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Nonlinear inflation forecasting with recurrent neural networks

Almosova, Anna; Andresen, Niek - In: Journal of Forecasting 42 (2022) 2, pp. 240-259

time‐series in general and inflation in particular, we investigate if the forecasting performance can be improved even …

Persistent link: https://www.econbiz.de/10014503715

Multiple time series forecasting using quasi-randomized functional link neural networks

Moudiki, Thierry; Planchet, Frédéric; Cousin, Areski - In: Risks 6 (2018) 1, pp. 1-20

We are interested in obtaining forecasts for multiple time series, by taking into account the potential nonlinear relationships between their observations. For this purpose, we use a specific type of regression model on an augmented dataset of lagged time series. Our model is inspired by dynamic...

Persistent link: https://www.econbiz.de/10011996579

Machine learning advances for time series forecasting

Masini, Ricardo P.; Medeiros, Marcelo C.; Mendes, Eduardo F. - 2020

series forecasting. We consider both linear and nonlinear alternatives. Among the linear methods we pay special attention to …

Persistent link: https://www.econbiz.de/10012817069

Moody's ratings statistical forecasting for industrial and retail firms

Caridad y López del Río, Lorena; García-Moreno … - In: Economies 9 (2021) 4, pp. 1-15

Long-term ratings of companies are obtained from public data plus some additional nondisclosed information. A model based on data from firms' public accounts is proposed to directly obtain these ratings, showing fairly close similitude with published results from Credit Rating Agencies. The...

Persistent link: https://www.econbiz.de/10013199892

Forecasting with artificial network models

Rech, Gianluigi - 2002

This paper contains a forecasting exercise on 30 time series, ranging on several fields, from economy to ecology. The …

Persistent link: https://www.econbiz.de/10010281250

Forecasting Indian Goods and Services Tax revenue using TBATS, ETS, Neural Networks, and hybrid time series models

Thayyib, P. V.; Thorakkattle, Muhammed Navas; Usmani, Faisal - In: Cogent Economics & Finance 11 (2023) 2, pp. 1-23

This study focuses on the crucial task of forecasting tax revenue for India, specifically the Goods and Services Tax … non-compliance, posing challenges for accurate forecasting. Traditional time-series forecasting methods like ARIMA …, assuming linearity, often yield inaccurate results. To address this, we explore alternative forecasting models, including …

Persistent link: https://www.econbiz.de/10015074646

Information governance in smart grids: A Common Information Platform (CIP)

Brandstätt, Christine; Brunekreeft, Gert; Buchmann, Marius - 2014

The commercial value added in electricity distribution networks and smart grids is increasing. Concerns about competition on a level-playing field are raised and the debate on vertical network unbundling is beginning to address the level of the distribution networks. With regard to the...

Persistent link: https://www.econbiz.de/10010421012

China in between varieties of capitalism and communism

Csanadi, Maria - 2016

This paper is challenging mainstream views about the contemporary Chinese system as a developmental state and a variety of capitalism. Based on a comparative analytical model (Csanádi, 1997, 2006) I will demonstrate that in China the general features of a communist system prevail to date, and...

Persistent link: https://www.econbiz.de/10011516983

An economic analysis of used electric vehicle batteries integrated into commercial building microgrids

Beer, Sebastian; Gómez, Tomás; Dallinger, David; … - 2011

Current policies in the U.S. and other countries are trying to stimulate electric transportation deployment. Consequently, plug-in electric vehicle (PEV) adoption will presumably spread among vehicle users. With the increased diffusion of PEVs, lithium-ion batteries will also enter the market on...

Persistent link: https://www.econbiz.de/10010306219

Optimizing plug-in electric vehicle charging in interaction with a small office building

Momber, Ilan; Dallinger, David; Beer, Sebastian; Gomez, … - 2011

This paper considers the integration of plug-in electric vehicles (PEVs) in micro-grids. Extending a theoretical framework for mobile storage connection, the economic analysis here turns to the interactions of commuters and their driving behavior with office buildings. An illustrative example...

Persistent link: https://www.econbiz.de/10010306920