Forecasting Performance
The Forecasting Performance of Seasonal and Nonlinear Models
... the forecasting performance of seasonal and non linear autoregressive models in terms of point, interval, and density forecasts for the growth rates of the Tunisian industrial production, for the period ...
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Forecasting Performance of Alternative Error Correction Models
... the forecasting performance of the Error Correction model arising from the co-integrating relationship between the equity yield on the S&P 500 and the bond yield relative to that of univariate ...
14
Development of data modification method for optimization of forecasting performance
... Asyraf, M. A. (2011). THE APPLICATION OF NEURAL NETWORK FOR PREDICTING HULL FORM PROPERTIES. Universiti Technologi Malaysia Bates, J. M., and Granger, C. W. (1969). The combination of forecasts. OR, 451-468. Ben Taieb, ...
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Sentiment indicators and macroeconomic data as drivers for low frequency stock market volatility
... The main conclusion is that once information in sentiment indicators is controlled for, backward-looking macroeconomic data, i.e., industrial production and the ADS index, do not contain additional useful information for ...
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Forecasting Macedonian GDP: Evaluation of different models for short term forecasting
... the forecasting performance of six different models for short-term forecasting of Macedonian GDP: 1) ARIMA model; 2) AR model estimated by the Kalman filter; 3) model that explains Macedonian GDP as ...
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COMPARATIVE ANALYSIS OF THE PERFORMANCE OF ARTIFICIAL NEURAL NETWORKS (ANNs) AND AUTOREGRESSIVE INTEGRATED MOVING AVERAGE (ARIMA) MODELS ON RAINFALL FORECASTING
... the forecasting performance of ANN and ARIMA models in forecasting Korean Stock Price ...prediction performance than the ANN in prediction of linear time series, while ANNs perform better in ...
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RESULTS OF INTERBANK EXCHANGE RATES FORECASTING USING STATE SPACE MODEL
... for forecasting the interbank exchange ...the forecasting performance of all three models, it was found that the state space model is superior according to the RMSE and ...
9
Timeseries Analysis of All Shares Index of Nigerian Stock Exchange: A Box-Jenkins Approach
... for this index. This was supported by forecasting results of different ARIMA models as the forecasting performance of ARIMA (2, 1, 0) was better than other ARIMA models. The All Share Index of the ...
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Project cost performance forecasting system
... Forecasting performance is one of the most challenging tasks in predicting whether the project will be ...reliable forecasting system, it is required to develop a forecasting tools which ...
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Structural Change and Forecasting of Agricultural Commodity Realized Volatilities
... the forecasting performance of implied volatility, historical volatility, a composite approach and a naïve approach as pragmatic forecasters of realized ...the forecasting performance of the ...
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Using Conditional Extreme Value Theory to Estimate Value at Risk for Daily Currency Exchange Rates
... out-of-sample forecasting performance for the conditional extreme value theory (conditional EVT) model based on the peaks-over-threshold approach compared to conventional VaR estimation techniques such as ...
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FORECASTING TECHNIQUES, OPERATING ENVIRONMENT AND ACCURACY OF PERFORMANCE FORECASTING FOR LARGE MANUFACTURING FIRMS IN KENYA
... while forecasting research has traditionally relied on statistical measures of performance to evaluate forecasting techniques using a competition format, Makridakis et ...which forecasting ...
23
'Decommissioned vessels' – performance management and older workers in technologically-intensive service work
... It’s similar in the branches, although here it’s been closure and merger. You go into the branches and you can see the result – front of house, back of house, mostly young, happy shiny people. About two and a half years ...
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Incorporating macroeconomic leading indicators in tactical capacity planning
... Tactical capacity planning requires good performing forecasts. When managing capacity, production decisions are made on a mid-term level. This allows companies to perform global capacity pooling, when the available ...
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Improving real time inflow forecasting into hydropower reservoirs through a complementary modelling framework
... Another useful metric used for assessing forecasting skill of the complementary set-up is through uncertainty analy- sis. An interval forecast (Chatfield, 2000) can be constructed by specifying an upper and lower ...
20
Uncertainty driven Ensemble Forecasting of QoS in Software Defined Networks
... Average link utilization. The FlowSense approach can be adopted to measure inter-switch link utilization [19], through monitoring PacketIn and FlowRemoved messages triggered by each switch upon flow arrival and entry ...
6
Performance and limitations of ensemble river flow forecasts
... the performance of the hydrological model over the hydrological years 2007 and 2008 is worse than during other years of the evaluation period (Table ...the performance was worse during these years (Kiczko ...
135
Analysis of Interaction between Business Intelligence and SMEs: Learn from Each Other
... business performance measurement, differentiating business problems, integrating information, forecasting the business future, and making the required decision for conducting those changes (Singh and Singh, ...
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Performance of multi model ensemble combinations for flood forecasting
... flood forecasting systems play a major role in preparation strategies for disastrous flood events by providing early warnings several days ...Accurate forecasting of floods in the cities is often difficult ...
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Management versus leadership: where does the project manager stand?
... 4. Managing the culture transformation – by acknowledging its existence and understanding its effect on organisational performance. In this context, culture can be defined as the social energy that drives – or ...
6