[PDF] Top 20 Operational time and in-sample density forecasting
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Operational time and in-sample density forecasting
... introduces operational time to a general class of multiplicative mod- els including actuarial, demographic and labour market applications taking ad- vantage of the general in-sample ... See full document
31
Developing a hybrid comparative optimization model for short term forecasting: an ‘idle time interval’ roadmap for operational units’ strategic planning
... optimization forecasting model is generalized in order to be applicable to the existing sample units and to operational units that are not included in the dataset under ... See full document
18
Essays on financial econometrics:cojump detection and density forecasting
... Given that considerable time variation is noted for the estimated Heston parameters, some possible reasons are discussed below. Firstly, the market may not use the Heston model to reflect stochastic volatility, ... See full document
225
In-sample forecasting: A brief review and new algorithms
... Figure 2 depicts the distributions of the computing times in seconds for the two meth- ods. These results strongly suggest that the new algorithm outperforms the old one in terms of computing time. There appears a ... See full document
31
Forecasting and Operational Research:A Review
... extrapolative forecasting method have been shown to be ...various forecasting competi- tions where the recommended choice is based on the notion of ‘what has worked, will ...of time-series clusters, ... See full document
23
In-sample forecasting: structured models and reserving
... the time between underwriting date and the report of a claim, the reporting ...multiplicative density means that the reporting delay does not depend on the underwriting ...calendar time effects like ... See full document
135
In-Sample Forecasting with Local Linear Survival Densities
... multiplicative density means that the reporting delay does not depend on the underwriting ...calendar time effects like court rulings, emergence of latent claims, or changes in operational ... See full document
18
A comparison of in-sample forecasting methods
... finite sample simulation study presented in this paper is that multiplicative bias correction almost always leads to superior ...two-dimensional density projection approach of Mammen et ...reversed ... See full document
37
Asymptotics for In-Sample Density Forecasting
... The augmented data set indicate an increased number of claims in the winter time. This is clearly reflected in the estimated results, where the first part and the last part of the estimated effect is higher than ... See full document
39
Using conditional kernel density estimation for wind power density forecasting
... empirical forecasting comparison of Section 7, the last 25% of each wind power series is used as the post-sample ...the time series plots for wind speed, direction and power for the Aeolos wind ... See full document
36
In-Sample Forecasting Applied to Reserving and Mesothelioma Mortality
... multiplicative density structure in this paper, it is evi- dent that important generalizations are ...dar time effects generalizing the histogram approach to calendar effect estimation developed in Kuang et ... See full document
29
The suitability of remotely sensed soil moisture for improving operational flood forecasting
... probability density func- tions of each hindcast showed that a total of 102 realizations showed no significant differences to a simulation using all possible (51 × 300 = 15 300) realizations (for lead times up to ... See full document
15
Organizational Structure, Operational Strategy, Indexes and Forecasting in the Telecommunication Market
... Abstract. The modern business environment is characterized by intense competition, which has led telecommunication companies to a continuous race towards gaining and maintaining a competitive advantage. In order to ... See full document
12
Macular pigment optical density in a Brazilian sample
... In this study, all MPOD variables (volume, area, maxi- mum and mean) were found to be significantly higher in black subjects than in biracial and white individu- als. Studies show that white individuals have lower cen- ... See full document
6
Density forecasting of the Dow Jones share index
... the NAL (2) H distribution when calculating density forecasts, but to serve as com- parisons we will also include the density forecasts made using the NAL (2) M and NAL (2) L distributions. We have used the ... See full document
17
Forecasting Exchange Rates Out-of-Sample with Panel Methods and Real-Time Data. Onur Ince * University of Houston
... z is the deviation of exchange rate from fundamental as defined in equation (1). s t s t s t k and z t z t z t k where k is the forecast horizon, is a constant and t is a trend. To control for ... See full document
29
Comparative Study of Density over Time by Several Approaches Using Individual and Sample Data in the Mixed Traffic
... of sample. In the sample data SD4, SD5, SD9, and SD10, the Approach 6 provides better performance than the ...the sample data SD6, SD7, and ...vehicle sample affected the performance of ... See full document
10
Earthquake early warning and operational earthquake forecasting as real-time hazard information to mitigate seismic risk at nuclear facilities
... 12 Keywords: Earthquake Early Warning, Operational Earthquake Forecasting, Nuclear Power Plants, 13 Cost Benefit Analysis 14 15 Abstract 16 Based on our experience in the project REAKT, [r] ... See full document
30
Forecasting travel time variability
... travel time variability affect people’s utility and their travel behavior, it seems natural to try to include these phenomena in cost-benefit analyses ...travel time variability in their CBA methodology ... See full document
24
UNIVARIATE TIME SERIES FORECASTING
... the sample is a small sample and some parameters set to zero while indeed different from zero could lead to better predictions than models correctly including all ...extended sample ACF) and most set ... See full document
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