Keyword: time series & forecasting methods

Found 319 papers in total
Influence of the Autoregressive Model Order on Damage Detection
Influence of the Autoregressive Model Order on Damage Detection
2011,
An important step for using time-series autoregressive (AR) models for structural...
Kernel Smoothing Method Applicable to the Dynamic Calibration of Traffic Flow Models
Kernel Smoothing Method Applicable to the Dynamic Calibration of Traffic Flow Models
2011,
Real time traffic flow simulation models are used to provide traffic information for...
Unsupervised Weight Parameter Estimation Method for Ensemble Learning
Unsupervised Weight Parameter Estimation Method for Ensemble Learning
2011,
When there are multiple trained predictors, one may want to integrate them into one...
Predictive control of systems with Markovian jumps under constraints and its application to the investment portfolio optimization
Predictive control of systems with Markovian jumps under constraints and its application to the investment portfolio optimization
2011,
In the paper, we study a problem of control with a predictive model for discrete...
Improving the accuracy of outlook price forecasts
Improving the accuracy of outlook price forecasts
2011,
This study investigates the predictive ability of outlook hog price forecasts released...
Lag-𝓁 forecasting and machine-learning algorithms
Lag-𝓁 forecasting and machine-learning algorithms
2011,
In this study, we discuss the problem of lag-𝓁 forecasting, which has been solved...
Coordination of planning and scheduling decisions in global supply chains with dual supply modes
Coordination of planning and scheduling decisions in global supply chains with dual supply modes
2011,
We address the problem of coordinating aggregate planning decisions and...
An application of non‐linear methods to the prediction of future freight rates, 2006‐2008
An application of non‐linear methods to the prediction of future freight rates, 2006‐2008
2012,
The paper deals with the major question whether freight rate derivatives are the most...
Bus arrival time prediction at bus stop with multiple routes
Bus arrival time prediction at bus stop with multiple routes
2011,
Provision of accurate bus arrival information is vital to passengers for reducing...
Trend analysis of the power law process using Expectation–Maximization algorithm for data censored by inspection intervals
Trend analysis of the power law process using Expectation–Maximization algorithm for data censored by inspection intervals
2011,
Trend analysis is a common statistical method used to investigate the operation and...
A network option portfolio management framework for adaptive transportation planning
A network option portfolio management framework for adaptive transportation planning
2011,
A real option portfolio management framework is proposed to make use of an adaptive...
Failure and reliability prediction by support vector machines regression of time series data
Failure and reliability prediction by support vector machines regression of time series data
2011,
Support Vector Machines (SVMs) are kernel‐based learning methods, which have...
Consumer choice behaviour and new product development: an integrated market simulation approach
Consumer choice behaviour and new product development: an integrated market simulation approach
2011,
The extremely high costs associated with the commercial failure of a new product,...
Linear and non‐linear filtering in mathematical finance: a review
Linear and non‐linear filtering in mathematical finance: a review
2011,
This paper presents a review of time series filtering and its applications in...
An expert system for vineyard management based upon ubiquitous network technologies
An expert system for vineyard management based upon ubiquitous network technologies
2011,
Vineyard operations for quality wines production are currently based upon costly and...
Asymmetric loss functions and the rationality of expected stock returns
Asymmetric loss functions and the rationality of expected stock returns
2011,
We combine the innovative approaches of and with a block bootstrap to analyze whether...
Forecasting the term structures of Treasury and corporate yields using dynamic Nelson‐Siegel models
Forecasting the term structures of Treasury and corporate yields using dynamic Nelson‐Siegel models
2011,
We extend Diebold and Li’s dynamic Nelson‐Siegel three‐factor...
Accuracy, unbiasedness and efficiency of professional macroeconomic forecasts: An empirical comparison for the G7
Accuracy, unbiasedness and efficiency of professional macroeconomic forecasts: An empirical comparison for the G7
2011,
In this paper, we use survey data to analyze the accuracy, unbiasedness and efficiency...
Predicting a tennis match in progress for sports multimedia
Predicting a tennis match in progress for sports multimedia
2011,
This article demonstrates how spreadsheets can generate the probability of winning a...
Forecasting in supply chain companies: Should you trust your judgment?
Forecasting in supply chain companies: Should you trust your judgment?
2011,
The details of a study of demand forecasting in four supply chain‐based...
Characteristics of premium transit services that affect mode choice
Characteristics of premium transit services that affect mode choice
2011,
This research seeks to improve the understanding of the full range of determinants for...
A study on the life of an innovative product using a Bayesian approach
A study on the life of an innovative product using a Bayesian approach
2011,
In this paper, the life cycle of an innovative product is divided into three stages,...
Least median of squares estimation by optimization heuristics with an application to the CAPM and a multi‐factor model
Least median of squares estimation by optimization heuristics with an application to the CAPM and a multi‐factor model
2011,
For estimating the parameters of models for financial market data, the use of robust...
Time series analysis of the effects of refuse collection on recycling: Taiwan’s ‘Keep Trash Off the Ground’ measure
Time series analysis of the effects of refuse collection on recycling: Taiwan’s ‘Keep Trash Off the Ground’ measure
2008,
The state of recycling in Taiwan has seen significant achievements due to various...
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