Keyword: time series & forecasting methods

Found 319 papers in total
Probabilistic analysis of seismic hazard in Portugal
Probabilistic analysis of seismic hazard in Portugal
1997,
In this paper probabilistic models to be applied to seismic hazard analysis in...
Assessing the influence of initial conditions in a simulation model of the seismic process of occurrences in the Iberian Peninsula
Assessing the influence of initial conditions in a simulation model of the seismic process of occurrences in the Iberian Peninsula
1997,
In this paper we present an analysis of the initial conditions of a seismic simulation...
Combining Kohonen maps with ARIMA time series models to forecast traffic flow
Combining Kohonen maps with ARIMA time series models to forecast traffic flow
1996,
A hybrid method of short-term traffic forecasting is introduced: the KARIMA method....
Initial data truncation for univariate output of discrete-event simulations using the Kalman filter
Initial data truncation for univariate output of discrete-event simulations using the Kalman filter
1996,
Data truncation is a commonly accepted method of dealing with initialization bias in...
Statistical correction of judgmental point forecasts and decisions
Statistical correction of judgmental point forecasts and decisions
1996,
In many organizations point estimates labelled as ‘forecasts’ are produced...
Forecasting enrollments based on fuzzy time series
Forecasting enrollments based on fuzzy time series
1996,
This paper presents a new method to forecast university enrollments based on fuzzy...
Prediction of time series by a structural learning of neural networks
Prediction of time series by a structural learning of neural networks
1996,
There have been numerous methods for learning and predicting time series ranging from...
A neural network approach to mutual fund net asset value forecasting
A neural network approach to mutual fund net asset value forecasting
1996,
In this paper, an artificial neural network method is applied to forecast the...
Markov chain models, time series analysis and extreme value theory
Markov chain models, time series analysis and extreme value theory
1996,
Markov chain processes are becoming increasingly popular as a means of modelling...
Classifying trend movements in the MSCI U.S.A. Capital Market Index-A comparison of regression, ARIMA and neural network methods
Classifying trend movements in the MSCI U.S.A. Capital Market Index-A comparison of regression, ARIMA and neural network methods
1996,
This paper describes the present initial results in applying neural networks to...
Forecasting for items with intermittent demand
Forecasting for items with intermittent demand
1996,
In a service environment, a stockist usually has many slow moving items whose...
Note on adjustments to analysts’ earnings forecasts based upon systematic cross-sectional components of prior-period errors
Note on adjustments to analysts’ earnings forecasts based upon systematic cross-sectional components of prior-period errors
1995,
This study assesses the effectiveness of using systematic components of...
Inventory management for non-perishable retail goods
Inventory management for non-perishable retail goods
1994,
This study compares inventory system management methods for non-perishable retail...
Asymptotic behaviour of the mean and variance of a simple serial rank statistic
Asymptotic behaviour of the mean and variance of a simple serial rank statistic
1994,
The authors investigate the asymptotic behaviours of the mean and variance of the...
Local government revenue forecasting: Using regression and econometric revenue forecasting in a medium-sized city
Local government revenue forecasting: Using regression and econometric revenue forecasting in a medium-sized city
1995,
Fiscal stress has forced local governments to pay increasing attention to revneue...
Time-series distributional properties of financial ratios: Empirical evidence from Finnish listed firms
Time-series distributional properties of financial ratios: Empirical evidence from Finnish listed firms
1992,
The distributional properties of time-series accounting numbers are studied. First,...
Fast solution and detection of minimal forecast horizons in dynamic programs with a single indicator of the future: Applications to dynamic lot-sizing models
Fast solution and detection of minimal forecast horizons in dynamic programs with a single indicator of the future: Applications to dynamic lot-sizing models
1995,
In most dynamic planning problems, one observes that an optimal decision at any given...
Efficiency of the Indian stock market: An empirical study
Efficiency of the Indian stock market: An empirical study
1995,
Based on an analysis of 70 companies listed in the ‘A’ list category on...
Forecaster diversity and the benefits of combining forecasts
Forecaster diversity and the benefits of combining forecasts
1995,
The expected error variance of a combined forecast is necessarily lower than that of...
Does reliable information improve the accuracy of judgmental forecasts?
Does reliable information improve the accuracy of judgmental forecasts?
1995,
This study investigates people’s ability to use information when forecasting...
Optimal mean-squared-error batch sizes
Optimal mean-squared-error batch sizes
1995,
When an estimator of the variance of the sample mean is parameterized by batch size,...
Model selection criteria: An investigation of relative accuracy, posterior probabilities, and combinations of criteria
Model selection criteria: An investigation of relative accuracy, posterior probabilities, and combinations of criteria
1995,
The authors investigate the performance of empirical criteria for comparing and...
Forecasting volatility in commodity markets
Forecasting volatility in commodity markets
1995,
This paper uses recent advances in time-series modelling to derive long-horizon...
Testing cumulative prediction errors in event study methodology
Testing cumulative prediction errors in event study methodology
1995,
This paper reconsiders event study methodology, a very popular technique in the...
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