Keyword: time series & forecasting methods

Found 319 papers in total
Recursive modelling of symmetric and asymmetric volatility in the presence of extreme observations
Recursive modelling of symmetric and asymmetric volatility in the presence of extreme observations
2004,
This paper is concerned with recursive estimation, testing and forecasting of the...
Multi-period forecasting using different models for different horizons: an application to US economic time series data
Multi-period forecasting using different models for different horizons: an application to US economic time series data
2003,
Most time series forecasters have used a single forecasting model at multiple forecast...
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...
The business cycle in the G7 economies
The business cycle in the G7 economies
2003,
In this paper the Hodrick–Prescott filter is used to decompose real GDP for the...
Forecasting the New York State economy: The coincident and leading indicators approach
Forecasting the New York State economy: The coincident and leading indicators approach
2003,
Currently there are no reliable summary indicators of the economic and fiscal...
Diagnostics for evaluating the value and rationality of economic forecasts
Diagnostics for evaluating the value and rationality of economic forecasts
2003,
A number of studies have sought to determine whether economic forecasts had predictive...
Regression neural network for error correction in foreign exchange forecasting and trading
Regression neural network for error correction in foreign exchange forecasting and trading
2004,
Predicting exchange rates has long been a concern in international finance as most...
Predicting returns in US financial sector indices
Predicting returns in US financial sector indices
2003,
This study focuses on: (i) the responsiveness of the US financial sector stock indices...
The predictability of asset returns: an approach combining technical analysis and time series forecasts
The predictability of asset returns: an approach combining technical analysis and time series forecasts
2003,
We investigate predictability of asset returns by developing an approach that combines...
Neural network forecasts of Canadian stock returns using accounting ratios
Neural network forecasts of Canadian stock returns using accounting ratios
2003,
This study compares neural network forecasts of one-year-ahead Canadian stock returns...
Evaluating Federal Open Market Committee forecasts
Evaluating Federal Open Market Committee forecasts
2003,
Monetary policy outcomes have improved since the early 1980s. One factor contributing...
AIDS in Portugal: endemic versus epidemic forecasting scenarios for mortality
AIDS in Portugal: endemic versus epidemic forecasting scenarios for mortality
2004,
Both epidemic and endemic scenarios have been proposed to study the evolution of...
Introduction to crime forecasting
Introduction to crime forecasting
2003,
Crime forecasting for police is relatively new. It has been made relevant by recent...
Modelling and predicting recorded property crime trends in England and Wales – a retrospective
Modelling and predicting recorded property crime trends in England and Wales – a retrospective
2003,
In 1999 the Home Office published, for the first time ever, 3-year ahead projections...
Forecasting residential burglary
Forecasting residential burglary
2003,
Following the work of Dhiri et al . at the Home Office predicting recorded burglary...
Short-term forecasting of crime
Short-term forecasting of crime
2003,
The major question investigated is whether it is possible to accurately forecast...
Simple indicators of crime by time of day
Simple indicators of crime by time of day
2003,
Crime varies greatly by hour of day – more than by any other variable. Yet...
Criminal incident prediction using a point-pattern-based density model
Criminal incident prediction using a point-pattern-based density model
2003,
Law enforcement agencies need crime forecasts to support their tactical operations;...
Predicting the geo-temporal variations of crime and disorder
Predicting the geo-temporal variations of crime and disorder
2003,
Traditional police boundaries – precincts, patrol distracts, etc. – often...
A comparison for forecasting methods for hotel revenue management
A comparison for forecasting methods for hotel revenue management
2003,
The arrivals forecast is one of the key inputs for a successful hotel revenue...
Univariate versus multivariate time series forecasting: an application to international tourism demand
Univariate versus multivariate time series forecasting: an application to international tourism demand
2003,
Tourist numbers from several origin countries to a particular destination country form...
Beyond the property tax: Local government revenue diversification
Beyond the property tax: Local government revenue diversification
2003,
Local governments in the US rely less on the property tax than they have historically....
Forecasting the winner of a tennis match
Forecasting the winner of a tennis match
2003,
We propose a method to forecast the winner of a tennis match, not only at the...
Endurance in speed skating: The development of world records
Endurance in speed skating: The development of world records
2003,
We analyse the development of world records speed skating from 1893 to 2000 for both...
Papers per page: