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consequent forecasting of a component to deal with trends and seasonality in the data. While the short-term seasonal components … electricity spot price modeling the importance of the seasonal decomposition is neglected and the problem of forecasting it is not … considered. With this paper we want to fill the gap and present a thorough study on estimation and forecasting of the LTSC of …
Persistent link: https://www.econbiz.de/10011112241
finance; for such tasks as pattern reorganization, and time series forecasting, have dramatically increased. Many central … banks use forecasting models based on ANN methodology for predicting various macroeconomic indicators, like inflation, GDP … ANN model with conventional univariate time series forecasting models such as AR(1) and ARIMA based models and observed …
Persistent link: https://www.econbiz.de/10011112612
Sornette et al. (1996), Sornette and Johansen (1997), Johansen et al. (2000) and Sornette (2003a) proposed that, prior to crashes, the mean function of a stock index price time series is characterized by a power law decorated with log-periodic oscillations, leading to a critical point that...
Persistent link: https://www.econbiz.de/10011113835
explosion of stochastic mortality models forecasting trends in mortality data in order to anticipate future life expectancy and …
Persistent link: https://www.econbiz.de/10011206890
In the paper it has been analyzed specific character of building economy; developed a model of branch forecasting … belongs to demand forecasting. Demand form three components: 1) enterprisal demand for industrial construction and other type …
Persistent link: https://www.econbiz.de/10005087513
finance; for such tasks as pattern reorganization, and time series forecasting, have dramatically increased. Many central … banks use forecasting models based on ANN methodology for predicting various macroeconomic indicators, like inflation, GDP … ANN model with conventional univariate time series forecasting models such as AR(1) and ARIMA based models and observed …
Persistent link: https://www.econbiz.de/10005835473
The paper compares one-period ahead forecasting performance of linear vector-autoregressive (VAR) models and single …
Persistent link: https://www.econbiz.de/10008541474
the CCA subspace algorithm, including a density forecasting analysis. …
Persistent link: https://www.econbiz.de/10005260280
from internet search queries performed on the search engine Google. The forecasting performance of the Google Inflation …, Survey of Professional Forecasters, and the Michigan Survey. While useful in developing models of forecasting inflation …
Persistent link: https://www.econbiz.de/10009647210
, are relevant to forecasting economic growth and stock returns, and whether they contain information that is orthogonal to …
Persistent link: https://www.econbiz.de/10009647399