Search Results - subject:"Time Series Model"

A data-cleaning augmented Kalman filter for robust estimation of state space models

Marczak, Martyna; Proietti, Tommaso; Grassi, Stefano - 2015

basic structural time series model, a popular unobserved components model in the analysis of seasonal time series. First, a …

Persistent link: https://www.econbiz.de/10011379777

A data-cleaning augmented Kalman filter for robust estimation of state space models

Marczak, Martyna; Proietti, Tommaso; Grassi, Stefano - 2015

basic structural time series model, a popular unobserved components model in the analysis of seasonal time series. First, a …

Persistent link: https://www.econbiz.de/10011377755

Growth of real GDP and total factor productivity in Asia with an emphasis on Malaysian growth

Das, Sibabrata; Upadhyay, Mukti P. - In: Atlantic economic journal : AEJ 47 (2019) 4, pp. 391-413

Persistent link: https://www.econbiz.de/10012320123

The persistence-based decomposition (PBD) time series model : theory and empirical application

Rende, Jonas; Krauss, Christopher; Clegg, Matthew - In: Essays on financial time series analysis, (pp. 47-84). 2019

Persistent link: https://www.econbiz.de/10012321322

Foreign direct investment and economic growth in india : a sector-specific analysis

Jana, Shib Sankar; Sahu, Tarak Nath; Pandey, Krishna Dayal - In: Asia-Pacific journal of management research and innovation 15 (2019) 1/2, pp. 53-67

Persistent link: https://www.econbiz.de/10012160598

Forecasting seasonal tourism demand using a multiseries structural time series method

Chen, Jason Li; Li, Gang; Wu, Chenguang; Shen, Shujie - In: Journal of travel research : a quarterly publication of … 58 (2019) 1, pp. 92-103

Persistent link: https://www.econbiz.de/10011982242

Outlier detection in structural time series models: The indicator saturation approach

Marczak, Martyna; Proietti, Tommaso - 2014

Structural change affects the estimation of economic signals, like the underlying growth rate or the seasonally adjusted series. An important issue, which has at- tracted a great deal of attention also in the seasonal adjustment literature, is its detection by an expert procedure. The...

Persistent link: https://www.econbiz.de/10010398373

Estimating the rebound effect of technological improvement in Iran’s industry sector

Mousavi, Mirhossein; Mash'hadi Rajabi, Mona; … - International Institute of Social and Economic Sciences - 2014

therefore uses Structural Time Series Model to estimate natural gas demand in Iran`s industry sector during 1988 to 2009 and …

Persistent link: https://www.econbiz.de/10011210161

A Dynamic Weighted Distancedbased Fuzzy Time Series Neural Network with Bootstrap Model for Option Price Forecasting

Yang, Chih-Chung; Leu, Yungho; Lee, Chien-Pang - In: Journal for Economic Forecasting (2014) 2, pp. 115-129

series neural network with bootstrap model, is composed of a dynamic n-order 2-factor fuzzy time series model, a radial basis … function neural network model and a bootstrap method. In the proposed model, the dynamic n-order 2-factor fuzzy time series … model can automatic choose the best n-order for searching similar data from historical data and, then, build a training …

Persistent link: https://www.econbiz.de/10010797473

Outlier Detection in Structural Time Series Models: the Indicator Saturation Approach

Marczak, Martyna; Proietti, Tommaso - Centro di Studi Internazionali Sull'Economia e la … - 2014

Structural change affects the estimation of economic signals, like the underlying growth rate or the seasonally adjusted series. An important issue, which has attracted a great deal of attention also in the seasonal adjustment literature, is its detection by an expert procedure. The...

Persistent link: https://www.econbiz.de/10010884955