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of multi-channel customer contact, organizational decision-makers often rely on robust but simplistic forecasting methods …. Although forecasting literature indicates that incorporating additional information into time series predictions adds value by … for call center arrivals' forecasting that is able to capture the dynamics of a time series and to include contextual …
Persistent link: https://www.econbiz.de/10014501665
behaviors in any given situation. This work presents several scalable frameworks for modeling and forecasting agent behavior …, particularly in the realm of international security dynamics. A probabilistic logic formalism for modeling and forecasting behavior … of this problem, forecasting methods are also introduced that operate directly on time series data, rather than an …
Persistent link: https://www.econbiz.de/10009450648
the field of the electricity price forecasting. Thus, it gives a new impact for further research enabling development of …
Persistent link: https://www.econbiz.de/10014773862
uses daily Taiwan Stock Exchange Capitalization Weighted Stock Index as the forecasting target. Regime switches in in … applied to other time series, such as Dow Jones or NASDAQ. Originality/value – Previous studies contribute to the forecasting … of regime switches. The forecasting results are validated with the real event. One of the forecasted regime switches …
Persistent link: https://www.econbiz.de/10014933345
-step-ahead forecastabilities by employing four major forecasting evaluation criteria, and compares two different currencies— the Pakistan rupee and …
Persistent link: https://www.econbiz.de/10010905735
A Kalman filter for application to stationary or non-stationary time series is proposed. A major feature is a new initialisation method to accommodate non-stationary time series. The filter works on time series with missing values at any point of time including the initialisation phase. It can...
Persistent link: https://www.econbiz.de/10004966126
A Kalman filter, suitable for application to a stationary or a non-stationary time series, is proposed. It works on time series with missing values. It can be used on seasonal time series where the associated state space model may not satisfy the traditional observability condition. A new...
Persistent link: https://www.econbiz.de/10005581117
The basic ideals underlying the Kalman filter are outlined in this paper without direct recourse to the complex formulae normally associated with this method. The novel feature of the paper is its reliance on a new algebraic system based on the first two moments of the multivariate normal...
Persistent link: https://www.econbiz.de/10005581165
forecasting methods. The present paper critically evaluates the electricity demand forecasting methodology and proposes a …
Persistent link: https://www.econbiz.de/10005626875
In this paper, a Bayesian version of the exponential smoothing method of forecasting is proposed. The approach is based …
Persistent link: https://www.econbiz.de/10005125279