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Basinwide Comparison of RDI and SPI Within an IWRM Framework
Shokoohi, Alireza; Morovati, Reza - In: Water Resources Management 29 (2015) 6, pp. 2011-2026
world. According to the results, Urmia Lake basin faced the most severe drought condition in the past half century in 1998 … and RDI performance in drought recognition was acceptable and matched in many cases; nevertheless, it was concluded that … RDI is more sensitive to severe drought. While SPI had no long term trend, RDI showed negative trend and an abrupt change …
Persistent link: https://www.econbiz.de/10011241233
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An Integration of Statistics Temporal Methods to Track the Effect of Drought in a Shallow Mediterranean Lake
Myronidis, Dimitrios; Stathis, Dimitrios; Ioannou, … - In: Water Resources Management 26 (2012) 15, pp. 4587-4605
contribution tried to identify whether the rapid decrease of the Lake Doiran (N. Greece) water level was associated with drought … phenomena. Drought characteristics over the study area were revealed by employing the Standardized Precipitation Index (SPI) in … different time scales. Negative trends of the SPI drought index were recognized by using the Mann-Kendall non parametric test …
Persistent link: https://www.econbiz.de/10010847257
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Asymptotic properties of correlation-based principal component analysis
Choi, Jungjun; Yang, Xiye - In: Journal of econometrics 229 (2022) 1, pp. 1-18
Persistent link: https://www.econbiz.de/10013441823
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On the use of spectral value decomposition for the construction of composite indices
Farnia, Luca - 2019
High dimensional composite index makes experts' preferences in setting weights a hard task. In the literature, one of the approaches to derive weights from a data set is Principal Component or Factor Analysis that, although conceptually different, they are similar in results when FA is based on...
Persistent link: https://www.econbiz.de/10011999119
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New lower and upper bounds for communality in factor analysis
Yanai, Haruo; Ichikawa, Masanori - In: Psychometrika 55 (1990) 2, pp. 405-409
Persistent link: https://www.econbiz.de/10005376445
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Application of a multifactor model in enhanced index fund : performance analysis in China
Jeng, Yih; Lee, Chen-ju; Tzang, Shyh-weir - In: Emerging markets finance & trade : a journal of the … 49 (2013), pp. 163-183
Persistent link: https://www.econbiz.de/10010258913
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Forecasting Macedonian GDP : evaluation of different models for short-term forecastin
Jovanovic, Branimir; Petrovska, Magdalena - Narodna Banka na Republika Makedonija - 2010
We evaluate the forecasting performance of six different models for short-term forecasting of Macedonian GDP: 1) ARIMA model; 2) AR model estimated by the Kalman filter; 3) model that explains Macedonian GDP as a function of the foreign demand; 4) small structural model that links GDP components...
Persistent link: https://www.econbiz.de/10011623268
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Forecasting with nonspurious factors in U.S. macroeconomic time series
Yamamoto, Yohei - In: Journal of business & economic statistics : JBES ; a … 34 (2016) 1, pp. 81-106
Persistent link: https://www.econbiz.de/10011691219
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Forecasting industrial production and inflation in Turkey with factor models
Günay, Mahmut - In: Central Bank review / The Central Bank of the Republic … 18 (2018) 4, pp. 149-161
Persistent link: https://www.econbiz.de/10011983436
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Estimation of large dimensional factor models with an unknown number of breaks
Ma, Shujie; Su, Liangjun - In: Journal of econometrics 207 (2018) 1, pp. 1-29
Persistent link: https://www.econbiz.de/10012116087