Download or read book Statistical Theory and Method Abstracts written by and published by . This book was released on 1997 with total page 724 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Feature Papers of Forecasting written by Sonia Leva and published by MDPI. This book was released on 2021-08-06 with total page 188 pages. Available in PDF, EPUB and Kindle. Book excerpt: Nowadays, forecast applications are receiving unprecedent attention thanks to their capability to improve the decision-making processes by providing useful indications. A large number of forecast approaches related to different forecast horizons and to the specific problem that have to be predicted have been proposed in recent scientific literature, from physical models to data-driven statistic and machine learning approaches. In this Special Issue, the most recent and high-quality researches about forecast are collected. A total of nine papers have been selected to represent a wide range of applications, from weather and environmental predictions to economic and management forecasts. Finally, some applications related to the forecasting of the different phases of COVID in Spain and the photovoltaic power production have been presented.

Download or read book Macroeconometric Models for Portfolio Management written by Jeremy Kwok and published by Vernon Press. This book was released on 2021-09-07 with total page 242 pages. Available in PDF, EPUB and Kindle. Book excerpt: ‘Macroeconometric Models for Portfolio Management’ begins by outlining a portfolio management framework into which macroeconometric models and backtesting investment strategies are integrated. It is followed by a discussion on the theoretical backgrounds of both small and global large macroeconometric models, including data selection, estimation, and applications. Other practical concerns essential to managing a portfolio with decisions driven by macro models are also covered: model validation, forecast combination, and evaluation. The author then focuses on applying these models and their results on managing the portfolio, including making trading rules and asset allocation across different assets and risk management. The book finishes by showing portfolio examples where different investment strategies are used and illustrate how the framework can be applied from the beginning of collecting data, model estimation, and generating forecasts to how to manage portfolios accordingly. This book aims to bridge the gap between academia and practising professionals. Readers will attain a rigorous understanding of the theory and how to apply these models to their portfolios. Therefore, ‘Macroeconometric Models for Portfolio Management’ will be of interest to academics and scholars working in macroeconomics and finance; to industry professionals working in financial economics and asset management; to asset managers and investors who prefer systematic investing over discretionary investing; and to investors who have a strong interest in macroeconomic influences on their portfolio.

Download or read book Macroeconomic Forecasting in the Era of Big Data written by Peter Fuleky and published by Springer Nature. This book was released on 2019-11-28 with total page 716 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book surveys big data tools used in macroeconomic forecasting and addresses related econometric issues, including how to capture dynamic relationships among variables; how to select parsimonious models; how to deal with model uncertainty, instability, non-stationarity, and mixed frequency data; and how to evaluate forecasts, among others. Each chapter is self-contained with references, and provides solid background information, while also reviewing the latest advances in the field. Accordingly, the book offers a valuable resource for researchers, professional forecasters, and students of quantitative economics.

Download or read book Jordan Technical Assistance Report Forecasting Framework for Currency in Circulation written by International Monetary and published by International Monetary Fund. This book was released on 2022-04-07 with total page 38 pages. Available in PDF, EPUB and Kindle. Book excerpt: The currency in circulation forecasting model presently used by the Central Bank of Jordan is aligned with international practices and provides a solid basis for liquidity management. The central bank uses an Auto Regressive Integrated Moving Average (ARIMA) model with many indicator variables to model binary seasonality and to capture special events. The ARIMA model is fitted on daily currency in circulation data using a standard maximum likelihood estimator. This ARIMA approach is aligned with the models traditionally used by central banks in emerging and middle-income countries.

Download or read book Forecasting commodity prices using long short term memory neural networks written by Ly, Racine and published by Intl Food Policy Res Inst. This book was released on 2021-02-10 with total page 26 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper applies a recurrent neural network (RNN) method to forecast cotton and oil prices. We show how these new tools from machine learning, particularly Long-Short Term Memory (LSTM) models, complement traditional methods. Our results show that machine learning methods fit reasonably well with the data but do not outperform systematically classical methods such as Autoregressive Integrated Moving Average (ARIMA) or the naïve models in terms of out of sample forecasts. However, averaging the forecasts from the two type of models provide better results compared to either method. Compared to the ARIMA and the LSTM, the Root Mean Squared Error (RMSE) of the average forecast was 0.21 and 21.49 percent lower, respectively, for cotton. For oil, the forecast averaging does not provide improvements in terms of RMSE. We suggest using a forecast averaging method and extending our analysis to a wide range of commodity prices.

Download or read book Principles of Forecasting written by J.S. Armstrong and published by Springer Science & Business Media. This book was released on 2001-05-31 with total page 840 pages. Available in PDF, EPUB and Kindle. Book excerpt: Principles of Forecasting: A Handbook for Researchers and Practitioners summarizes knowledge from experts and from empirical studies. It provides guidelines that can be applied in fields such as economics, sociology, and psychology. It applies to problems such as those in finance (How much is this company worth?), marketing (Will a new product be successful?), personnel (How can we identify the best job candidates?), and production (What level of inventories should be kept?). The book is edited by Professor J. Scott Armstrong of the Wharton School, University of Pennsylvania. Contributions were written by 40 leading experts in forecasting, and the 30 chapters cover all types of forecasting methods. There are judgmental methods such as Delphi, role-playing, and intentions studies. Quantitative methods include econometric methods, expert systems, and extrapolation. Some methods, such as conjoint analysis, analogies, and rule-based forecasting, integrate quantitative and judgmental procedures. In each area, the authors identify what is known in the form of `if-then principles', and they summarize evidence on these principles. The project, developed over a four-year period, represents the first book to summarize all that is known about forecasting and to present it so that it can be used by researchers and practitioners. To ensure that the principles are correct, the authors reviewed one another's papers. In addition, external reviews were provided by more than 120 experts, some of whom reviewed many of the papers. The book includes the first comprehensive forecasting dictionary.

