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Prediction of stock prices is an issue of interest to financial markets. Many prediction techniques have been reported …
Persistent link: https://www.econbiz.de/10009440856
This paper presents a novel methodology for multi-scale and multi-type spatial data integration in support of insect pest risk/vulnerability assessment in the contiguous United States. Probability of gypsy moth (Lymantria dispar L.) establishment is used as a case study. A neural network...
Persistent link: https://www.econbiz.de/10009429505
In this research, a taxonomy of known electricity demand forecasting techniques is presented based on extensive empirical studies. In addition, a decision strategy for selecting an electricity demand forecasting method has been presented. The strategy has been formulated based on an eight-factor...
Persistent link: https://www.econbiz.de/10011622090
forecasting warranty claims: the first isa weighted support vector regression (SVR) model and the second is a weightedSVR …
Persistent link: https://www.econbiz.de/10009463135
In this paper, we present the FC direct trust value-based decision making methodology, for making direct trust value based decisions regarding interactions in (a) a given context and during the current time slot, and (b) a given context and at a future time slot. The direct trust value-based...
Persistent link: https://www.econbiz.de/10009434831
Motivated by the problem of setting prediction intervals in time series analysis, we suggest two new methods for …
Persistent link: https://www.econbiz.de/10009437734
Dynamic recrystallisation (DRX) is an important aspect for industrial applications in hot metal working. Although DRX has been known for more than thirty years, its mechanisms have never been precisely investigated, in part because it was not readily possible to make local texture measurements....
Persistent link: https://www.econbiz.de/10009465601
Standard statistical methods in the empirical economics and finance literature are mostly applicable to data that is aggregated on equally spaced time points. However, a key characteristic of many economic and financial variables is that they occur randomly and are observed irregularly in time....
Persistent link: https://www.econbiz.de/10009475353
We describe a class of sparse latent factor models, called graphical factor models (GFMs), and relevant sparse learning algorithms for posterior mode estimation. Linear, Gaussian GFMs have sparse, orthogonal factor loadings matrices, that, in addition to sparsity of the implied covariance...
Persistent link: https://www.econbiz.de/10009475411
forecasting algorithms. Often there are questions how to choose the algorithm for prediction and how to prepare for work with a … particular prediction task. This paper describes an experimental model which allows to assess and accelerate the re-analysis of … different algorithms for prediction tasks. The model is based on the DMX, SQL templates, and assessment methods for analysis of …
Persistent link: https://www.econbiz.de/10009478262