Die Prognose von makroökonomischen Zeitreihen steht häufig vor dem Problem, dass die verwendeten Indikatoren und die … Informationen, die innerhalb einer Periode hinzukommen, in die Prognose einbezogen werden können. Anhand einer Fallstudie für das …

Modelling and forecasting the volatile spot pricing process for electricity presents a number of challenges. For … as possible candidates for explaining the pricing process and evaluate their forecasting ability. These models include …

series models, both linear and non-linear, have smaller out-of-sample forecast errors than the random walk model. These two …

judgmental adjustment of model-based forecasts, whether forecast updates are progressive, on a constrained mixture vector … underwriters and issuing firms in the Japanese corporate bond market, stochastic life table forecasting: a time-simultaneous fan …

The objective of this paper is to compare different forecasting methods for the short run forecasting of Business … Survey Indicators. We compare the forecasting accuracy of Artificial Neural Networks (ANN) vs. three different time series … co-operation with the International Chamber of Commerce. The forecast competition is undertaken for fourteen countries of …

The objective of this paper is to compare different forecasting methods for the short run forecasting of Business … Survey Indicators. We compare the forecasting accuracy of Artificial Neural Networks (ANN) vs. three different time series … co-operation with the International Chamber of Commerce. The forecast competition is undertaken for fourteen countries of …

The increasing interest aroused by more advanced forecasting techniques, together with the requirement for more … evaluate the forecasting performance of neural modelling relative to that of time series methods at a regional level … compare the forecasting performance of linear models to that of nonlinear alternative approaches. Pre-processed official …

judgmental adjustment of model-based forecasts, whether forecast updates are progressive, on a constrained mixture vector … underwriters and issuing firms in the Japanese corporate bond market, stochastic life table forecasting: a time-simultaneous fan …