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1
“Effects of removing the trend and the seasonal component on the
forecasting
performance of artificial neural network techniques”
Claveria, Oscar
;
Monte, Enric
;
Torra, Salvador
-
Institut de Recerca en Economia Aplicada (IREA), …
-
2015
This study aims to analyze the effects of data pre-processing on the performance of
forecasting
based on neural network … demand to Catalonia (Spain) and compare the
forecasting
accuracy of four processing methods for the input vector of the … networks: levels, growth rates, seasonally adjusted levels and seasonally adjusted growth rates. When comparing the
forecasting
…
Persistent link: https://www.econbiz.de/10011124425
Saved in:
2
“Effects of removing the trend and the seasonal component on the
forecasting
performance of artificial neural network techniques”
Claveria, Oscar
;
Monte, Enric
;
Torra, Salvador
-
Facultat d'Economia i Empresa, Universitat de Barcelona
-
2015
This study aims to analyze the effects of data pre-processing on the performance of
forecasting
based on neural network … demand to Catalonia (Spain) and compare the
forecasting
accuracy of four processing methods for the input vector of the … networks: levels, growth rates, seasonally adjusted levels and seasonally adjusted growth rates. When comparing the
forecasting
…
Persistent link: https://www.econbiz.de/10011194344
Saved in:
3
OUT-OF-SAMPLE
FORECASTING
PERFORMANCE OF A ROBUST NEURAL EXCHANGE RATE MODEL OF RON/USD
SAMAN, Corina
- In:
Journal for Economic Forecasting
(
2015
)
1
,
pp. 93-106
This paper aims to explore the
forecasting
accuracy of RON/USD exchange rate structural models with monetary …
Persistent link: https://www.econbiz.de/10011265554
Saved in:
4
Forecasting
tourism demand to Catalonia: Neural networks vs. time series models
Claveria, Oscar
;
Torra, Salvador
- In:
Economic Modelling
36
(
2014
)
C
,
pp. 220-228
The increasing interest aroused by more advanced
forecasting
techniques, together with the requirement for more … evaluate the
forecasting
performance of neural modelling relative to that of time series methods at a regional level … compare the
forecasting
performance of linear models to that of nonlinear alternative approaches. Pre-processed official …
Persistent link: https://www.econbiz.de/10010729816
Saved in:
5
Forecasting
exchange rates: a robust regression approach
PREMINGER, Arie
;
FRANCK, Raphael
-
Center for Operations Research and Econometrics (CORE), …
-
2005
approach,based on the S-estimation method, to construct
forecasting
models that are less sensitive to data contamination by … accuracy and sign predictability measures. We find that robust models tend to improve the
forecasting
accuracy of the AR and of …
Persistent link: https://www.econbiz.de/10005008478
Saved in:
6
A Rank-Order Test on the Statistical Performance of Neural Network Models for Regional Labor Market Forecasts
Patuelli, Roberto
;
Longhi, Simonetta
;
Reggiani, Aura
; …
- In:
The Review of Regional Studies
37
(
2007
)
1
,
pp. 64-81
forecasting
tools for regional employment growth. Because of relevant differences in data availability between the former East and …
Persistent link: https://www.econbiz.de/10010547790
Saved in:
7
A Review of Artificial Neural Networks: How Well Do They Perform in
Forecasting
Time Series?
Gómez-Ramos, Elsy
;
Venegas-Martínez, Francisco
- In:
Analítika
6
(
2013
)
2
,
pp. 7-15
general, there are five groups of networks used as
forecasting
tools: 1) Feedforward Networks, like the Multilayer Perceptron …
forecasting
stock indices and exchange rates. The objective is to assess the performance when applying different types of networks … in relation to MLP. It is shown that the MLP is the best network in
forecasting
time series. However, it is shown that …
Persistent link: https://www.econbiz.de/10010755947
Saved in:
8
Applications of Least Mean Square (LMS) Algorithm Regression in Time-Series Analysis
Giovanis, Eleftherios
-
Volkswirtschaftliche Fakultät, …
-
2008
In this paper we present a very brief description of least mean square algorithm with applications in time-series analysis of economic and financial time series. We present some numerical applications; forecasts for the Gross Domestic Product growth rate of UK and Italy, forecasts for S&P 500...
Persistent link: https://www.econbiz.de/10008615050
Saved in:
9
Diagnosis and Prediction of Market Rebounds in Financial Markets
YAN, Wanfeng
;
WOODARD, Ryan
;
SORNETTE, Didier
We introduce the concept of “negative bubbles” as the mirror image of standard financial bubbles, in which positive feedback mechanisms may lead to transient accelerating price falls. To model these negative bubbles, we adapt the Johansen-Ledoit-Sornette (JLS) model of rational expectation...
Persistent link: https://www.econbiz.de/10008922938
Saved in:
10
Hypernormal Densities
Giacomini, Raffaella
;
Gottschling, Andreas
;
Haefke, …
-
Department of Economics, Boston College
-
2002
family finds a variety of applications, of which we illustrate density
forecasting
from models of the AR-ARCH class for U …
Persistent link: https://www.econbiz.de/10004968837
Saved in:
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