Nowcasting World Trade With Machine Learning: A Three‐Step Approach
ABSTRACT We nowcast world trade using machine learning, distinguishing between tree‐based methods (random forest and gradient boosting) and their linear‐regression‐based counterparts (macroeconomic random forest and gradient boosting—linear). While much less used in the literature, the latter are found to outperform not only the tree‐based techniques ...
Menzie Chinn +2 more
wiley +1 more source
Changes in rehabilitation service utilisation during COVID-19 bed surges in Japan: a seasonal autoregressive integrated moving average (SARIMA) analysis of care utilisation with 10-year claims data. [PDF]
Egashira Y, Watanabe R.
europepmc +1 more source
Identifikasi bias metode jackknife pada model autoregressive integrated moving average [PDF]
Iffana Intanlya Fauzie
openalex
On the Comovement of Contango and Backwardation Across Futures Commodity Markets
ABSTRACT We examine the time‐varying nature of the comovement of the slope of the futures curve in major agricultural, metals and energy commodity futures markets in a Global Vector Autoregressive model. We find significant comovement between the slopes, indicating the co‐existence of backwardation and contango in many seemingly unrelated commodity ...
Angelo Luisi +2 more
wiley +1 more source
A Seasonal Autoregressive Integrated Moving Average (SARIMA) forecasting model to predict the epidemic trends of scrub typhus in China. [PDF]
Peng PY +6 more
europepmc +1 more source
Using Autoregressive Integrated Moving Average (ARIMA) Modelling to Forecast Symptom Complexity in an Ambulatory Oncology Clinic: Harnessing Predictive Analytics and Patient-Reported Outcomes. [PDF]
Watson L +7 more
europepmc +1 more source

