Level shifts, temporary changes and forecasting

Article Abstract:

A study was conducted on the impact of Level Shifts and Temporary Changes outliers on ARIMA model estimations and predictions. Two other basic outlier types were considered, namely, Additive Outliers and Innovational Outliers. Results showed that Level Shifts and Temporary Changes significantly influence prediction interval widths.

Outliers (Statistics)

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Forecasting international bandwidth capability

Article Abstract:

M-competition studies enhance forecast reliability. The efficiency of a method depends upon the selected data characteristics and the reliability of forecast methods. It studies the link between exhibited data characteristics and forecasts international bandwidth capability .

Australia, Forecasts, trends, outlooks, Methods, Forecasts and trends, Market trend/market analysis, Bandwidth, Bandwidth technology, Bandwidth allocation

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Conditional volatility forecasting in dynamic hedging model

Article Abstract:

A study of the factors affecting the forecasting of volatility is presented. Volatility forecasting's usage in determining optimal hedging ratios is also examined.

United States, Management dynamics, Management, Usage, Hedging (Finance), Company business management

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