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The objective of this paper is to compare different forecasting methods for the short run forecasting of Business … Survey Indicators. We compare the forecasting accuracy of Artificial Neural Networks (ANN) vs. three different time series … to 2008, using the last eight quarters for comparing the forecasting accuracy of the different techniques. ANN and ARIMA …
Persistent link: https://www.econbiz.de/10010710607
. Conversely, in countries where expectations show a smooth transition towards recession, ARIMA models show the best forecasting …
Persistent link: https://www.econbiz.de/10011194342
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
Statistical Learning refers to statistical aspects of automated extraction of regularities (structure) in datasets. It is a broad area which includes neural networks, regression-trees, nonparametric statistics and sieve approximation, boosting, mixtures of models, computational complexity,...
Persistent link: https://www.econbiz.de/10008691632
In this paper, the exchange rate forecasting performance of neural network models are evaluated against the random walk … general, neural network models perform better than the traditionally used time series models in forecasting exchange rates. …
Persistent link: https://www.econbiz.de/10008538946
In this paper, the exchange rate forecasting performance of neural network models are evaluated against the random walk … general, neural network models perform better than the traditionally used time series models in forecasting exchange rates. …
Persistent link: https://www.econbiz.de/10005225834
In this paper I compare different models, a linear and a non-linear one, for forecasting industrial production by means … promising, as the forecasting performance shows a clear improvement over the linear parametric model. …
Persistent link: https://www.econbiz.de/10008518404
Business surveys are an important element in the analysis of the short-term economic situation because of the timeliness and nature of the information they convey. Especially, surveys are often involved in econometric models in order to provide an early assessment of the current state of the...
Persistent link: https://www.econbiz.de/10010738446
n this paper I compare different models, a linear and a non-linear one, for forecasting industrial production by means … promising, as the forecasting performance shows a clear improvement over the linear parametric model. …
Persistent link: https://www.econbiz.de/10011111454
to modeling and forecasting time series: linear approach and nonlinear approach. Linear models [2] were used for a long …
Persistent link: https://www.econbiz.de/10010839011