Keyword: time series & forecasting methods

Found 319 papers in total
A second order stochastic network equilibrium model, I: Theoretical foundation
A second order stochastic network equilibrium model, I: Theoretical foundation
2002,
Existing models of stochastic network equilibrium route choice in transport networks...
Application of support vector machines in financial time series forecasting
Application of support vector machines in financial time series forecasting
2001,
This paper deals with the application of a novel neural network technique, support...
A simple neural network for ARMA(p,q) time series
A simple neural network for ARMA(p,q) time series
2001,
This study was designed: (a) to investigate a simple neural-network solution to...
Relief period optimization under budget constraints
Relief period optimization under budget constraints
2002,
Increased competition and the rapidly changing telecommunications environment have...
Statistical properties of the return series of principal Brazilian stocks
Statistical properties of the return series of principal Brazilian stocks
2001,
This paper studies the returns of six Brazilian stocks, chosen among the most liquid...
Slack-adjusted data envelopment analysis for time series analysis: Performance measurement of Japanese electric power generation industry in 1984–1993
Slack-adjusted data envelopment analysis for time series analysis: Performance measurement of Japanese electric power generation industry in 1984–1993
2001,
Using a new slack-adjusted data envelopment analysis (SA-DEA) model which explicitly...
Neural network model selection for financial time series prediction
Neural network model selection for financial time series prediction
2001,
Can neural network model selection by guided by statistical procedures such as...
EWMA control charts for autoregressive processes
EWMA control charts for autoregressive processes
2001,
Many processes must be monitored by using observations that are correlated. An...
An investigation of neural networks for linear time-series forecasting
An investigation of neural networks for linear time-series forecasting
2001,
This study examines the capability of neural networks for linear time-series...
Neural network with genetically evolved algorithms for stocks prediction
Neural network with genetically evolved algorithms for stocks prediction
2001,
Many studies have shown that artificial neural networks have the capability to learn...
Regional multi-family housing start forecast accuracy
Regional multi-family housing start forecast accuracy
2001,
This paper extends earlier research regarding the predictability of residential...
Macroeconomic forecasts and the nature of economic shocks in Germany
Macroeconomic forecasts and the nature of economic shocks in Germany
2001,
The paper elaborates on the sources of macroeconomic forecast errors in Germany...
Structural breaks, ARIMA model and Finnish inflation forecasts
Structural breaks, ARIMA model and Finnish inflation forecasts
2001,
Via the use of the rolling regression technique and a specific procedure for analysing...
Investigating the exchange rate between Japanese Yen and the Deutschmark: Arbitrage opportunities and a case for asymmetry
Investigating the exchange rate between Japanese Yen and the Deutschmark: Arbitrage opportunities and a case for asymmetry
2001,
Deviations from the triangular equality are observed on foreign exchange (FX) markets...
The use of Bayesian forecasting to make process adjustments during transitions
The use of Bayesian forecasting to make process adjustments during transitions
2001,
In many manufacturing operations, a system may exhibit dynamic behavior before...
The learning curve: A new perspective
The learning curve: A new perspective
2000,
Despite the popularity of the ‘learning’ curve, it should be called the...
Generating networks for strategic planning by successive key factor modification
Generating networks for strategic planning by successive key factor modification
2001,
Scenario planning is the most widely used member of a family of strategic planning...
Option price forecasting using neural networks
Option price forecasting using neural networks
2000,
In this research, forecasting of the option prices of Nikkei 225 index futures is...
Predicting bankruptcy using recursive partitioning and a realistically proportioned data set
Predicting bankruptcy using recursive partitioning and a realistically proportioned data set
2000,
Auditors must assess their clients' ability to function as a going concern for at...
Neural model identification, variable selection and model adequacy
Neural model identification, variable selection and model adequacy
1999,
In recent years an impressive array of publications has appeared claiming considerable...
Mathematical statistical characterization of high-speed computer network traffic data
Mathematical statistical characterization of high-speed computer network traffic data
1999,
The studying of high-speed networks is an actual problem in both fields of modeling of...
State institutions and city property taxes: Revisiting the effects of the tax revolt
State institutions and city property taxes: Revisiting the effects of the tax revolt
2000,
Cities' reliance on property taxes has declined since the 1970s. This shift has been...
Parallel movement of inflation, domestic and foreign equilibria
Parallel movement of inflation, domestic and foreign equilibria
2000,
The paper attempts to reveal the mechanism of the inflationary policy of the Hungarian...
Modelling diffusion and replacement
Modelling diffusion and replacement
2000,
Replacement sales represent about 75% of total sales for many consumer...
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