Download or read book Handbook of Economic Forecasting written by G. Elliott and published by Elsevier. This book was released on 2006-07-14 with total page 1071 pages. Available in PDF, EPUB and Kindle. Book excerpt: Section headings in this handbook include: 'Forecasting Methodology; 'Forecasting Models'; 'Forecasting with Different Data Structures'; and 'Applications of Forecasting Methods.'.

Download or read book Ensemble Forecasting Applied to Power Systems written by Antonio Bracale and published by MDPI. This book was released on 2020-03-10 with total page 134 pages. Available in PDF, EPUB and Kindle. Book excerpt: Modern power systems are affected by many sources of uncertainty, driven by the spread of renewable generation, by the development of liberalized energy market systems and by the intrinsic random behavior of the final energy customers. Forecasting is, therefore, a crucial task in planning and managing modern power systems at any level: from transmission to distribution networks, and in also the new context of smart grids. Recent trends suggest the suitability of ensemble approaches in order to increase the versatility and robustness of forecasting systems. Stacking, boosting, and bagging techniques have recently started to attract the interest of power system practitioners. This book addresses the development of new, advanced, ensemble forecasting methods applied to power systems, collecting recent contributions to the development of accurate forecasts of energy-related variables by some of the most qualified experts in energy forecasting. Typical areas of research (renewable energy forecasting, load forecasting, energy price forecasting) are investigated, with relevant applications to the use of forecasts in energy management systems.

Download or read book Essays in Honor of Joon Y Park written by Yoosoon Chang and published by Emerald Group Publishing. This book was released on 2023-04-24 with total page 382 pages. Available in PDF, EPUB and Kindle. Book excerpt: Volumes 45a and 45b of Advances in Econometrics honor Professor Joon Y. Park, who has made numerous and substantive contributions to the field of econometrics over a career spanning four decades since the 1980s and counting.

Download or read book Identifying the Epileptic Network written by Don Tucker and published by Frontiers E-books. This book was released on 2014-10-30 with total page 127 pages. Available in PDF, EPUB and Kindle. Book excerpt: An important area of current research in epilepsy focuses on identifying the specific regions within the brain that are affected in individuals with recurring seizures. The epileptogenic process may result not only in pathology in focal cortical regions, but abnormalities in subcortical structures, such as thalamus and basal ganglia, and in intercortical and intracortical connecting white matter pathways. Novel methods of treating refractory epilepsy are urgently needed. The goal of identifying for each affected individual the specific brain regions that are involved offers the promise that novel methods of treatment will one day be developed that specifically target those abnormal regions. Researchers from disparate fields are required to develop and advance this area of research, and this current topic proposes to place a spotlight on the “state of the art” of methods to identify the abnormal networks. Recent work covering a wide variety of disciplines and technologies, including dense array electroencephalography (dEEG), novel methods of analyses of both the interictal dEEG and intracranial EEG (icEEG), magnetoencephalography (MEG), high-resolution magnetic resonance imaging (MRI), functional MRI (fMRI), simultaneous fMRI-EEG, fMRI connectivity measures, simultaneous dEEG-icEEG, and techniques to coregister patient-specific MRI (including white matter pathways) and dEEG, are all examples of areas of research that have contributed to a greater understanding of potential epileptogenic regions. We asked for individuals with expertise in an area of research that expands an understanding of identifying epileptic networks to contribute to this research topic.

Download or read book From Observations to Predictions and Projections Opportunities and Challenges for Climate Risk Assessment and Management in Sub Saharan Africa written by Joerg Helmschrot and published by Frontiers Media SA. This book was released on 2022-12-06 with total page 175 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Waterbirds Around the World written by G. C. Boere and published by The Stationery Office. This book was released on 2006 with total page 836 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is the outcome of a major international conference on waterbirds held in Edinburgh in April 2004.

Download or read book Geological Disasters in Deep Engineering Mechanism Warning and Risk Mitigation Volume II written by Guang-Liang Feng and published by Frontiers Media SA. This book was released on 2023-10-26 with total page 143 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Hybrid Advanced Optimization Methods with Evolutionary Computation Techniques in Energy Forecasting written by Wei-Chiang Hong and published by MDPI. This book was released on 2018-10-19 with total page 251 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is a printed edition of the Special Issue "Hybrid Advanced Optimization Methods with Evolutionary Computation Techniques in Energy Forecasting" that was published in Energies

Download or read book Ebook Business Statistics in Practice Using Data Modeling and Analytics written by Bowerman and published by McGraw Hill. This book was released on 2016-04-16 with total page 912 pages. Available in PDF, EPUB and Kindle. Book excerpt: Ebook: Business Statistics in Practice: Using Data, Modeling and Analytics

Download or read book Economic Forecasting written by Ken Holden and published by Cambridge University Press. This book was released on 1990 with total page 228 pages. Available in PDF, EPUB and Kindle. Book excerpt: This work is the only currently available text that provides comprehensive coverage of the methods and applications in the rapidly developing field of forecasting the future state of the economy.