the field of the electricity price forecasting. Thus, it gives a new impact for further research enabling development of …

Purpose – Analyzing and forecasting reliability is increasingly important for enterprises. An accurate product … reliability forecasting model cannot only learn and track a product's reliability and operational performance, but can also offer …

Purpose – The purpose of this paper is to propose an occurrence-based model to improve the forecasting of regime … relationships are taken into account when forecasting. Taiwan Stock Exchange Capitalization Weighted Stock Index is taken as the … forecasting target. Findings – Due to the consideration of occurrences of relationships in forecasting, the out of sample …

uses daily Taiwan Stock Exchange Capitalization Weighted Stock Index as the forecasting target. Regime switches in in … applied to other time series, such as Dow Jones or NASDAQ. Originality/value – Previous studies contribute to the forecasting … of regime switches. The forecasting results are validated with the real event. One of the forecasted regime switches …

Purpose The purpose of this paper is to test whether temporal aggregation matters when constructing hedonic house price … aggregation effect. Findings The results show that temporal aggregation may not be a serious issue when constructing hedonic house … volatilities reveal that indices constructed at the lower level of temporal aggregation are very volatile, suggesting that the …