Evaluating the combined forecasts of the dynamic factor model and the artificial neural network model using linear and nonlinear combining methods
Year of publication: |
December 2016
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Authors: | Babikir, Ali ; Mwambi, Henry |
Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 51.2016, 4, p. 1541-1556
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Subject: | Dynamic factor model | Artificial neural network | Combination forecast | Forecast accuracy | Root-mean-square error | Theorie | Theory | Prognoseverfahren | Forecasting model | Neuronale Netze | Neural networks | Wirtschaftsprognose | Economic forecast | Zeitreihenanalyse | Time series analysis |
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