Combing time series models for forecasting

Article Abstract:

A model based on a selection criteria hypothesis testing or graphical inspection is used to forecast future values and the use of an algorithm, AFTER, is proposed to convexly combine the models for better performance of prediction. The results show an advantage of combining by AFTER over selection in terms of forecasting accuracy at several settings.

Time-series analysis, Time series analysis

---

Measuring and predicting turning points using a dynamic bi-factor model

Article Abstract:

A bi-factor model with Markov-switching that measures and forecasts turning points is presented. The model was tested using four coincident and four leading indicators of the US economy. The model successfully forecasted the recession probabilities of composite leading index and composite coincident index for the period from March to December 2001.

Usage, Economic aspects, Recessions, Factor analysis, Discriminant analysis, Markov processes, Econometric models

---

Stable seasonal pattern models for forecast revision: a comparative study

Article Abstract:

A study on forecasting the seasonal performance of several companies in production or marketing is discussed.

Marketing procedures, Production management, Venture Analysis, Marketing, Business enterprises, Company marketing practices

Similar abstracts:

• Abstracts: Finding from evidence-based forecasting: methods for reducing forecast error. Unmasking the Theta method
• Abstracts: Efficiency spillovers from foreign direct investment in the EU periphery: A comparative study of Greece, Ireland, and Spain
• Abstracts: On the elasticities of harvesting rules. Harvesting and conservation in a predator-prey system
• Abstracts: On the relationship between the conditional mean and volatility of stock returns: a latent VAR approach. The impact of illegal insider trading in dealer and specialist markets: evidence from a natural experiment
• Abstracts: Why is there home bias? An analysis of foreign portfolio equity ownership in Japan. Data-generating process uncertainty: what difference does it make in portfolio decisions?

This website is not affiliated with document authors or copyright owners. This page is provided for informational purposes only. Unintentional errors are possible.