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  • Search: subject:"Nonlinear forecasting"
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Year of publication
Subject
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nonlinear forecasting 15 Prognoseverfahren 10 Forecasting model 8 kernel methods 8 High dimensionality 7 Nonlinear forecasting 6 Nichtlineare Regression 5 Nonlinear regression 5 ridge regression 5 Zeitreihenanalyse 4 nonlinear modelling 4 Time series analysis 3 forecast combination 3 forecast evaluation 3 high dimensionality 3 neural network model 3 shrinkage estimation 3 Alpha Coefficient 2 Appropriate Distribution for Shipping since 1741 2 Bai-Perron test 2 Estimation theory 2 Forecasting Turbulences to 2035 2 Kernel methods 2 Market power 2 Marktmacht 2 Monte Carlo simulation 2 Monte-Carlo-Simulation 2 Neuronale Netze 2 Nichtlineares Verfahren 2 Nonlinear Forecasting 2 Out-of-sample forecasts 2 Power Laws 2 Regression analysis 2 Regressionsanalyse 2 Schifffahrt 2 Schätztheorie 2 Shipping 2 Spain 2 Terrorism 2 Theorie 2
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Online availability
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Free 13 Undetermined 9
Type of publication
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Book / Working Paper 16 Article 11
Type of publication (narrower categories)
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Article in journal 6 Aufsatz in Zeitschrift 6 Working Paper 5 Arbeitspapier 2 Graue Literatur 2 Non-commercial literature 2
Language
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Undetermined 15 English 12
Author
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Exterkate, Peter 10 Dijk, Dick van 6 Heij, Christiaan 6 Teräsvirta, Timo 5 Groenen, Patrick J.F. 4 Medeiros, Marcelo C. 3 van Dijk, Dick 3 Alvarez-Diaz, Marcos 2 Enders, Walter 2 Groenen, Patrick J. F. 2 Liu, Yu 2 Prodan, Ruxandra 2 Campante, Filipe R. 1 Chen, Xikang 1 Goulielmos, Alexander M. 1 Goulielmos, Alexandros M. 1 Govekar, Edvard 1 Guo, Ju-E 1 Jeromen, Andrej 1 Lee, Jinu 1 Lundbergh, Stefan 1 Medeiros, Marcelo 1 Medeiros, Marcelo Cunha 1 Potočnik, Primož 1 RUGE-MURCIA, Francisco J. 1 Rech, Gianluigi 1 Soldo, Božidar 1 Tak, Nihat 1 Vereda, Luciano 1 Yang, Cuihong 1 Šarić, Tomislav 1 Šimunović, Goran 1
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Institution
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Economics Institute for Research (SIR), Handelshögskolan i Stockholm 3 School of Economics and Management, University of Aarhus 2 Tinbergen Instituut 2 Departamento de Economia, Pontifícia Universidade Católica do Rio de Janeiro 1 Département de Sciences Économiques, Université de Montréal 1 Society for Computational Economics - SCE 1 Tinbergen Institute 1
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Published in...
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SSE/EFI Working Paper Series in Economics and Finance 3 Tinbergen Institute Discussion Papers 3 CREATES Research Papers 2 Discussion paper / Tinbergen Institute 2 International Journal of Monetary Economics and Finance 2 Tinbergen Institute Discussion Paper 2 Applied Energy 1 Cahiers de recherche 1 Computational economics 1 Computing in Economics and Finance 2002 1 Defence and Peace Economics 1 Defence and peace economics 1 Economic Systems Research 1 International journal of forecasting 1 Inventi impact: international trade 1 Journal of time series econometrics 1 Modern economy 1 Texto para discussão 1 Textos para discussão 1
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Source
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RePEc 16 ECONIS (ZBW) 8 EconStor 3
Showing 1 - 10 of 27
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A novel ARMA type possibilistic fuzzy forecasting functions based on grey-wolf optimizer (ARMA-PFFs)
Tak, Nihat - In: Computational economics 59 (2022) 4, pp. 1539-1556
Persistent link: https://www.econbiz.de/10013261999
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A neural network method for nonlinear time series analysis
Lee, Jinu - In: Journal of time series econometrics 11 (2019) 1, pp. 1-18
Persistent link: https://www.econbiz.de/10012022813
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Nonlinear Forecasting With Many Predictors Using Kernel Ridge Regression
Exterkate, Peter; Groenen, Patrick J.F.; Heij, Christiaan; … - School of Economics and Management, University of Aarhus - 2013
This paper puts forward kernel ridge regression as an approach for forecasting with many predictors that are related nonlinearly to the target variable. In kernel ridge regression, the observed predictor variables are mapped nonlinearly into a high-dimensional space, where estimation of the...
Persistent link: https://www.econbiz.de/10010851287
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The nature of economic turbulence : the power destructing economies, with application to shipping
Goulielmos, Alexandros M. - In: Modern economy 9 (2018) 5, pp. 1023-1044
Persistent link: https://www.econbiz.de/10011872491
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The nature of economic turbulence : the power destructing economies, with application to shipping
Goulielmos, Alexander M. - In: Inventi impact: international trade (2018) 4, pp. 230-251
Persistent link: https://www.econbiz.de/10012242556
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Model Selection in Kernel Ridge Regression
Exterkate, Peter - School of Economics and Management, University of Aarhus - 2012
Kernel ridge regression is gaining popularity as a data-rich nonlinear forecasting tool, which is applicable in many …
Persistent link: https://www.econbiz.de/10010851278
Saved in:
Cover Image
Nonlinear Forecasting with Many Predictors using Kernel Ridge Regression
Exterkate, Peter; Groenen, Patrick J.F.; Heij, Christiaan; … - 2011
This paper puts forward kernel ridge regression as an approach for forecasting with many predictors that are related nonlinearly to the target variable. In kernel ridge regression, the observed predictor variables are mapped nonlinearly into a high-dimensional space, where estimation of the...
Persistent link: https://www.econbiz.de/10010325897
Saved in:
Cover Image
Modelling Issues in Kernel Ridge Regression
Exterkate, Peter - 2011
Kernel ridge regression is gaining popularity as a data-rich nonlinear forecasting tool, which is applicable in many …
Persistent link: https://www.econbiz.de/10010326392
Saved in:
Cover Image
Nonlinear Forecasting with Many Predictors using Kernel Ridge Regression
Exterkate, Peter; Groenen, Patrick J.F.; Heij, Christiaan; … - Tinbergen Instituut - 2011
This paper puts forward kernel ridge regression as an approach for forecasting with many predictors that are related nonlinearly to the target variable. In kernel ridge regression, the observed predictor variables are mapped nonlinearly into a high-dimensional space, where estimation of the...
Persistent link: https://www.econbiz.de/10011256969
Saved in:
Cover Image
Nonlinear Forecasting with Many Predictors using Kernel Ridge Regression
Exterkate, Peter; Groenen, Patrick J.F.; Heij, Christiaan; … - Tinbergen Institute - 2011
This paper puts forward kernel ridge regression as an approach for forecasting with many predictors that are related nonlinearly to the target variable. In kernel ridge regression, the observed predictor variables are mapped nonlinearly into a high-dimensional space, where estimation of the...
Persistent link: https://www.econbiz.de/10008838536
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