Best linear unbiased disaggregation of annual GDP to quarterly figures: the case of Malaysia
Article Abstract:
The Chow-Lin procedure of estimating quarterly GDP from annual GDP is applied in the case of Malaysia. Quarterly GDP is taken by sectors from the 1st quarter of 1973 onwards. The process of time-series disaggregation of the country's GDP yields an interpolated figure that sums up interpolated sectoral outputs. This 'related-series' method is considered better than the estimates generated by traditional univariate interpolation methods.
Publication Name: Journal of Forecasting
Subject: Mathematics
ISSN: 0277-6693
Year: 1998
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Forecasting nonlinear time series with feed-forward neural networks: a case study of Canadian lynx data
Article Abstract:
A comparison of time series models with feed forward neural network models is drawn to assess the forecasting capabilities. For the purpose, Canadian lynx data set is used. The efficacy of feed forward neural network models is highlighted.
Publication Name: Journal of Forecasting
Subject: Mathematics
ISSN: 0277-6693
Year: 2005
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Performance evaluation of neural network architectures: the case of predicting foreign exchange correlations
Article Abstract:
A better assessment of the neural network architecturesE performance will help in predicting foreign exchange correlations. The selection of proper architectural design leads to the success in neural network forecasting.
Publication Name: Journal of Forecasting
Subject: Mathematics
ISSN: 0277-6693
Year: 2005
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