Keyword: time series & forecasting methods

Found 319 papers in total
Predictable variation and profitable trading of US equities: A trading simulation using neural networks
Predictable variation and profitable trading of US equities: A trading simulation using neural networks
2000,
A switching rule conditioned on out-of-sample one-step-ahead predictions of returns is...
Using combined forecasts with changing weights for electricity demand profiling
Using combined forecasts with changing weights for electricity demand profiling
2000,
Day-ahead half-hourly demand forecasts are required for scheduling and for calculating...
Forecasting exchange rates using general regression neural networks
Forecasting exchange rates using general regression neural networks
2000,
In this study, we examine the forecastability of a specific neural network...
Identification of demand patterns for selective processing: A case study
Identification of demand patterns for selective processing: A case study
1999,
A basic function in the proper management of repair part inventories is the...
Predicting mutual fund performance using artificial neural networks
Predicting mutual fund performance using artificial neural networks
1999,
This study utilizes an artificial neural network (ANN) approach to predict the...
The behaviour of equity trading volume on the London Stock Exchange
The behaviour of equity trading volume on the London Stock Exchange
2000,
This study uses statistical analysis based on chaos theory to examine the trading...
Mathematical properties of least absolute value estimation with serial correlation
Mathematical properties of least absolute value estimation with serial correlation
1998,
This study explores mathematical properties of Least Absolute Value Estimation (LAVE)...
Piecewise pseudo estimation for NHPP using data in the adjacent intervals
Piecewise pseudo estimation for NHPP using data in the adjacent intervals
1999,
In modeling a system with NHPP, we generally need to estimate the parameters of its...
Auto-regressive modular processes and modeling methodology
Auto-regressive modular processes and modeling methodology
1999,
ARM (Auto-Regressive Modular) processes constitute a broad class of nonlinear...
Lead time demand for simple exponential smoothing: An adjustment factor for the standard deviation
Lead time demand for simple exponential smoothing: An adjustment factor for the standard deviation
1999,
A new simple formula is found to correct the underestimation of the standard deviation...
Globalization in road safety: Explaining the downward trend in road accident rates in a single country (Israel)
Globalization in road safety: Explaining the downward trend in road accident rates in a single country (Israel)
2000,
A theoretical model is proposed in which road safety in a single country depends upon...
Real-time prediction of extreme ambient carbon monoxide concentrations due to vehicular exhaust emissions using univariate linear stochastic models
Real-time prediction of extreme ambient carbon monoxide concentrations due to vehicular exhaust emissions using univariate linear stochastic models
2000,
Historical data of the time-series of carbon monoxide (CO) concentration were analysed...
Modeling of Brazilian financial series: Forecasting prices of some stocks
Modeling of Brazilian financial series: Forecasting prices of some stocks
1999,
The goal of this paper is modeling Brazilian financial time series as non-linear and...
An evaluation of the general effect of the New Zealand graduated driver licensing system on motorcycle traffic crash hospitalisations
An evaluation of the general effect of the New Zealand graduated driver licensing system on motorcycle traffic crash hospitalisations
1999,
In 1987, New Zealand introduced a comprehensive Graduated Driver Licensing System...
Evaluating predictive performance of judgemental extrapolations from simulated currency series
Evaluating predictive performance of judgemental extrapolations from simulated currency series
1999,
Judgemental forecasting of exchange rates is critical for financial decision-making....
Capability indices for material balance accounting
Capability indices for material balance accounting
1999,
Capability indices are used to measure the output from a process relative to...
Periodic review stochastic inventory problem with forecast updates: Worst-case bounds for the myopic solution
Periodic review stochastic inventory problem with forecast updates: Worst-case bounds for the myopic solution
1998,
Muth first considered the linear cost periodic review inventory problem in which the...
Multi-featured products and services: Analysing pricing and bundling strategies
Multi-featured products and services: Analysing pricing and bundling strategies
1998,
Many consumer choice situations involve the selection of optional items or features...
Parametric estimation and spectral analysis of piecewise linear maps of the interval
Parametric estimation and spectral analysis of piecewise linear maps of the interval
1998,
We present an estimation procedure and analyse spectral properties of stochastic...
Dynamic visioning for dynamic environments
Dynamic visioning for dynamic environments
1999,
This article considers the particular challenges to organisations facing major change...
Power transformation and forecasting the magnitude of exchange rate changes
Power transformation and forecasting the magnitude of exchange rate changes
1999,
This paper examines the impact of power transformations on the forecasting performance...
Testing the efficiency and rationality of city forecasts
Testing the efficiency and rationality of city forecasts
1999,
This paper examines the accuracy of city forecasts of UK data releases as collected by...
Forecast frequency in rolling horizon hedging heuristics for capacity expansion
Forecast frequency in rolling horizon hedging heuristics for capacity expansion
1998,
This paper describes a simulation study of the effect of forecast revisions and hedges...
The comparative forecast performance of univariate and multivariate models: An application to real interest rate forecasting
The comparative forecast performance of univariate and multivariate models: An application to real interest rate forecasting
1998,
Does the use of information on the past history of the nominal interest rates and...
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