Keyword: time series & forecasting methods

Found 319 papers in total
Forecasting German GDP using alternative factor models based on large datasets
Forecasting German GDP using alternative factor models based on large datasets
2007,
This paper discusses the forecasting performance of alternative factor models based on...
The application of forecasting techniques to modeling emergency medical system calls in Calgary, Alberta
The application of forecasting techniques to modeling emergency medical system calls in Calgary, Alberta
2007,
We develop and evaluate time-series models of call volume to the emergency medical...
Autoregressive gamma processes
Autoregressive gamma processes
2006,
We introduce a class of autoregressive gamma processes with conditional distributions...
Gamma stochastic volatility models
Gamma stochastic volatility models
2006,
This paper presents gamma stochastic volatility models and investigates their...
Input modelling for financial simulations using the bootstrap
Input modelling for financial simulations using the bootstrap
2006,
Inputs are the fuel that powers simulations. If one is designing a new system or...
Sizing backbone internet links
Sizing backbone internet links
2005,
One of the distinguishing features of a backbone link is that it is designed to carry...
Assessing China's 1994 fiscal reforms: an intermediate report
Assessing China's 1994 fiscal reforms: an intermediate report
2006,
To boost the fiscal revenue, i.e., government revenue over GDP and central government...
Zero-based budgeting in China: experiences of Hubei Province
Zero-based budgeting in China: experiences of Hubei Province
2006,
Sometimes regarded as the best method of prioritizing budgetary expenditures,...
A classifying procedure for signalling turning points
A classifying procedure for signalling turning points
2004,
A Hidden Markov Model (HMM) is used to classify an out-of-sample observation vector...
Probability distributions, trading strategies and leverage: an application of Gaussian mixture models
Probability distributions, trading strategies and leverage: an application of Gaussian mixture models
2004,
The purpose of this paper is twofold. Firstly, to assess the merit of estimating...
A dynamic principal components analysis based on multivariate matrix normal dynamic linear models
A dynamic principal components analysis based on multivariate matrix normal dynamic linear models
2003,
In this paper, we propose a multivariate dynamic linear model (MDLM) that allows us to...
A multivariate Markov chain model for categorical data sequences and its applications in demand predictions
A multivariate Markov chain model for categorical data sequences and its applications in demand predictions
2002,
Markov models are commonly used in modelling many practical systems such as...
Fitting time-series input processes for simulation
Fitting time-series input processes for simulation
2005,
Providing accurate and automated input-modeling support is one of the challenging...
Day-of-the-week effects in US and Asia–Pacific stock markets during the Asian financial crisis: a non-parametric approach
Day-of-the-week effects in US and Asia–Pacific stock markets during the Asian financial crisis: a non-parametric approach
2005,
This paper is devoted to extending the determination of day-of-the-week effect...
Uncertainty analysis in political forecasting
Uncertainty analysis in political forecasting
2006,
Medicine, engineering, and finance are traditional fields for the application of Fuzzy...
Consistent underestimation bias, the asymmetrical loss function, and homogeneous sources of bias in state revenue forecasts
Consistent underestimation bias, the asymmetrical loss function, and homogeneous sources of bias in state revenue forecasts
2005,
One component of revenue forecast error has been attributed to the phenomenon of...
Revenue forecasting accuracy in Ohio local governments
Revenue forecasting accuracy in Ohio local governments
2005,
Fiscal stress has forced Ohio local governments to pay increasing attention to the...
Sources of error in state revenue forecasts or how can the forecast possibly be so far off
Sources of error in state revenue forecasts or how can the forecast possibly be so far off
2005,
State and federal revenues fell well short of projections in 2002. While revenues...
The chicken or the egg: A recent history of public opinion and tax reform in Florida
The chicken or the egg: A recent history of public opinion and tax reform in Florida
2006,
Public dislike of taxes led to tax revolt and tax reform. Despite the connection...
Developing time-based clustering neural networks to use change-point detection: Application to financial time series
Developing time-based clustering neural networks to use change-point detection: Application to financial time series
2005,
This study suggests time-based clustering models integrating change-point detection...
An adaptive genetic clustering method for exploratory mining of feature vector and time series data
An adaptive genetic clustering method for exploratory mining of feature vector and time series data
2006,
This paper presents an adaptive genetic clustering method for exploratory mining of...
The Federal budget's core and periphery: Patterns of budget outcomes
The Federal budget's core and periphery: Patterns of budget outcomes
2005,
Cluster analysis on detailed federal outlay data from fiscal year (FY) 1962 to FY 1995...
The dynamics of government revenue forecasting from an organizational perspective: a review of the literature
The dynamics of government revenue forecasting from an organizational perspective: a review of the literature
2005,
Over a decade ago, Bretschneider and Gorr proposed two directions for future research...
The category-demand effects of price promotions
The category-demand effects of price promotions
2001,
Although price promotions have increased in both commercial use and quantity of...
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