Results 141 to 150 of about 74,761 (297)

Mono‐dimensional, two‐dimensional and Doppler echocardiographic measurements in healthy Standardbred neonatal foals in the first 5 days of life

Equine Veterinary Journal, EarlyView.
Abstract Background Bodyweight, age and breed influence the echocardiographic assessment of foals. There are no echocardiographic studies in Standardbred neonatal foals. Objectives To describe echocardiographic values for selected variables, evaluate intra‐ and inter‐observer variability and assess cardiac changes in the first 5 days of life in healthy
Fernanda Timbó D'el Rey Dantas, Giulia Forni, Gayle Hallowell, Carolina Castagnetti, Laura Menchetti, Giovanni Romito, Aliai Lanci, Jole Mariella, Francesca Freccero   +8 more
wiley   +1 more source

Forecasting New Employment Using Nonrepresentative Online Job Advertisements With an Application to the Italian and EU Labor Market

Journal of Forecasting, EarlyView.
ABSTRACT Using online job advertisement data improves the timeliness and granularity depth of analysis in the labor market in domains not covered by official data. Specifically, its variation over time may be used as an anticipator of official employment variations.
Pietro Giorgio Lovaglio, Mario Mezzanzanica   +1 more
wiley   +1 more source

A Comparison of Realized Measures of Integrated Volatility: Price Duration‐ vs. Return‐Based Approaches

Journal of Forecasting, EarlyView.
ABSTRACT We study the accuracy of a variety of parametric price duration‐based realized variance estimators constructed via various financial duration models and compare their forecasting performance with the performance of various nonparametric return‐based realized variance estimators.
Björn Schulte‐Tillmann, Mawuli Segnon, Timo Wiedemann   +2 more
wiley   +1 more source

Machine Learning Approaches to Forecast the Realized Volatility of Crude Oil Prices

Journal of Forecasting, EarlyView.
ABSTRACT This paper presents an evaluation of the accuracy of machine learning (ML) techniques in forecasting the realized volatility of West Texas Intermediate (WTI) crude oil prices. We compare several ML algorithms, including regularization, regression trees, random forests, and neural networks, to several heterogeneous autoregressive (HAR) models ...
Talha Omer, Kristofer Månsson, Pär Sjölander, Gazi Salah Uddin   +3 more
wiley   +1 more source

Interruption time series analysis using autoregressive integrated moving average model: evaluating the impact of COVID-19 on the epidemic trend of gonorrhea in China. [PDF]

BMC Public Health, 2023
Li Y, Liu X, Li X, Xue C, Zhang B, Wang Y.   +5 more
europepmc   +1 more source

"On RegARIMA Model, RegSSARMA Model and Seasonality" [PDF]

In the recent X-12-ARIMA program developed by the United States Census Bureau for seasonal adjustments,the RegARIMA modeling has been extensively utilized.We shall discuss some problems in the RegARIMA modeling when the time series are realizations ofnon-
Makoto Takaoka, Naoto Kunitomo
core  

A new Seasonal Difference Space-Time Autoregressive Integrated Moving Average (SD-STARIMA) model and spatiotemporal trend prediction analysis for Hemorrhagic Fever with Renal Syndrome (HFRS)

, 2018
Youlin Zhao, Liang Ge, Yijun Zhou, Zhongfang Sun, Erlong Zheng, Xingmeng Wang, Yongchun Huang, Hui-Ping Cheng   +7 more
openalex   +2 more sources

A Deep Learning Framework for Forecasting Medium‐Term Covariance in Multiasset Portfolios

Journal of Forecasting, EarlyView.
ABSTRACT Forecasting the covariance matrix of asset returns is central to portfolio construction, risk management, and asset pricing. However, most existing models struggle at medium‐term horizons, several weeks to months, where shifting market regimes and slower dynamics prevail.
Pedro Reis, Ana Paula Serra, João Gama
wiley   +1 more source

Enhancing Volatility Prediction: A Wavelet‐Based Hierarchical Forecast Reconciliation Approach

Journal of Forecasting, EarlyView.
ABSTRACT Forecasting realized volatility (RV) has been widely studied, with numerous techniques developed to enhance predictive accuracy. Among these techniques, the use of RV decompositions based on intraday asset returns has been applied. However, the use of a frequency‐based decomposition, which provides unique insights into the dynamics of RV ...
Adam Clements, Ajith Perera
wiley   +1 more source

Coherent Forecasting of Realized Volatility

Journal of Forecasting, EarlyView.
ABSTRACT The QLIKE loss function is the stylized favorite of the literature on volatility forecasting when it comes to out‐of‐sample evaluation and the state of the art model for realized volatility (RV) forecasting is the HAR model, which minimizes the squared error loss for in‐sample estimation of the parameters.
Marius Puke, Karsten Schweikert
wiley   +1 more source