finance; for such tasks as pattern reorganization, and time series forecasting, have dramatically increased. Many central … banks use forecasting models based on ANN methodology for predicting various macroeconomic indicators, like inflation, GDP … ANN model with conventional univariate time series forecasting models such as AR(1) and ARIMA based models and observed …

There is no standard economic forecasting procedure that systematically outperforms the others at all horizons and with … forecasting purposes where the traditional ARMA specification is preferred. Accounting for the Easter effect improves the forecast …

We analyse the multihorizon forecasting performance of several strategies to estimate the stationary AR(1) model in a … driftless random walk (RW). In addition, we explore the forecasting performance of pairwise combinations between these …

explosion of stochastic mortality models forecasting trends in mortality data in order to anticipate future life expectancy and …

-- 2010 I exhaustively evaluate the forecasting properties of Bayesian shrinkage in regressions with many predictors. Results …

, thus, making them appropriate for models of large dimensions. A comprehensive forecasting exercise involving TVP-VARs of …