搜索结果: 16-30 共查到“管理学 forecasting.”相关记录37条 . 查询时间(0.25 秒)
A SARIMAX coupled modelling applied to individual load curves intraday forecasting
SARIMA(X) modelling Time series analysis Exogenous covariates Forecasting Seasonality Stationarity Individual load curve.
2012/9/18
A dynamic coupled modelling is investigated to take temperature into account in the individual energy consumption forecasting. The objective is both to avoid the inherent complexity of exhaustive SARI...
Parametric inference and forecasting in continuously invertible volatility models
Invertibility volatility models parametric estimation
2011/7/6
We introduce the notion of continuously invertible volatility models that relies on some Lyapunov condition and some regularity condition.
Estimating and forecasting partially linear models with non stationary exogeneous variables
-mixing additive models backtting electricity consumption forecasting interval semipara-metric regression smoothing
2011/3/24
This paper presents a backfitting-type method for estimating and forecasting a periodically correlated partially linear model with exogeneous variables and heteroskedastic input noise. A rate of conve...
Estimating and forecasting partially linear models with non stationary exogeneous variables
-mixing additive models backfitting electricity consumption forecasting interval semipara-metric regression smoothing
2011/3/23
This paper presents a backfitting-type method for estimating and forecasting a periodically correlated partially linear model with exogeneous variables and heteroskedastic input noise. A rate of conve...
Evolution and Forecasting of Business-Centric Technoeconomics: A Time-Series Pursuit via Digital Ecology
Digital Ecology Business-Centric Economics Evolution and Forecasting ARIMA Modeling Telecommunication Services
2013/2/23
Time-evolution and hence, forecasting the growth profiles of business-centric technoeconomics are ascertained. As an example, the vast telecommunication (telco)-specific business is considered as a co...
The Journal of Forecasting is an international journal that publishes refereed papers on forecasting. It is multidisciplinary, welcoming papers dealing with any aspect of forecasting: theoretical, pra...
Bayesian Forecasting of Prepayment Rates for Individual Pools of Mortgages
mortgages prepayment rates MBS pricing Bayesian forecasting
2009/9/22
This paper proposes a novel approach for modeling prepayment rates
of individual pools of mortgages.The model incorporates the empirical evidence
that prepayment is past dependent via Bayesian metho...
Spline Functions: Assessing their Forecasting Consistency with Changes in the Type of Model and Choice of Joint Points
Grafted polynomial sub-periods joint points ex-post ex-ante
2009/6/10
The possibility of the type of spline function and joint points selected affecting the consistency of the ex-post and ex-ante forecasts were tested using cereal production (1961-2006) and percent cont...
Consistency of support vector machines for forecasting the evolution of an unknown ergodic dynamical system from observations with unknown noise
Observational noise model forecasting dynamical systems support vector machines consistency
2010/4/30
We consider the problem of forecasting the next (observable)
state of an unknown ergodic dynamical system from a noisy observation
of the present state. Our main result shows, for example, that
sup...
ESTIMATION AND FORECASTING IN SUINAR（1） MODEL
Forecasts Gibbs sampling INAR model panel data.
2009/2/25
This work considers a generalization of the INAR(1) model to the panel data first
order Seemingly Unrelated INteger AutoRegressive Poisson model, SUINAR(1).
It presents Bayesian and classical method...
Robust estimation and forecasting for beta-mixed hierarchical models of grouped binary data
grouped binary data distortions hierarchical models beta-binomial beta-logistic robust estimation forecasting
2009/2/23
The paper focuses on robust estimation and forecasting techniques for grouped binary data with
misclassified responses. It is assumed that the data are described by the beta-mixed hierarchical model ...
On a conjectured sharpness principle for probabilistic forecasting with calibration
sharpness principle probabilistic forecasting calibration
2010/3/18
This note proves a weak type of the sharpness principle as conjectured
by Gneiting, Balabdaoui, and Raftery [9] in connection with probabilistic
forecasting subject to calibration constraints. A str...
Probabilistic quantitative precipitation field forecasting using a two-stage spatial model
Discrete-continuous distribution ensemble forecast Gammadistribution latent Gaussian process numerical weather prediction
2010/3/17
Short-range forecasts of precipitation fields are needed in a wealth
of agricultural, hydrological, ecological and other applications. Forecasts
from numerical weather prediction models are often bi...
MONETARY POLICY, MARKET PRICES, AND SUPPLY-SIDE FORECASTING
MONETARY POLICY MARKET PRIC SUPPLY-SIDE FORECASTING
2008/11/25
MONETARY POLICY, MARKET PRICES, AND SUPPLY-SIDE FORECASTING。
HAS MACRO-FORECASTING FAILED?
MACRO-FORECASTING FAILED
2008/11/25
HAS MACRO-FORECASTING FAILED?