Similar Search Results

Seasonal Adjustment of an Aggregate Series using Univariate and Multivariate Basic Structural Models

Birrell, C.; Steel, D. G.; Lin, Y. X. - 2010

Time series resulting from aggregation of several sub-series can be seasonally adjusted directly or indirectly. With model-based seasonal adjustment, the sub-series may also be considered as a multivariate system of series and the analysis may be done jointly. This approach has considerable...

Persistent link: https://www.econbiz.de/10009457605

Monte-Carlo Simulation und Fuzzyfizierung qualitativer Informationen bei der Unternehmensbewertung

Klein, Martin - 2011

Modell überführt werden. Anders als beim klassischen DCF-Modell werden im Rahmen der Monte-Carlo Simulation als …. Dennoch unterliegt auch die Monte-Carlo Simulation einigen Limitationen, die in der praxisorientierten Unternehmensbewertung … Weiterverarbeitung in der Monte-Carlo Simulation zugänglich gemacht werden können.Schließlich erfordert die anwendungsorientierte …

Persistent link: https://www.econbiz.de/10009451171

Modeling Resource, Infrastructure, and Policy Cost Layers for Optimizing Renewable Energy Investment and Deployment

Sukumar, Sreenivas R; Olama, Mohammed M; Shankar, … - 2010

incentives. The framework is intended as an enabler for visualization, optimization and decision making across diverse dimensions …

Persistent link: https://www.econbiz.de/10009436785

Operations Research Methods Applied to Workflow in a Medical Records Department

Edna Chan, S.-Y.; Ohlmann, Jeff; Dunbar, Steven; … - 2002

optimal worker schedule and designed a simulation model to represent the workflow of the transcription function of a medical …

Persistent link: https://www.econbiz.de/10009477346

Analysis of high dimensional multivariate stochastic volatility models

Chib, Siddhartha; Nardari, Federico; Shephard, Neil - 2006

algorithm (which relies on MCMC methods) are: (1) a reduced blocking scheme for sampling the free elements of the loading matrix … and the factors and (2) a special method for sampling the parameters of the univariate SV process. The resulting algorithm … is scalable in terms of series and factors and simulation-efficient. Methods for estimating the log-likelihood function …

Persistent link: https://www.econbiz.de/10009441545

Adaptive Estimation and Prediction of Univariate Vehicular Traffic Condition Series

Guo, Jianhua - 2005

Aimed at providing the anticipatory ability for the proactive traffic control systems, a new adaptive online short-term univariate traffic condition forecasting method is presented in this dissertation by assimilating knowledge from previous research. Using 15-minute traffic flow series as a...

Persistent link: https://www.econbiz.de/10009431160

System-dynamics-based modeling of business simulation algorithms

Gold, Steven - 2005

-dynamics-basedd interactive model of a business enterprise simulation is developed consisting of 18 equations. The model draws heavily on the …

Persistent link: https://www.econbiz.de/10009459196

<<A>> software framework for data based analysis

Krätzig, Markus - 2005

, insbesondere der Zeitreihenanalyse liegt. Das Konzept besteht darin, sämtliche wiederkehrenden Aufgaben mit Hilfe von Java …

Persistent link: https://www.econbiz.de/10009467166

Time series analysis : textbook for students of economics and business administration ; [part 2]

Strohe, Hans Gerhard - 2004

Persistent link: https://www.econbiz.de/10009449118

Decision analysis and risk management : application to climate change and risk detection

2011

We have analyzed the application of decision analysis and risk management tools to solve practical problems associated with Climate Change and Risk Detection in the financial services industry. Geoengineering, which is described as an intentional modification of earth’s environment to mitigate...

Persistent link: https://www.econbiz.de/10009429336