In the econometric literature simulation techniques are suggested for estimating standard errors of forecasts, especially in case of nonlinear models, where explicit analytic formulae are not available. For this purpose analytic simulation on coefficients, Monte Carlo on coefficients, Monte...

Aiming at optimal prediction of the correct note corresponding to a vocal time series we trained a classification algorithm on the basis of parts of interpretations of Tochter Zion (Händel) and tested the algorithm on the remaining parts. As classification algorithm we use a radial basis...

In this paper we describe a computer intensive method to find the ridge parameter in a prediction oriented linear model. With the help of a factorial experimental design the method is tested and compared to a classical one.