forecast errors
Estimating the impact of wind generation and wind forecast errors on energy prices and costs in Ireland
... wind forecast generation, and actual wind generation, along with Irish system marginal price (SMP) data from 2008 to autumn ...of forecast and realized demand and wind generation is f ...wind ...
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EARNING MANAGEMENT FORECAST ERRORS, ACCRUAL, AND ENVIROMENT UNCERTAINTY ON INDONESIA STOCK EXCHANGE LISTED FIRMS
... managemen forecast errors for nest year to current year ...management forecast errors which is higher (low) if current year accrual relatively higher (low) and it is align to Guojin Gong et ...
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Evaluation of Realized Volatility Predictions from Models with Leptokurtically and Asymmetrically Distributed Forecast Errors
... in forecast evaluation is the predicted mean squared error, or ...standardized forecast errors is a reliable criterion for evaluating predictability for realized volatility models with ...
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Fiscal Marksmanship of Education Expenditure in India: Analyzing Forecast Errors through a Gender lens
... on errors in budgetary forecasts, which studied the accuracy of budget forecasts in the context of UK over the period of ...the forecast errors in budgetary estimates in the context of ...
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The one trading day ahead forecast errors of intra day realized volatility
... the forecast errors estimated from two generic model frameworks widely applied in financial literature ...standardized forecast errors for defining an evaluation procedure of volatility ...
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Short-term, single, multiple-purpose reservoir operation: importance of loss functions and forecast errors
... The absolutemagnitudes shown in the figures depend on the storage target chosenand especiallythe releasetarget used, as well as the shape of the loss functions.Additional trials with dif[r] ...
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Impact of Forecast Errors in CPFR Collaboration Strategy
... shares forecast, sales and inventory level information with the manufacturer as shown in Figure ...not forecast and uses this information to determine their production quantity during each ...the ...
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Verification of operational Quantitative Discharge Forecast (QDF) for a regional warning system – the AMPHORE case studies in the upper Po River
... relative errors is presented, respectively, in Tables 5 and 6, for the two case studies and for the four meteorological forcings (observed and forecasted with S1, S2 and ...volume forecast errors are ...
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Are analysts' loss functions asymmetric?
... earnings forecast errors are non-normal ...then forecast bias is expected to depend on the positively on the variance of the forecast ...that forecast errors will be positively ...
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Foreign exchange risk premia: from traditional to state space analyses
... rational forecast errors, 𝑟𝑒 𝑡+1 , by a signal named forward forecast errors, 𝑓𝑒 𝑡 (Wolff, ...forward errors, 𝑓𝑒 𝑡 ...forward errors is commonly stationary without any ...
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Error Evolution Patterns in Multi-Step Ahead Streamflow Forecasting
... the forecast errors ...the errors at each time step of the forecast horizon themselves and not their summary provided by commonly used metrics for the assessment of multi-step ahead forecasts ...
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A survey-based estimation of the Swiss franc forward term premium
... large forecast errors as well. In the very long run, average forecast errors could be expected not to be statistically significant, if expectations are ...why forecast errors may ...
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Government purchases reloaded : informational insufficiency and heterogeneity in fiscal VARs
... the forecast errors of the model (the residuals of a linear projection onto past values), using restrictions motivated by economic theory such as, for example, on the timing of the responses of ...
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Estimation of predictive hydrological uncertainty using quantile regression: examples from the National Flood Forecasting System (England and Wales)
... conditions forecast uncertainty on the forecasted value itself, based on retrospective Quantile Regression of hindcasted water level forecasts and forecast ...estimating forecast errors ...
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Using Non-Parametric Tests to Evaluate Traffic Forecasting Performance.
... the forecast errors shows that the number of days on which significant first-order autocorrelation at the 95% level was detected was low for the naive (9 days), ARIMA (7 days), and nonlinear (13 days) ...
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Forecasting Cryptocurrency Price Using Twitter Sentiment Variable
... Autoregressive (AR) term refers to the lags of the stationarized series in the forecasting equation while moving average (MA) term is defined as the lags of the forecast errors, and a time series data that ...
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Evaluating how predictable errors in expected income affect consumption
... forecast errors. That is, we run an orthogonality test regressing forecast errors on data that were in the agents’ information set at the time the expectations were ...agents’forecast ...
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Nonlinear Processes in Geophysics An update on THORPEX-related research in data assimilation and observing strategies
... When it comes to high impact weather, mesoscale high resolution models are needed to adequately represent the weather elements that are of importance. However, it is gen- erally acknowledged that it is not sufficient to ...
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Wind Ramp Events: Forecast Verification and Climatology.
... of forecast time increases, wind ramp forecasts become increasingly difficult to accurately ...generate forecast horizons of 168 hours ahead, which argues the validity of the previously stated ...ramp ...
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Does Using Disaggregate Components Help in Producing Better Forecasts for Aggregate Inflation?
... square forecast errors ∑ (h) and ∑ (h) respectively, generally ∑ (h) − F ∑ (h)F ′ is positive definite and zero if and only if FΨ(B) = ...direct forecast of the aggregate series if the data ...
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