Keyword: time series & forecasting methods

Found 319 papers in total
Exponential smoothing methods in pension funding
Exponential smoothing methods in pension funding
2003,
‘Smoothed-market’ methods are used by actuaries, when they value pension...
Statistical inference using stochastic switching models for the discrimination of unobserved non-price promotion
Statistical inference using stochastic switching models for the discrimination of unobserved non-price promotion
2005,
It is known that an execution of price and/or a non-price promotion has a strong...
Multiobjective evolutionary optimization for Elman recurrent neural networks, applied to time series prediction
Multiobjective evolutionary optimization for Elman recurrent neural networks, applied to time series prediction
2005,
In previous works, we showed how Recurrent Neural Networks, trained with Genetic...
On the categorization of demand patterns
On the categorization of demand patterns
2005,
The categorization of alternative demand patterns facilitates the selection of a...
Predicting online-purchasing behaviour
Predicting online-purchasing behaviour
2005,
This empirical study investigates the contribution of different types of predictors to...
Application of multi-steps forecasting for restraining the bullwhip effect and improving inventory performance under autoregressive demand
Application of multi-steps forecasting for restraining the bullwhip effect and improving inventory performance under autoregressive demand
2005,
Recent research suggests that the bullwhip effect, or increasing variability of...
Estimation of firms efficiencies using a Kalman filter and stochastic efficiency model
Estimation of firms efficiencies using a Kalman filter and stochastic efficiency model
2005,
The efficiencies of firms should be evaluated, based on their historical financial...
Distribution-free approach to the evaluation of reliability of complex systems
Distribution-free approach to the evaluation of reliability of complex systems
2002,
In the industrial community it is well known that the failure rate of the manufactured...
Characterization of electric energy consumption as function of time: A multivariate approach
Characterization of electric energy consumption as function of time: A multivariate approach
2005,
During the two months that the environmental conditions differ the most (January and...
Game theory, simulated interaction, and unaided judgement for forecasting decisions in conflicts: Further evidence
Game theory, simulated interaction, and unaided judgement for forecasting decisions in conflicts: Further evidence
2005,
When people in conflicts can accurately forecast how others will respond, they should...
Runs tests for assessing volatility forecastability in financial time series
Runs tests for assessing volatility forecastability in financial time series
2005,
In this work we refine a nonparametric methodology first applied by Christoffersen and...
Applying process knowledge for yield variation reduction: A longitudinal field study
Applying process knowledge for yield variation reduction: A longitudinal field study
2005,
The widespread recognition of the detrimental effects of high yield variation in...
Providing support for decisions based on time series information under conditions of asymmetric loss
Providing support for decisions based on time series information under conditions of asymmetric loss
2005,
In an experiment decision-makers used time series information on the past demand for...
Estimating the steady-state mean from short transient simulations
Estimating the steady-state mean from short transient simulations
2005,
Steady-state mean performance is a common basis for evaluating discrete event...
A verification of the end of the Cold War using data envelopment analysis
A verification of the end of the Cold War using data envelopment analysis
2005,
This paper introduces a new index, the ‘relative-military index’, which is...
Decomposition by causal forces: a procedure for forecasting complex time series
Decomposition by causal forces: a procedure for forecasting complex time series
2005,
Causal forces are a way of summarizing forecasters' expectations about what will...
Exponential smoothing models: Means and variances for lead-time demand
Exponential smoothing models: Means and variances for lead-time demand
2004,
Exponential smoothing is often used to forecast lead-time demand (LTD) for inventory...
Rational expectations theory and macro budgetary decision-making: comparative analysis of Canada, UK, and USA
Rational expectations theory and macro budgetary decision-making: comparative analysis of Canada, UK, and USA
2004,
An exciting opportunity that many advanced industrial democracies faced in the late...
Forecasting using the trend model wth autoregressive errors
Forecasting using the trend model wth autoregressive errors
2005,
This paper is concerned with forecasting time series generated by the linear trend...
‘Simple’ neural networks for forecasting
‘Simple’ neural networks for forecasting
2004,
In a recent article in this journal Hwarng and Ang (HA) introduce what they describe...
Forecasting for the ordering and stock-holding of spare parts
Forecasting for the ordering and stock-holding of spare parts
2004,
A modern military organization like the UK's Royal Air Force is dependent on readily...
State and local fiscal structures and fiscal stress
State and local fiscal structures and fiscal stress
2004,
In the past two decades, much of the literature in the area of government financial...
The non-normality of some macroeconomic forecast errors
The non-normality of some macroeconomic forecast errors
2003,
This paper investigates the distributional properties of individual and consensus time...
Just-in-time inventory systems innovation and the predictability of earnings
Just-in-time inventory systems innovation and the predictability of earnings
2003,
Firms that adopt just-in-time (JIT) inventory practices do so in order to realize cost...
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