Density forecasting
Evaluating Density Forecasting Models
... the density forecast, even when evaluation data is ...cumulative density function transform because tests for normality are more powerful than tests for ...for density forecasting ...
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Asymptotics for In-Sample Density Forecasting
... In-sample density forecasting is in this paper defined as forecasting a structured density in regions where the density is not ...the density is structured in such a way that all ...
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Electricity consumption probability density forecasting method based on LASSO-Quantile Regression Neural Network
... probability density function of the consumption ...probability density forecasting results from the LASSO-QRNN method are compared to the results without considering the external factors and the ...
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Aggregate Density Forecasting from Disaggregate Components Using Large VARs
... With those considerations in mind, it seems desirable to retain the original weights and a way of doing this is to model the whole multivariate process. Fortunately, in re- cent years Bayesian methods for dealing with ...
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Density forecasting of the Dow Jones share index
... Keywords: Density forecasting, heteroscedasticity, mixed Normal- Asymmetric Laplace distribution, Method of Moments estimation, connection with economic growth ...
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Operational time and in-sample density forecasting
... in-sample density forecasting. In-sample density forecasting is to estimate a structured density on a region where data are observed and then reuse the estimated structured ...
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Essays on financial econometrics:cojump detection and density forecasting
... Anagnou-Basioudis et al. (2005) use the power utility function to transform the risk-neutral densities into the real-world densities for sterling exchange rates and the S&P 500 index, and state that the null ...
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Using conditional kernel density estimation for wind power density forecasting
... power density that are needed (see Pinson et ...whole density using ...the density of the total wind power produced from many wind ...a density forecast for the electricity load conditional on ...
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Density forecasting in financial risk modelling
... densities do We asset at expiry, actually represent unbiased extract from options on currency and equity index futures, by means of both traditional density forecast We then them, apprai[r] ...
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Asset prices and international spillovers: an empirical investigation
... the forecasting results in this section suggest that, in terms of density forecast- ing performance, the general MSIAH-VECM that allows for international spillovers performs better than any other linear and ...
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A Literature Survey of Load Forecasting Methods and Impact of Different Factors on Load Forecasting
... Economic Factors: Economic factor has larger influence in Long Term load forecasting but it has also some effect on the SLTF. The economics of an environment also has a clear effect on the load consumption. ...
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Air traffic forecasting
... The FAA’s air traffic forecasting process is split into two stages. The first stage consists in modeling the true-origin ultimate-destination (O-D) passenger demand flows using econometrics models. These are based ...
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Bootstrap Approaches to Autoregressive Model on Exchange Rates Currency
... The use of historical data is important in making the predictions, for instance in the exchange rate. However, in the construction of a model, extreme data or dirtiness of data is inevitable. In this study, AR model is ...
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The Evaluation of Forecasting Methods for Sales of Sterilized Flavoured Milk in Chhattisgarh
... different forecasting model using sterilized flavoured milk demand data from Raipur dugdh sangh (Devbhog) at Raipur ...appropriate forecasting method was determined on the basis of ...
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INDOOR GLOBAL PATH PLANNING BASED ON CRITICAL CELLS USING DIJKSTRA ALGORITHM
... Load demand prediction is important for electric power planning and must be assessed with proper model. The power utility needs to forecasts in order to supply energy to consumer without interference. Neural Networks ...
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Forecasting domestic tourism : application to Johor tourism data
... exponential smoothing. These methods are intermediate in their complexity among time series forecasting methods. Single exponential smoothing can be used to forecast from stationary time series while double ...
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Cross temporal aggregation: Improving the forecast accuracy of hierarchical electricity consumption
... load forecasting requires the selection of ap- propriate forecasting models, able to capture the special characteristics of energy consumption time ...when forecasting both at system and region ...
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Analysis Of Nigeria's National Electricity Demand Forecast (2013-2030)
... Abstract: with increasing dependence on agriculture, industries and day-by-day household comfort upon the continuity of electric supply from PHCN systems in Nigeria, the forecast of electrical demand have assumed a great ...
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Application of a methodology based on the Theory of Constraints in the sector of tourism services
... Demand Forecasting: Taking information demand for the past two years and combining forecasting methods based on expert criteria, historical behaviors and volumes of deals established, demand for services ...
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A recruitment forecasting model for the Pacific stock of the Japanese sardine (Sardinops melanostictus) that does not assume density dependent effects
... recruitment forecasting model based on a new concept of the stock re- cruitment ...No density-dependent effect in the relationship was assumed in the model, which showed that fluctuations in re- cruitment ...
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