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Monitoring von Prognosemodellen

Küsters, Ulrich; Becker, Claudia - 2004

Persistent link: https://www.econbiz.de/10003070116

Evaluation, Kombination und Auswahl betriebswirtschaftlicher Prognoseverfahren

Küsters, Ulrich - 2004

Persistent link: https://www.econbiz.de/10003070103

Die Re-Analyse von Monitor-Schwellenwerten und die Entwicklung ARIMA-basierter Monitore für die exponentielle Glättung

Becker, Claudia - 2006 - 1. Aufl.

Persistent link: https://www.econbiz.de/10003386368

A short note on weak priors in Bayesian dynamic linear models

Küsters, Ulrich - 1997

Persistent link: https://www.econbiz.de/10000961133

Prognose von Geldautomatenumsätzen mit SARIMAX-Modellen : eine Fallstudie

Scholze, Stephan; Küsters, Ulrich - In: Operations research proceedings 2007 : selected papers …, (pp. 283-288). 2008

Persistent link: https://www.econbiz.de/10003717486

Forecasting software : past, present and future

Küsters, Ulrich; McCullough, Bruce D.; Bell, Michael - In: International journal of forecasting 22 (2006) 3, pp. 599-615

Persistent link: https://www.econbiz.de/10003355978

Forecasting zero-inflated price changes with a Markov switching mixture model for autoregressive and heteroscedastic time series

Kömm, Holger; Küsters, Ulrich - In: International journal of forecasting 31 (2015) 3, pp. 598-608

Persistent link: https://www.econbiz.de/10011474425

Konkurrierende Prognoseverfahren für die Lagerhaltung

Küsters, Ulrich; Nieberle, Ekaterina; Speckenbach, Jan - In: Produktionsplanung und -steuerung : Forschungsansätze, …, (pp. 153-178). 2015

Persistent link: https://www.econbiz.de/10011293410

Advancing price comparison sites by forecasting prices of consumer goods

Falkenberg, Anne - 2022

Persistent link: https://www.econbiz.de/10012819366

Forecasting Zero-Inflated Price Changes with a Markov Switching Mixture Model for Autoregressive and Heteroscedastic Time Series

Kömm, Holger - 2015

The weekly change of several German milkbased commodity prices do not only exhibit traditional patterns like mean dependence and volatility clustering, but also a high frequency of zero changes which can not be explained by well known ARIMA-GARCH models. Therefore, we develop a new mixture model...

Persistent link: https://www.econbiz.de/10013036254