Shrinkage estimators of time series seasonal factors and their effect on forecasting accuracy

Article Abstract:

The forecasting accuracy can be improved through better estimation of seasonal factors. Two shrinkage estimators, to improve the accuracy of classic decomposition seasonal factors are proposed.

Evaluation, Decomposition (Mathematics), Time-series analysis, Time series analysis

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An analytic network process model for financial-crisis forecasting

Article Abstract:

A method of assessing imbalance-crisis turning point is developed for forecasting the possibility of a banking or financial crisis based on Analytic network process framework.

Commercial Banks, Forecasts, trends, outlooks, Banking industry, Industry forecasts, Financial crises

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Shrinkage: when and how?

Article Abstract:

An analysis of James-Stein's shrinkage estimators in forecasting is furnished.

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