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Modelling high frequency non-financial big time series with an application to jobless claims in Chile

Espasa Terrades, Antoni; Carlomagno, Guillermo - 2023

Persistent link: https://www.econbiz.de/10015173668

Handbook of economic forecasting ; Volume 2

Elliott, Graham (ed.); Timmermann, Allan (ed.) - 2013 - 1. ed.

The highly prized ability to make financial plans with some certainty about the future comes from the core fields of economics. In recent years the availability of more data, analytical tools of greater precision, and ex post studies of business decisions have increased demand for information...

Persistent link: https://www.econbiz.de/10012254696

Handbook of economic forecasting : volume 2B

Elliott, Graham (ed.); Timmermann, Allan (ed.) - 2013

Persistent link: https://www.econbiz.de/10015206743

Modelling the dynamics of stock market in the Gulf Cooperation Council countries : evidence on persistence to shocks

Boubaker, Heni; Saidane, Bassem; Zorgati, Mouna Ben Saad - In: Financial innovation : FIN 8 (2022), pp. 1-22

-linearity, and multiple seasonality or time-varying correlations. Our study indicates that the joint dual long-memory process can …

Persistent link: https://www.econbiz.de/10013272684

Optimal time series forecasting through the GARMA model

Gadhi, Adel Hassan A.; Peiris, Shelton; Allen, David E.; … - In: Econometrics : open access journal 13 (2025) 1, pp. 1-23

This paper examines the use of machine learning methods in modeling and forecasting time series with long memory through GARMA. By employing rigorous model selection criteria through simulation study, we find that the hybrid GARMA-LSTM model outperforms traditional approaches in forecasting...

Persistent link: https://www.econbiz.de/10015408216

Stochastic Seasonality, Contemporaneous Inference, and Forecasting in the Presence of Volatile Weather

Nickelsburg, Jerry - 2017

reveal underlying trends and cycles. The nature of economic seasonal behavior is such that average seasonality, not actual … seasonality, is filtered from the data. First, the paper suggests adjustments of the inference accounts for the stochastic … seasonality. We formalize the issue and present a simple method to the informal inferential practice. Second, we provide a data …

Persistent link: https://www.econbiz.de/10012972987