Search Results - subject:"data sampling"

Evaluating the Impact of Data Quality on Sampling

Hulse, Jason Van; Khoshgoftaar, Taghi M.; Napolitano, Amri - In: Journal of Information & Knowledge Management (JIKM) 10 (2011) 03, pp. 225-245

data is of low quality or the size of the training dataset is small. Data sampling is a commonly used method for improving … distribution — on data sampling techniques. We present the performance of four common data sampling techniques using 11 learning … sampling, however, may not improve performance for relatively clean but imbalanced datasets, (3) data sampling can be very …

Persistent link: https://www.econbiz.de/10009274280

Forecasting correlations during the late-2000s financial crisis: short-run component, long-run component, and structural breaks

Audrino, Francesco - School of Economics and Political Science, Universität … - 2011

We empirically investigate the predictive power of the various components affecting correlations that have been recently introduced in the literature. We focus on models allowing for a flexible specification of the short-run component of correlations as well as the long-run component. Moreover,...

Persistent link: https://www.econbiz.de/10009003405

Makroökonomische Prognosen mit gemischten Frequenzen

Wohlrabe, Klaus - In: Ifo-Schnelldienst 62 (2009) 21, pp. 22-33

Die Prognose von makroökonomischen Zeitreihen steht häufig vor dem Problem, dass die verwendeten Indikatoren und die Zielzeitreihe in verschiedenen Frequenzen vorliegen. So ist das Bruttoinlandsprodukt nur auf Quartalsbasis verfügbar, während die meisten Indikatoren, wie z.B. das ifo...

Persistent link: https://www.econbiz.de/10003900259