Keyword: time series & forecasting methods

Found 319 papers in total
The impact of autocorrelation on queueing systems
The impact of autocorrelation on queueing systems
1993,
The performance of single-server queues with independent interarrival intervals and...
The CAPM and the calendar: Empirical anomalies and the risk-return relationship
The CAPM and the calendar: Empirical anomalies and the risk-return relationship
1992,
Tinic and West argue that a tradeoff between risk and return exists only in January....
Daily stock market volatility: 1928-1989
Daily stock market volatility: 1928-1989
1992,
This paper examines the daily return variability of the S&P 500 and the Dow Jones...
Forecasting cause-specific mortality using time series methods
Forecasting cause-specific mortality using time series methods
1992,
Age profiles of cause-specific mortality for five leading causes of death are...
A predicting system based on combining an adaptive predictor and a knowledge base as applied to a blast furnace
A predicting system based on combining an adaptive predictor and a knowledge base as applied to a blast furnace
1993,
In this paper a system is proposed and applied to predicting silicon content in pig...
Time-series modeling in a blackboard-based coupled expert system
Time-series modeling in a blackboard-based coupled expert system
1991,
This paper is devoted to the selection of an appropriate model for a time-series. It...
On strict stationarity and ergodicity of a non-linear ARMA model
On strict stationarity and ergodicity of a non-linear ARMA model
1992,
Two recent papers by Petruccelli and Woolford and Chan et al. showed that the key...
The application of seemingly unrelated linear regression models in forecasting sales of durable consumer goods
The application of seemingly unrelated linear regression models in forecasting sales of durable consumer goods
1992,
In this paper, the application of seemingly unrelated linear regression models in...
Vector forecasting and dynamic portfolio selection: Empirical efficiency of recursive multiperiod strategies
Vector forecasting and dynamic portfolio selection: Empirical efficiency of recursive multiperiod strategies
1991,
The paper presents a dynamic portfolio selection system. The system combines recent...
A method of forecasting the demand shift to competitive new products and its applications
A method of forecasting the demand shift to competitive new products and its applications
1992,
This paper presents a method for predicting the process in which a product newly...
Variability of traffic conditions at junction approaches in the light of non-stationary flow demands
Variability of traffic conditions at junction approaches in the light of non-stationary flow demands
1992,
The effects of traffic flow demand variability in time are of particular interest in...
Fuzzy time series and its models
Fuzzy time series and its models
1993,
Based upon the works by Zadeh, in this paper, a special dynamic process with...
Control charts in the presence of data correlation
Control charts in the presence of data correlation
1992,
Traditional statistical process control charts assume that observations are...
Unemployment and unemployment insurance: Is there a causal link?
Unemployment and unemployment insurance: Is there a causal link?
1990,
Despite a massive literature on the relationship between the liberality of...
Tax betas in state and local government tax structure analysis
Tax betas in state and local government tax structure analysis
1992,
This study extends the beta model used for the analysis of tax structures first...
Forecasting state revenues: Expanding the dimensions of budgetary forecasting research
Forecasting state revenues: Expanding the dimensions of budgetary forecasting research
1992,
For many years the only sustained form of budgetary forecasting research was...
Incentives for forecasting reform among local finance officers
Incentives for forecasting reform among local finance officers
1992,
Findings from a nationwide survey of 290 local finance officers show a disturbing...
Factors contributing to innovations in local government budgeting and financial management
Factors contributing to innovations in local government budgeting and financial management
1992,
Recent research has reported on patterns of usage and perceptions of effectiveness of...
Revenue forecast errors in Pennsylvania local government budgeting: Sources and remedies
Revenue forecast errors in Pennsylvania local government budgeting: Sources and remedies
1992,
A sample of county and city governments in Pennsylvania is used to explore the quality...
Forecasting international health expenditures: A comparative study of the accuracy of different methods
Forecasting international health expenditures: A comparative study of the accuracy of different methods
1992,
Health spending of 19 OECD countries is forecast for 1965-1987, with 1980-87 used to...
Towards an expert system for economic statistics and forecasting
Towards an expert system for economic statistics and forecasting
1990,
The project of an expert system for economic statistics and forecasting being...
Moving averages with random coefficients and random coefficient autoregressive models
Moving averages with random coefficients and random coefficient autoregressive models
1991,
Consider the series where are iid -valued random vectors and are random matrices...
An empirical analysis of the accuracy of SA, OLS, ERLS and NRLS combination forecasts
An empirical analysis of the accuracy of SA, OLS, ERLS and NRLS combination forecasts
1992,
Theoretically, the efficiency of OLS combination forecasts can be improved by imposing...
Forecasting in business schools: A follow-up survey
Forecasting in business schools: A follow-up survey
1989,
This article reports the results of a follow-up survey designed to determine whether...
Papers per page: