Displaying similar documents to “New Methods for Combining Forecasts”

On the properties typical of economic time series.

Arthur B. Treadway (1984)

Qüestiió

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This paper summarizes the results of econometric time-series analysis performed by the author and colleagues over the last seven years, using the Box-Jenkins approach in interaction with Economic Theory. Typical univariate properties, typical data anomalies and typical relationships are described. Common practice in Econometrics is criticized and certain aspects of Economic Theory are discussed.

Smoothing the Catalan tourism micro-data time series.

Manuel Artís Ortuño, Josep Lluís Carrion i Silvestre, Alex Costa Sáenz de San Pedro, Jordi Suriñach Caralt (2002)

Qüestiió

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In this paper we propose a method for smoothing the Catalan tourism time series between 1997 and 2000. These time series, built upon a micro database drawn from a survey conducted by the Statistical Institute of Catalonia, are somewhat volatile due, it would seem, to the incomplete nature of the information. The application of a smoothing procedure based on the combination of classical techniques and weighted moving averages allows us to overcome the problems caused by this lack of information...

Evaluation of decision-making units based on the weight-optimized DEA model

Jiasen Sun, Rui Yang, Xiang Ji, Jie Wu (2017)

Kybernetika

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Data envelopment analysis (DEA) is a methodology for measuring best relative efficiencies of a group of peer decision-making units (DMUs) that take multiple inputs to produce multiple outputs. However, the traditional DEA model only aims to maximize the efficiency of the DMU under evaluation. This usually leads to very small weights (even zero weights) being assigned to some inputs or outputs. Correspondingly, these inputs or outputs have little or even no contribution to efficiency,...

Factors influencing the outcome of economic sanctions.

Herman Wold (1985)

Trabajos de Estadística e Investigación Operativa

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This paper draws from two unpulished articles with the same title, Wold (1978, 1980), the first (5 pages) presented at the International Workshop on Conflict Resolution, University of Haifa, Israel, 19-24 june 1978, the second (28 pages) at the Fourth World Congress of Econometric Society, Aix-en-Provence, 21 Aug.-1 Sept. 1980. For considerations of space the present paper is in cable style. As an exercise in scientific model building the analysis is extreme in using 27 variables...

A rainfall forecasting method using machine learning models and its application to the Fukuoka city case

S. Monira Sumi, M. Faisal Zaman, Hideo Hirose (2012)

International Journal of Applied Mathematics and Computer Science

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In the present article, an attempt is made to derive optimal data-driven machine learning methods for forecasting an average daily and monthly rainfall of the Fukuoka city in Japan. This comparative study is conducted concentrating on three aspects: modelling inputs, modelling methods and pre-processing techniques. A comparison between linear correlation analysis and average mutual information is made to find an optimal input technique. For the modelling of the rainfall, a novel hybrid...

A model for credit scoring: an application of discriminant analysis.

Manuel Artís, Montserrat Guillén, José M.ª Martínez (1994)

Qüestiió

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The application of statistical techniques in decision making, and more specifically for classification requirements, has proved to be adequate in the context of financial problems. In this study, we present the methodology used and the results obtained in the elaboration of a decision-support system for credit assignment. The problem was to provide an automatic tool for a Spanish financial institution that needed to quantify and analyse credit applications from clients. Firstly, we shall...

A comparison of parametric models for mortality graduation. Application to mortality data for the Valencia Region (Spain).

Ana Debón, Francisco Montes, Ramón Sala (2005)

SORT

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The parametric graduation of mortality data has as its objective the satisfactory estimation of the death rates based on mortality data but using an age-dependent function whose parameters are adjusted from the crude rates obtainable directly from the data. This paper proposes a revision of the most commonly used parametric models and compares the result obtained with each of them when they are applied to the mortality data for the Valencia Region. As a result of the comparison, we conclude...