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Google Trends have become a popular data source for social science research. We show that for small countries or sub-national regions like U.S. states, underlying sampling noise in Google Trends can be substantial. The data may therefore be unreliable for time series analysis and is furthermore...
Persistent link: https://www.econbiz.de/10012239254
Persistent link: https://www.econbiz.de/10013168178
Singular Spectrum Analysis (SSA) is a powerful tool of analysis and forecasting of time series. The main features of …, forecasting and parameter estimation are demonstrated using case studies. These studies are supplemented with accompanying code …
Persistent link: https://www.econbiz.de/10010719666
-step-ahead forecastabilities by employing four major forecasting evaluation criteria, and compares two different currencies— the Pakistan rupee and …
Persistent link: https://www.econbiz.de/10010905735
behaviors in any given situation. This work presents several scalable frameworks for modeling and forecasting agent behavior …, particularly in the realm of international security dynamics. A probabilistic logic formalism for modeling and forecasting behavior … of this problem, forecasting methods are also introduced that operate directly on time series data, rather than an …
Persistent link: https://www.econbiz.de/10009450648
A Kalman filter for application to stationary or non-stationary time series is proposed. A major feature is a new initialisation method to accommodate non-stationary time series. The filter works on time series with missing values at any point of time including the initialisation phase. It can...
Persistent link: https://www.econbiz.de/10004966126
of multi-channel customer contact, organizational decision-makers often rely on robust but simplistic forecasting methods …. Although forecasting literature indicates that incorporating additional information into time series predictions adds value by … for call center arrivals' forecasting that is able to capture the dynamics of a time series and to include contextual …
Persistent link: https://www.econbiz.de/10014501665
This study was designed: (a) to investigate a simple neural-network solution to forecasting the special class of time … special class of linear time series and that the two-layered network can be a useful forecasting alternative to the widely …
Persistent link: https://www.econbiz.de/10005358651
In this paper, a Bayesian version of the exponential smoothing method of forecasting is proposed. The approach is based …
Persistent link: https://www.econbiz.de/10005125279
A Kalman filter, suitable for application to a stationary or a non-stationary time series, is proposed. It works on time series with missing values. It can be used on seasonal time series where the associated state space model may not satisfy the traditional observability condition. A new...
Persistent link: https://www.econbiz.de/10005581117