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Hassani, Hossein; Mahmoudvand, Rahim - 2018

Persistent link: https://www.econbiz.de/10011898779

Hassani, Hossein; Mahmoudvand, Rahim - 2018

This book provides a broad introduction to computational aspects of Singular Spectrum Analysis (SSA) which is a non-parametric technique and requires no prior assumptions such as stationarity, normality or linearity of the series. This book is unique as it not only details the theoretical...

Persistent link: https://www.econbiz.de/10012396746

Adjusting the premium relativities in a bonus-malus system : an integrated approach using the first claim time and the number of claims

Mahmoudvand, Rahim; Tan, Chong It; Abbasi, Narges - In: Asia-Pacific journal of risk and insurance : APJRI 11 (2017) 2, pp. 1-19

Persistent link: https://www.econbiz.de/10011671170

The ENSO cycle and forecastability of global inflation and output growth : evidence from standard and mixed-frequency multivariate singular spectrum analyses

Yeganegi, Mohammad Reza; Hassani, Hossein; Gupta, Rangan - In: Journal of forecasting 42 (2023) 7, pp. 1690-1707

Persistent link: https://www.econbiz.de/10014432753

Forecasting UK industrial production with multivariate singular spectrum analysis

Hassani, Hossein; Heravi, Saeed M.; Žigljavskij, … - In: Journal of forecasting 32 (2013) 5, pp. 395-408

Persistent link: https://www.econbiz.de/10009788817

Optimal linear filtering, smoothing and trend extraction for the m-th differences of a unit root process : a singular spectrum analysis approach

Thomakos, Dimitrios D.; Hassani, Hossein; Patterson, … - 2013

Persistent link: https://www.econbiz.de/10010201220

Forecasting US tourist arrivals using optimal singular spectrum analysis

Hassani, Hossein; Webster, Allan D.; Silva, Emmanuel Sirimal - In: Tourism management : research, policies, practice 46 (2015), pp. 322-335

Persistent link: https://www.econbiz.de/10010486219

Forecasting European industrial production with singular spectrum analysis

Hassani, Hossein; Heravi, Saeed M.; Žigljavskij, … - In: International journal of forecasting 25 (2009) 1, pp. 103-118

Persistent link: https://www.econbiz.de/10003833278

On the use of singular spectrum analysis for forecasting U.S. trade before, during and after the 2008 recession

Silva, Emmanuel Sirimal; Hassani, Hossein - In: International economics : a journal published by CEPII … 141 (2015), pp. 34-49

Persistent link: https://www.econbiz.de/10011539483

Forecasting the price of gold

Hassani, Hossein; Silva, Emmanuel Sirimal; Gupta, Rangan; … - In: Applied economics 47 (2015) 37/39, pp. 4141-4152

Persistent link: https://www.econbiz.de/10011294643