Results 171 to 180 of about 74,761 (297)

The Impact of Uncertainty on Forecasting the US Economy

Journal of Forecasting, EarlyView.
ABSTRACT This paper examines the predictive value of uncertainty measures for key macroeconomic indicators across multiple forecast horizons. We evaluate how different uncertainty proxies—economic policy uncertainty (EPU), VIX, geopolitical risk, and measures of macroeconomic and financial uncertainty—enhance forecast accuracy for industrial production,
Angelica Ghiselli
wiley   +1 more source

Predicting Diabetes and Estimating Its Economic Burden in China Using Autoregressive Integrated Moving Average Model. [PDF]

Int J Public Health, 2021
Zhu D, Zhou D, Li N, Han B.
europepmc   +1 more source

Long and Short Memory Conditional Heteroscedasticity in Estimating the Memory Parameter of Levels - (Now published in Econometric Theory, 15 (1999), pp.299-336.) [PDF]

Semiparametric estimates of long memory seem useful in the analysis of long financial time series because they are consistent under much broader conditions than parametric estimates.
Marc Henry, Peter M Robinson
core  

Using DSGE and Machine Learning to Forecast Public Debt for France

Journal of Forecasting, EarlyView.
ABSTRACT Forecasting public debt is essential for effective policymaking and economic stability, yet traditional approaches face challenges due to data scarcity. While machine learning (ML) has demonstrated success in financial forecasting, its application to macroeconomic forecasting remains underexplored, hindered by short historical time series and ...
Emmanouil Sofianos, Thierry Betti, Theophilos Papadimitriou, Amélie Barbier‐Gauchard, Periklis Gogas   +4 more
wiley   +1 more source

Generalized Space Time Autoregressive Integrated Moving Average (GSTARIMA) dalam Peramalan Data Curah Hujan di Kota Makassar

, 2023
Nurul Ilmi, Aswi Aswi, Muhammad Kasim Aidid   +2 more
openalex   +1 more source

Forecasting Volatility of Commodity, Currency, and Stock Markets: Evidence From Markov‐Switching Multifractal Models

Journal of Forecasting, EarlyView.
ABSTRACT This paper adopts a bivariate Markov‐switching multifractal (BMSM) model to reexamine comovement in SV between commodity, foreign exchange (FX), and stock markets. After the 2007–2008 global financial crisis understanding volatility linkages and the correlation structure between these markets becomes very important for risk analysts, portfolio
Ruipeng Liu, Mawuli Segnon, Oguzhan Cepni, Rangan Gupta   +3 more
wiley   +1 more source

Sensor-Based Ozone Monitoring and Forecasting in a Synchrotron Radiation Laboratory Using Autoregressive Integrated Moving Average Models. [PDF]

Sensors (Basel)
Wen PJ, Wu KW, Ho LC, Yang CH, Tsai TH, Fang SH.   +5 more
europepmc   +1 more source

COVID-19 prevalence forecasting using Autoregressive Integrated Moving Average (ARIMA) and Artificial Neural Networks (ANN): Case of Turkey. [PDF]

J Infect Public Health, 2021
Toğa G, Atalay B, Toksari MD.
europepmc   +1 more source

Evaluating Forecasts at Multiple Horizons: An Extension of the Diebold–Mariano Approach

Journal of Forecasting, EarlyView.
ABSTRACT Forecast accuracy tests are fundamental tools for comparing competing predictive models. The widely used Diebold–Mariano (DM) test assesses whether differences in forecast errors are statistically significant. However, its standard form is limited to pairwise comparisons at a single forecast horizon.
Andrew Grant, Matus Mrazik, Steve Satchell   +2 more
wiley   +1 more source

Antibiotic Consumption and Gram-Negative Resistance Dynamics in the ICU: A Five-Year Autoregressive Integrated Moving Average (ARIMA) Analysis. [PDF]

Cureus
Rakovac Tupkovic L, Tihic N, Smajic J, Osmanovic H, Basic Denjagic M, Jovanovic P, Becirovic E, Becirovic M.   +7 more
europepmc   +1 more source