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Automatic time series modeling and forecasting: a replication case study of forecasting real GDP, the unemployment rate and the impact of leading economic indicators
Guerard, John Baynard; Thomakos, Dimitrios D.; Kyriazi, … - In: Cogent economics & finance 8 (2020) 1, pp. 1-20
We test and report on time series modelling and forecasting using several US. Leading economic indicators (LEI) as an input to forecasting real US. GDP and the unemployment rate. These time series have been addressed before, but our results are more statistically significant using more recently...
Persistent link: https://www.econbiz.de/10012214684
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Distance-based nearest neighbour forecasting with application to exchange rate predictability
Kyriazi, Foteini; Thomakos, Dimitrios D. - In: IMA journal of management mathematics 31 (2020) 4, pp. 469-490
Persistent link: https://www.econbiz.de/10012314033
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Adaptive learning forecasting, with applications in forecasting agricultural prices
Kyriazi, Foteini; Thomakos, Dimitrios D.; Guerard, John … - In: International journal of forecasting 35 (2019) 4, pp. 1356-1369
Persistent link: https://www.econbiz.de/10012305340
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Forecasting with the theta method : theory and applications
Nikolopoulos, Konstantinos - 2019
Cover -- Title Page -- Copyright -- Contents -- Author Biography -- Preface -- Part I Theory, Methods and Models -- Chapter 1 The -legacy -- 1.1 The Origins… -- 1.1.1 The Quest for Causality -- 1.2 The Original Concept: THETA as in THErmosTAt -- 1.2.1 Background: A Decomposition Approach to...
Persistent link: https://www.econbiz.de/10014461444
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ShoTS forecasting : short time series forecasting for management research
Thomakos, Dimitrios D.; Wood, Geoffrey T.; Ioakimidis, … - In: British journal of management 34 (2023) 2, pp. 539-554
Persistent link: https://www.econbiz.de/10014279291
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Explaining and predicting momentum performance shifts across time and sectors
Mamais, Konstantinos; Thomakos, Dimitrios D.; Vlamis, … - In: Journal of forecasting 44 (2025) 3, pp. 960-977
Persistent link: https://www.econbiz.de/10015374212
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Forecasting with the Theta Method : Theory and Applications
Nikolopoulos, Konstantinos - 2018
Cover -- Title Page -- Copyright -- Contents -- Author Biography -- Preface -- Part I Theory, Methods and Models -- Chapter 1 The -legacy -- 1.1 The Origins… -- 1.1.1 The Quest for Causality -- 1.2 The Original Concept: THETA as in THErmosTAt -- 1.2.1 Background: A Decomposition Approach to...
Persistent link: https://www.econbiz.de/10012032072