (DM) production and leaf area index (LAI)...
Evaluating Federal Open Market Committee forecasts
Evaluating Federal Open Market Committee forecasts
2003,
Monetary policy outcomes have improved since the early 1980s. One factor contributing...
Introduction to crime forecasting
Introduction to crime forecasting
2003,
This short paper introduces the six papers comprising the Special Section on Crime...
Modelling and predicting recorded property crime trends in England and Wales – a retrospective
Modelling and predicting recorded property crime trends in England and Wales – a retrospective
2003,
In 1999 the Home Office published, for the first time ever, a 3-year ahead projections...
Forecasting residential burglary
Forecasting residential burglary
2003,
Following the work of Dhiri et al . at the Home Office predicting recorded burglary...
Short-term forecasting of crime
Short-term forecasting of crime
2003,
The major question investigated is whether it is possible to accurately forecast...
Simple indicators of crime by time of day
Simple indicators of crime by time of day
2003,
Crime varies greatly by hour of day – more than by any other variable. Yet...
Criminal incident prediction using a point-pattern-based density model
Criminal incident prediction using a point-pattern-based density model
2003,
Law enforcement agencies need crime forecasts to support their tactical operations;...
Predicting the geo-temporal variations of crime and disorder
Predicting the geo-temporal variations of crime and disorder
2003,
Traditional police boundaries – precincts, patrol districts, etc. – often...
Forecasting unemployment using an autoregression with censored latent effects parameters
Forecasting unemployment using an autoregression with censored latent effects parameters
2004,
Monthly observed unemployment typically displays explosive behavior in recessionary...
Predicting mission success in small satellite missions
Predicting mission success in small satellite missions
2003,
In our global society with its increasing international competition and tighter...
Multi-agent based modeling of artificial stock markets by using the co-evolutionary genetic programming approach
Multi-agent based modeling of artificial stock markets by using the co-evolutionary genetic programming approach
2004,
This paper deals with multi-agent based modeling of artificial stock market by using...
Effective heuristics for capacitated production planning with multiperiod production and demand with forecast band refinement
Effective heuristics for capacitated production planning with multiperiod production and demand with forecast band refinement
2004,
In this paper, we extend forecast band evolution and capacitated production modelling...
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