Keyword: time series & forecasting methods

Found 319 papers in total
A study of the trend of the rainy period in sector North of Northeast
A study of the trend of the rainy period in sector North of Northeast
1996,
This paper presents a trend analysis of a number of years with rainfall periods...
Robust autoregressive estimates using quadratic programming
Robust autoregressive estimates using quadratic programming
1997,
The robust estimation of the autoregressive parameters is formulated in terms of the...
A network-based futures method for strategic business planning
A network-based futures method for strategic business planning
1997,
Many strategic decisions in business are made in a context which the decision makers...
An application of a network-based futures method to strategic business planning
An application of a network-based futures method to strategic business planning
1997,
An analysis of the possible future development paths for the business environment of a...
The role of seasonality in economic time series: Reinterpreting money–output causality in U.S. data
The role of seasonality in economic time series: Reinterpreting money–output causality in U.S. data
1997,
While empirical evidence on the relationship between money and income has mainly been...
Forecasting international quarterly tourist flows using error-correction and time-series models
Forecasting international quarterly tourist flows using error-correction and time-series models
1997,
This paper compares a range of forecasting models in the context of predicting...
Numerical methods for fitting and simulating Autoregressive-to-Anything Processes
Numerical methods for fitting and simulating Autoregressive-to-Anything Processes
1998,
An ARTA (AutoRegressive-to-Anything) Process is a time series with arbitrary marginal...
Standardized time series Lp-norm variance estimators for simulations
Standardized time series Lp-norm variance estimators for simulations
1998,
This paper studies a class of estimators for the variance parameter of a stationary...
Stochastic FM models and non-linear time series analysis
Stochastic FM models and non-linear time series analysis
1997,
An important model in communications is the stochastic frequency modulation (FM)...
Spectral factorization of periodically correlated MA(1) processes
Spectral factorization of periodically correlated MA(1) processes
1998,
The spectral factorization problem, i.e. the problem of obtaining all possible MA...
Increment-vector methodology: Transforming non-stationary series to stationary series
Increment-vector methodology: Transforming non-stationary series to stationary series
1998,
In time series analysis, it is well known that the differencing operator ▽ d may...
The political economy of budgeting in Africa, 1971–1991
The political economy of budgeting in Africa, 1971–1991
1997,
This paper uses times series cross national data and the Hicks–Kubisch...
State realization with exogenous variables – a test on blast furnace data
State realization with exogenous variables – a test on blast furnace data
1996,
In this study we present some preliminary evidence on state space modelling of the hot...
Production analysis in different time periods: An application of data envelopment analysis
Production analysis in different time periods: An application of data envelopment analysis
1995,
This article explores a new application of Data Envelopment Analysis (DEA) for...
New methods for combining forecasts
New methods for combining forecasts
1998,
New methods for combining forecasts are introduced. The combined forecast for the next...
Formal aspects of model validity and validation in system dynamics
Formal aspects of model validity and validation in system dynamics
1996,
Model validation constitutes a very important step in system dynamics methodology....
Calendar effects in the sales of gasoline
Calendar effects in the sales of gasoline
1997,
The general behaviour of the gasoline sales contains calendar effects due to changing...
An improved approach for estimating the mean and standard deviation of a subjective probability distribution
An improved approach for estimating the mean and standard deviation of a subjective probability distribution
1997,
The literature offers many formulas for estimating the mean and standard deviation of...
Autoregressive to anything: Time-series input processes for simulation
Autoregressive to anything: Time-series input processes for simulation
1996,
We develop a model for representing stationary time series with arbitrary marginal...
The Multivariate GINAR(p) process
The Multivariate GINAR(p) process
1997,
A criterion is given for the existence of a stationary and causal multivariate...
Unfunded pension obligations as a source of fiscal illusion for state governments
Unfunded pension obligations as a source of fiscal illusion for state governments
1997,
Prior research has examined the relationship between government expenditures and the...
Structural budget reform: Does it affect budget deliberations?
Structural budget reform: Does it affect budget deliberations?
1997,
This study explores the extent to which budget reforms (performance budgeting, PPBS...
Fixation in bisexual models with variable population sizes
Fixation in bisexual models with variable population sizes
1997,
A general exchangeable bisexual model with variable population sizes is introduced....
Safety stock determination with serially correlated demand in a periodic-review inventory system
Safety stock determination with serially correlated demand in a periodic-review inventory system
1997,
We consider a periodic-review inventory replenishment model with an order-up-to-R...
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