Narrow search
Showing 1 - 10 of 13,778
Cover Image
“Forecasting Business surveys indicators: neural networks vs. time series models”
Claveria, Oscar; Torra, Salvador - Institut de Recerca en Economia Aplicada (IREA), … - 2013
The objective of this paper is to compare different forecasting methods for the short run forecasting of Business … Survey Indicators. We compare the forecasting accuracy of Artificial Neural Networks (ANN) vs. three different time series … to 2008, using the last eight quarters for comparing the forecasting accuracy of the different techniques. ANN and ARIMA …
Persistent link: https://www.econbiz.de/10010710607
Cover Image
“Self-organizing map analysis of agents' expectations. Different patterns of anticipation of the 2008 financial crisis”
Claveria, Oscar; Monte, Enric; Torra, Salvador - Facultat d'Economia i Empresa, Universitat de Barcelona - 2015
. Conversely, in countries where expectations show a smooth transition towards recession, ARIMA models show the best forecasting …
Persistent link: https://www.econbiz.de/10011194342
Cover Image
Machine learning advances for time series forecasting
Masini, Ricardo P.; Medeiros, Marcelo C.; Mendes, Eduardo F. - 2020
series forecasting. We consider both linear and nonlinear alternatives. Among the linear methods we pay special attention to …
Persistent link: https://www.econbiz.de/10012390030
Cover Image
Machine learning advances for time series forecasting
Masini, Ricardo P.; Medeiros, Marcelo C.; Mendes, Eduardo F. - In: Journal of economic surveys 37 (2023) 1, pp. 76-111
Persistent link: https://www.econbiz.de/10014287800
Cover Image
Forecasting tourism demand to Catalonia : neural networks vs. time series models
Claveria, Oscar; Torra, Salvador - In: Economic modelling 36 (2014), pp. 220-228
Persistent link: https://www.econbiz.de/10010412358
Cover Image
A self-organizing map analysis of survey-based agents' expectations before impending shocks for model selection : the case of the 2008 financial crisis
Claveria, Oscar; Monte, Enric; Torra, Salvador - In: International economics : a journal published by CEPII … 146 (2016), pp. 40-58
Persistent link: https://www.econbiz.de/10011623524
Cover Image
Forecasting tourism demand to Catalonia: Neural networks vs. time series models
Claveria, Oscar; Torra, Salvador - In: Economic Modelling 36 (2014) C, pp. 220-228
The increasing interest aroused by more advanced forecasting techniques, together with the requirement for more … evaluate the forecasting performance of neural modelling relative to that of time series methods at a regional level … compare the forecasting performance of linear models to that of nonlinear alternative approaches. Pre-processed official …
Persistent link: https://www.econbiz.de/10010729816
Cover Image
Forecasting economic activity using a neural network in uncertain times : Monte Carlo evidence and application to the German GDP
Holtemöller, Oliver; Kozyrev, Boris - Leibniz-Institut für Wirtschaftsforschung Halle - 2024
In this study, we analyzed the forecasting and nowcasting performance of a generalized regression neural network (GRNN …
Persistent link: https://www.econbiz.de/10014496850
Cover Image
Machine learning advances for time series forecasting
Masini, Ricardo P.; Medeiros, Marcelo C.; Mendes, Eduardo F. - 2020
series forecasting. We consider both linear and nonlinear alternatives. Among the linear methods we pay special attention to …
Persistent link: https://www.econbiz.de/10012817069
Cover Image
The Link Between Statistical Learning Theory and Econometrics: Applications in Economics, Finance, and Marketing
Maasoumi, Esfandiar; Medeiros, Marcelo - In: Econometric Reviews 29 (2010) 5-6, pp. 470-475
Statistical Learning refers to statistical aspects of automated extraction of regularities (structure) in datasets. It is a broad area which includes neural networks, regression-trees, nonparametric statistics and sieve approximation, boosting, mixtures of models, computational complexity,...
Persistent link: https://www.econbiz.de/10008691632