Showing 1 - 10 of 65,623
forecasting models for time series characterized by intermittent demand and high variations in sales quantity through the … using time series aggregation as an additional regressor. To address the lack of sales coherence within predefined business … sales history to establish more coherent aggregation clusters. We conduct a comprehensive case study featuring over 3000 …
Persistent link: https://www.econbiz.de/10014520564
Persistent link: https://www.econbiz.de/10013326372
Persistent link: https://www.econbiz.de/10014546818
Persistent link: https://www.econbiz.de/10010338521
Persistent link: https://www.econbiz.de/10001780053
Persistent link: https://www.econbiz.de/10012649207
house sales dynamic). This approach also provides better forecasting results compared to standard AR models by higher data …
Persistent link: https://www.econbiz.de/10012830430
We introduce unFEAR, Unsupervised Feature Extraction Clustering, to identify economic crisis regimes. Given labeled crisis and non-crisis episodes and the corresponding features values, unFEAR uses unsupervised representation learning and a novel mode contrastive autoencoder to group episodes...
Persistent link: https://www.econbiz.de/10012392653
The inhomogeneity of the cross-sectional distribution of realized assets’ volatility is explored and used to build a novel class of GARCH (Generalized Autoregressive Conditional Heteroskedasticity) models. The inhomogeneity of the cross-sectional distribution of realized volatility is captured...
Persistent link: https://www.econbiz.de/10012302505
Persistent link: https://www.econbiz.de/10012031097