Keyword: time series & forecasting methods

Found 319 papers in total
A forecast evaluation of capital investment in agriculture
A forecast evaluation of capital investment in agriculture
1990,
A stochastic coefficients model developed by Swamy and Tinsley is used to forecast...
An application of Box-Jenkins methodology to the control of gluten addition in a flour mill
An application of Box-Jenkins methodology to the control of gluten addition in a flour mill
1991,
The approach of Box and Jenkins was used to design a control algorithm for a feed-back...
National indicator series as quantitative predictors of small region monthly employment levels
National indicator series as quantitative predictors of small region monthly employment levels
1989,
This paper investigates the usefulness of several readily available national indicator...
Software for econometric research with a personal computer
Software for econometric research with a personal computer
1989,
A review is presented of the major econometric and forecasting computer programs for...
A composite approach to forecasting state government revenues: Case study of the Idaho sales tax
A composite approach to forecasting state government revenues: Case study of the Idaho sales tax
1989,
Fiscal problems have led to increased reliance on economic and revenue forecasting by...
Forecasting tourism demand: A comparison of the accuracy of several quantitative methods
Forecasting tourism demand: A comparison of the accuracy of several quantitative methods
1989,
Forecasting accuracy is examined in the context of international tourism demand. Seven...
A super criterion for testing Portfolio Efficiency: Empirical evidence on Finnish stock data
A super criterion for testing Portfolio Efficiency: Empirical evidence on Finnish stock data
1990,
In this paper a Markovian super criterion is formulated for testing the Portfolio...
Institutional change and the development of budgetary roles in congress: A reconsideration of conventional wisdom
Institutional change and the development of budgetary roles in congress: A reconsideration of conventional wisdom
1991,
A new conventional wisdom describes Congressional budget behavior in terms of periods...
Is the Federal Reserve a typical bureaucracy?
Is the Federal Reserve a typical bureaucracy?
1991,
Some analysts have considered whether, in a public choice framework, the Federal...
Goals and constraints of the Federal Reserve System: A study of its ‘profits’ policy
Goals and constraints of the Federal Reserve System: A study of its ‘profits’ policy
1991,
This paper models the Federal Reserve’s pursuit of goals within the constraining...
Using multiple time-series analysis of assembly-line production of automobile engines-A case study
Using multiple time-series analysis of assembly-line production of automobile engines-A case study
1991,
In recent years researchers have dealt with multiple time series problems in...
Measuring the long-term effects of public policy: The case of narcotics use and property crime
Measuring the long-term effects of public policy: The case of narcotics use and property crime
1991,
The effects of treatment and legal supervision on narcotics use and criminal...
Interaction of judgemental and statistical forecasting methods: Issues and analysis
Interaction of judgemental and statistical forecasting methods: Issues and analysis
1991,
This paper reviews several of the current controversies in the relative value of...
The impact of special requirements on the estimation of electrical demand
The impact of special requirements on the estimation of electrical demand
1991,
Estimating electrical demand in 15-30-minute intervals plays a crucial role in the...
Sequence transformations: A common domain to numerical analysis and statistics
Sequence transformations: A common domain to numerical analysis and statistics
1990,
This paper deals with identification techniques applicable to deterministic stochastic...
Numerical methods in time series modelling
Numerical methods in time series modelling
1990,
In this paper a certain number of algorithms in the time-domain approach of time...
Combining forecasts: Operational adjustments to theoretically optimal rules
Combining forecasts: Operational adjustments to theoretically optimal rules
1990,
Clemen and Winkler have described the theoretical effectiveness of Winkler’s...
Properties of standardized time series weighted area variance estimators
Properties of standardized time series weighted area variance estimators
1990,
The authors wish to estimate the variance of the sample mean from a continuous-time...
Relationships among weekly money market time series, 1969-1982
Relationships among weekly money market time series, 1969-1982
1990,
This paper compares the empirical properties of the Federal funds rate targeting...
Analysing time series for forecasting (a personal view)
Analysing time series for forecasting (a personal view)
1989,
This paper discusses the author’s views on orthodox time-domain modelling...
Cycle regression analysis: Simultaneous estimation of trigonometric components of a time series
Cycle regression analysis: Simultaneous estimation of trigonometric components of a time series
1990,
Cycle regression analysis is a continuously evolving family of algorithms that...
A day-to-day buying policy for commodities-A study of purchasing maize
A day-to-day buying policy for commodities-A study of purchasing maize
1990,
The majority of the imported raw materials used by European industry have to be...
Portfolio Efficiency of univariate time series models
Portfolio Efficiency of univariate time series models
1990,
The paper applies a Markowitz Super Criterion to test the Portfolio Efficiency of...
Evaluation of aggregate and individual forecast method selection rules
Evaluation of aggregate and individual forecast method selection rules
1989,
A major use of univariate forecasting methods lies in production control where there...
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