A hybrid of long short-term memory neural network and autoregressive integrated moving average model in forecasting HIV incidence and morality of post-neonatal population in East Asia: global burden of diseases 2000-2019. [PDF]
Chen Y, He J, Wang M.
europepmc +1 more source
DSGE Model Forecasting: Rational Expectations Versus Adaptive Learning
ABSTRACT This paper compares within‐sample and out‐of‐sample fit of a DSGE model with rational expectations to a model with adaptive learning. The Galí, Smets, and Wouters model is the chosen laboratory using quarterly real‐time euro area data vintages, covering 2001Q1–2019Q4.
Anders Warne
wiley +1 more source
Adaptive Feeding Robot With Multisensor Feedback and Predictive Control Using Autoregressive Integrated Moving Average-Feed-Forward Neural Network: Simulation Study. [PDF]
Sadeghi-Esfahlani S +5 more
europepmc +1 more source
Forecasting With Dynamic Factor Models Estimated by Partial Least Squares
ABSTRACT Dynamic factor models (DFMs) have found great success in nowcasting and short‐term macroeconomic forecasting when incorporating large sets of predictive information. The factor loadings are typically estimated cross‐sectionally with principal component analysis (PCA) or maximum likelihood (ML), which ignore whether the factors have predictive ...
Samuel Rauhala
wiley +1 more source
Point and Risk estImation Using an enSemble of Models for Nowcasting: PRISM‐Now
ABSTRACT We propose PRISM‐Now, a novel ensemble forecasting system for near‐term GDP projection. Recognizing that relevant economic information evolves over time, we treat forecasts from multiple base models as draws from a mixture distribution of “good” and “bad” estimates, whose composition changes continuously and cannot be identified ex ante.
Beomseok Seo, Hyungbae Cho, Dongjae Lee
wiley +1 more source
Impact of COVID-19 on the detection of tuberculosis in Guangdong, China based on the autoregressive integrated moving average model: a time-series study. [PDF]
Wang R +6 more
europepmc +1 more source

