Showing 1 - 10 of 209
recommend that the Agency adopt this composite forecasting method, that uses time series analysis and current National …
Persistent link: https://www.econbiz.de/10009429494
This paper provides a significant numerical evidence for out-of-sample forecasting ability of linear Gaussian interest …
Persistent link: https://www.econbiz.de/10009465539
Hochdimensionale Regressionsprobleme, die sich dynamisch entwickeln, sind in zahlreichen Bereichen der Wissenschaft anzutreffen. Die Dynamik eines solchen komplexen Systems wird typischerweise mittels der Zeitreiheneigenschaften einer geringen Anzahl von Faktoren analysiert. Diese Faktoren...
Persistent link: https://www.econbiz.de/10009467069
The average hotel manager recognizes the criticality of forecasting. However, most managers are either frustrated by …, monthly and yearly (Wheaton & Rossof, 1998). This provides an opportunity for a time-series forecasting model for revenue … (Weatherford & Kimes, 2003; Banker & Chen, 2006; Schmidgall, 2006). Moreover, time-series forecasting models, if constructed …
Persistent link: https://www.econbiz.de/10009468078
We suggest a theoretical basis for the comparative evaluation of forecasts. Instead of the general assumption that the data is generated from a stochastic model, we classify three stages of prediction experiments: pure non-stochastic prediction of given data, stochastic prediction of given data,...
Persistent link: https://www.econbiz.de/10010293709
This paper develops a set of time series models to provide short-term forecasts (6 to 18 months ahead) of international trade both at the global level and for selected regions. Our results compare favourably to other forecasts, notably by the International Monetary Fund, as measured by standard...
Persistent link: https://www.econbiz.de/10010326691
This Paper proposes a new forecasting method that exploits information from a large panel of time series. The method is …
Persistent link: https://www.econbiz.de/10010328558
analyzing health series data and detecting anomalies: using forecasting methods to predict the next day's value, subtracting the … and analyze the performance of a variety of heuristic methods.Second, we describe improvements for the forecasting of … health data series. The application of weather as a predictor, cross-series covariates, and ensemble forecasting each provide …
Persistent link: https://www.econbiz.de/10009450964
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 orgeometrically). In other...
Persistent link: https://www.econbiz.de/10011807460
In the monthly ifo Business Survey around 9,000 German companies answer questions about their current business situation, expectations and plans for the near future as well as on other business variables. This paper provides an overview of all regular questions (monthly, quarterly, bi-annually,...
Persistent link: https://www.econbiz.de/10013266631