Narrow search
Showing 1 - 10 of 13,958
Cover Image
Models and statistical methods in rtrim
Pannekoek, Jeroen; Bogaart, Patrick; Loo, Mark van der - 2018
Persistent link: https://www.econbiz.de/10011943182
Cover Image
Electricity price forecasting accounting for renewable energies : optimal combined forecasts
García-Martos, Carolina; Caro, Eduardo; Sánchez, María J. - In: Journal of the Operational Research Society : OR 66 (2015) 5, pp. 871-884
Persistent link: https://www.econbiz.de/10011302268
Cover Image
A wavelet smoothing method to improve conditional sales forecasting
Michis, Antonis A. - In: Journal of the Operational Research Society : OR 66 (2015) 5, pp. 832-844
Persistent link: https://www.econbiz.de/10011302282
Cover Image
Investor flows and the 2008 boom/bust in oil prices
Singleton, Kenneth J. - In: Management science : journal of the Institute for … 60 (2014) 2, pp. 300-318
Persistent link: https://www.econbiz.de/10010258816
Cover Image
Damped trend exponential smoothing : prediction and control
Sbrana, Giacomo - In: Journal of quantitative economics : official journal of … 10 (2012) 2, pp. 152-159
Persistent link: https://www.econbiz.de/10010338412
Cover Image
Solutions to specification errors in stress testing models
Breeden, Joseph L.; Thomas, Lyn C. - In: Journal of the Operational Research Society : OR 67 (2016) 6, pp. 830-840
Persistent link: https://www.econbiz.de/10011517475
Cover Image
L1-regularization of high-dimensional time-series models with flexible innovations
Medeiros, Marcelo C.; Mendes, Eduardo F. - 2015
We study the asymptotic properties of the Adaptive LASSO (adaLASSO) in sparse, high-dimensional, linear time-series models. We assume that both the number of covariates in the model and the number of candidate variables can increase with the sample size (polynomially or geometrically). In other...
Persistent link: https://www.econbiz.de/10010505038
Cover Image
Additive decomposition and boundary conditions in wavelet-based forecasting approaches
Bašta, Milan - In: Acta oeconomica Pragensia : vědecký časopis Vysoke … 22 (2014) 2, pp. 48-70
Persistent link: https://www.econbiz.de/10010408529
Cover Image
Modeling the Nigerian inflation rates using periodogram and Fourier Series Analysis
Omekara, Chukwuemeka O.; Ekpenyong, Emmanuel J.; … - In: CBN journal of applied statistics 4 (2013) 2, pp. 51-68
This work considers the application of Periodogram and Fourier Series Analysis to model all-items monthly inflation rates in Nigeria from 2003 to 2011. The main objectives are to identify inflation cycles, fit a suitable model to the data and make forecasts of future values. To achieve these...
Persistent link: https://www.econbiz.de/10011474361
Cover Image
Principles and algorithms for forecasting groups of time series : locality and globality
Montero-Manso, Pablo; Hyndman, Rob J.; Liu, Fei; Peng, Bin - 2020
Persistent link: https://www.econbiz.de/10012610903