Keyword: time series & forecasting methods

Found 319 papers in total
Neural network pruning applied to real exchange rate analysis
Neural network pruning applied to real exchange rate analysis
2002,
Neural networks are fitted to real exchange rates of several industrialized countries....
Kentucky property insurance surtax revenue: a comparison of alternative forecasting models
Kentucky property insurance surtax revenue: a comparison of alternative forecasting models
2003,
Given the absence of a formal forecasting model of property insurance surtax revenue...
Long-run and short-run budgeting: empirical evidence for Canada, UK, and USA
Long-run and short-run budgeting: empirical evidence for Canada, UK, and USA
2003,
This paper tests public budgeting as a long-run and short-run process; political...
Central–local relations in the People's Republic of China
Central–local relations in the People's Republic of China
2003,
This paper examines China's central–local relations and their impact on China's...
Forecasting exchange rates using cointegration models and intra-day data
Forecasting exchange rates using cointegration models and intra-day data
2002,
We present a cointegration analysis on the triangle (USD–DEM, USD–JPY,...
Market risk management of banks: implications from the accuracy of value-at-risk forecasts
Market risk management of banks: implications from the accuracy of value-at-risk forecasts
2003,
This paper adopts the backtesting criteria of the Basle Committee to compare the...
A ground-level ozone forecasting model for Santiago, Chile
A ground-level ozone forecasting model for Santiago, Chile
2002,
A physically based model for ground-level ozone forecasting is evaluated for Santiago,...
Time-series behavior of intra-daily data from the Athens Stock Exchange
Time-series behavior of intra-daily data from the Athens Stock Exchange
2002,
This paper explores the time-series behavior of intra-daily equity index data from the...
A new type of discrete self-decomposability and its application to continuous-time Markov processes for modeling count data time series
A new type of discrete self-decomposability and its application to continuous-time Markov processes for modeling count data time series
2003,
We propose a family of extended thinning operators, indexed by a parameter γ in...
Budgetary decision making in the twentieth century: Theories and evidence
Budgetary decision making in the twentieth century: Theories and evidence
2003,
Three rival internal change theories of budgeting have characterized the twentieth...
Bispectral analysis of traffic in high-speed networks
Bispectral analysis of traffic in high-speed networks
2002,
In this paper, we report results regarding bispectral analysis of the long range...
Validation of two temporal disease cluster tests using a simple epidemic model
Validation of two temporal disease cluster tests using a simple epidemic model
2003,
Modern medicine has obtained many discoveries in healing of many diseases, however its...
Patterns of change: Information change and congressional budget deliberations revisited
Patterns of change: Information change and congressional budget deliberations revisited
2003,
How did the Planning Programming Budgeting System (PPBS), and the Congressional Budget...
River flow modelling using fuzzy decision trees
River flow modelling using fuzzy decision trees
2002,
A modern real time flood forecasting system requires its mathematical model(s) to...
Uncovering spatio-temporal patterns in environmental data
Uncovering spatio-temporal patterns in environmental data
2002,
The integration of data mining and geographic visualization techniques facilitates the...
A stochastic model for representing drinking water demand at residential level
A stochastic model for representing drinking water demand at residential level
2003,
In this study, attention is initially focused on modelling finely sampled (1 min)...
A case study of the residual-based conintegration procedure
A case study of the residual-based conintegration procedure
2003,
The study of long-run equilibrium processes is a significant component of economic and...
A Bayesian vector error correction model for forecasting exchange rates
A Bayesian vector error correction model for forecasting exchange rates
2003,
This paper develops a new method called Bayesian Vector Error Correction Model...
Application of neural networks to an emerging financial market: Forecasting and trading the Taiwan stock index
Application of neural networks to an emerging financial market: Forecasting and trading the Taiwan stock index
2003,
In this study, we attempt to model and predict the direction of return on market index...
Convex optimization problems involving finite autocorrelation sequences
Convex optimization problems involving finite autocorrelation sequences
2002,
We discuss convex optimization problems in which some of the variables are constrained...
Using composite moving averages to forecast sales
Using composite moving averages to forecast sales
2002,
Combining moving averages has been suggested as a simple and practical means to...
The impact of forecasting model selection on the value of information sharing in a supply chain
The impact of forecasting model selection on the value of information sharing in a supply chain
2002,
This paper presents a study on the impact of forecasting model selection on the value...
Weekly fractal dimensions of yen–dollar tick-by-tick exchange rates
Weekly fractal dimensions of yen–dollar tick-by-tick exchange rates
2002,
In this study, we measure the fractal dimension of dollar/yen exchange rates for each...
Forecasting sales of slow and fast moving inventories
Forecasting sales of slow and fast moving inventories
2002,
Traditional computerised inventory control systems usually rely on exponential...
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