Outliers And Structural Breaks Detection In Autoregressive Model By Indicator Saturation Approach [PDF]
, 2020 The indicator saturation approach is one of the latest methods in the literature that Can detect both the outlier and structural break dates simultaneously in a financial time series data.
Mohammad Nasir, Muhammad Azim
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Google Trends para previsão de variáveis macro: uso no Brasil através do algoritmo autometrics
, 2017 This work aims to test if the use of Google Trends as an exogenous variable improves the prediction of the monthly data for Brazilian Formal Job Creation (CAGED) compared to a model that uses only the lags themselves.
Guimarães Filho, Samuel
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Using machine learning methods to predict electric vehicles penetration in the automotive market. [PDF]
Sci Rep, 2023 Afandizadeh S +3 more
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Sectoral Productivity Growth, COVID-19 Shocks, and Infrastructure. [PDF]
Econ Disaster Clim Chang, 2022 Ahumada H +3 more
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Minimal prime ideals in autometrized algebras [PDF]
Czechoslovak Mathematical Journal, 1994 An autometrized \(\ell\)-algebra is a lattice-ordered commutative monoid \(A\) with an additional binary operation on \(A\) satisfying the properties of a metric. The author shows some connections between prime ideals of \(A\) and prime filters on the positive cone \(A^ +\), and between prime ideals and polars of \(A\), where \(A\) belongs to a special
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Structure of an Autometrized Algebra
Research in Mathematics, 2023 Gebrie Yeshiwas Tilahun +2 more
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Model selection approaches of water quality index data [PDF]
, 2016 Automatic model selection by using algorithm can avoid huge variability in model specification process compared to manual selection.With the employment of algorithm, the right model selected is then also used for forecasting purposes.
Kamarudin, Nur Azulia, Ismail, Suzilah
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Excess Mortality Versus COVID-19 Death Rates: A Spatial Analysis of Socioeconomic Disparities and Political Allegiance Across U.S. States. [PDF]
Rev Income Wealth, 2022 Aron J, Muellbauer J.
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Pittsburgh 1991 Conference – New products
, 1991 Journal of Analytical Methods in Chemistry, Volume 13, Issue 4, Page 153-164, 1991.
wiley +1 more source
The Properties of Model Selection when Retaining Theory Variables [PDF]
Economic theories are often fitted directly to data to avoid possible model selection biases. We show that embedding a theory model that specifies the correct set of m relevant exogenous variables, x{t}, within the larger set of m+k candidate variables, (
Søren Johansen, David F. Hendry
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