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Monitoring von Prognosemodellen

Küsters, Ulrich; Becker, Claudia - 2004

Persistent link: https://www.econbiz.de/10003070116

Evaluation, Kombination und Auswahl betriebswirtschaftlicher Prognoseverfahren

Küsters, Ulrich - 2004

Persistent link: https://www.econbiz.de/10003070103

Die Re-Analyse von Monitor-Schwellenwerten und die Entwicklung ARIMA-basierter Monitore für die exponentielle Glättung

Becker, Claudia - 2006 - 1. Aufl.

Berichte aus der Betriebswirtschaft Claudia Becker Die Re-Analyse von Monitor-Schwellenwerten und die Entwicklung ARIMA-basierter Monitore für die exponentielle Glättung Shaker Verlag Aachen...

Persistent link: https://www.econbiz.de/10003386368

A short note on weak priors in Bayesian dynamic linear models

Küsters, Ulrich - 1997

Persistent link: https://www.econbiz.de/10000961133

Forecasting zero-inflated price changes with a Markov switching mixture model for autoregressive and heteroscedastic time series

Kömm, Holger; Küsters, Ulrich - In: International journal of forecasting 31 (2015) 3, pp. 598-608

Persistent link: https://www.econbiz.de/10011474425

Forecasting price decline events for consumer goods

Buchwitz, Benjamin - 2019

Persistent link: https://www.econbiz.de/10012213119

Outlier recognition time paths in Sarimax models : a case study

Küsters, Ulrich - 1996

Persistent link: https://www.econbiz.de/10013408831

SAMSON - ein Programm zur automatischen Prognose von saisonalen Box-Jenkins Modellen

Steffen, Jens Peter; Küsters, Ulrich - 1999

Persistent link: https://www.econbiz.de/10013408854

Forecasting Zero-Inflated Price Changes with a Markov Switching Mixture Model for Autoregressive and Heteroscedastic Time Series

Kömm, Holger - 2015

The weekly change of several German milkbased commodity prices do not only exhibit traditional patterns like mean dependence and volatility clustering, but also a high frequency of zero changes which can not be explained by well known ARIMA-GARCH models. Therefore, we develop a new mixture model...

Persistent link: https://www.econbiz.de/10013036254

Clustering of business cycles in optimal directions found by SIR and DAME

Becker, Claudia; Theis, Winfried - 2002

Persistent link: https://www.econbiz.de/10001742170