Results 261 to 270 of about 446,489 (323)

Modeling and Forecasting Stochastic Seasonality: Are Seasonal Autoregressive Integrated Moving Average Models Always the Best Choice?

Journal of Forecasting, EarlyView.
ABSTRACT In this paper, we study models for stochastic seasonality and compare the well‐known SARIMA models to Seasonal Autoregressive Unit Root Moving Average (SARUMA) models. SARUMA models assume that the polynomial of the stationarizing differencing operator has roots on the unit circle at some seasonal frequencies, while SARIMA models impose roots ...
Evangelos E. Ioannidis, Sofia‐Eirini Nikolakakou   +1 more
wiley   +1 more source

Wave convergence principles of agricultural carbon emission efficiency: a multi-level urban agglomeration study. [PDF]

Sci Rep
Wei X, Ma Q, Chen X.
europepmc   +1 more source

Shock‐Triggered Asymmetric Response Stochastic Volatility

Journal of Forecasting, EarlyView.
ABSTRACT We propose a novel asymmetric stochastic volatility model (STAR‐SV) in which the leverage parameter adjusts to the magnitude of past shocks. This flexible specification captures both the leverage effects and their propagation more effectively than standard asymmetric volatility models.
J. Miguel Marin, Helena Veiga
wiley   +1 more source

Generalised linear regression GARMA model adopted in Denmark's tourism industry. [PDF]

PLoS One
Yan H, Yan X, Sun L.
europepmc   +1 more source

Threshold MIDAS Forecasting of Canadian Inflation Rate

Journal of Forecasting, EarlyView.
ABSTRACT We propose several threshold mixed data sampling (TMIDAS) autoregressive models to forecast the Canadian inflation rate using predictors observed at different frequencies. These models take two low‐frequency variables and a high‐frequency index as threshold variables.
Chaoyi Chen, Yiguo Sun, Yao Rao
wiley   +1 more source

Forecasting With Machine Learning Shadow‐Rate VARs

Journal of Forecasting, EarlyView.
ABSTRACT Interest rates are fundamental in macroeconomic modeling. Recent studies integrate the effective lower bound (ELB) into vector autoregressions (VARs). This paper studies shadow‐rate VARs by using interest rates as a latent variable near the ELB to estimate their shadow‐rate values.
Michael Grammatikopoulos
wiley   +1 more source

Integration of nociceptive activity from orofacial, cranial and cervical regions in the trigeminocervical nucleus: a scoping review with clinical implications. [PDF]

J Oral Facial Pain Headache
Pankrath F, Pelai EB, Oliveira-Souza AIS, Baghbaninaghadehi F, Dennett L, Svensson P, Piekartz HV, Armijo-Olivo S.   +7 more
europepmc   +1 more source

Forecasting Carbon Prices: A Literature Review

Journal of Forecasting, EarlyView.
ABSTRACT Carbon emissions trading is utilized by a growing number of states as a significant tool for addressing greenhouse gas emissions (GHG), global warming problem and the climate crisis. Accurate forecasting of carbon prices is essential for effective policy design and investment strategies in climate change mitigation.
Konstantinos Bisiotis, Dimitris Christopoulos, George Tzougas   +2 more
wiley   +1 more source

Collaborative Inference for Accelerated Failure Time Model Using Clinical Center-Level Summary Statistics. [PDF]

Stat Med
Hu M, Shi X, Gong Z, Song PX.
europepmc   +1 more source

Scaling‐Aware Rating of Poisson‐Limited Demand Forecasts

Journal of Forecasting, EarlyView.
ABSTRACT Forecast quality should be assessed in the context of what is possible in theory and what is reasonable to expect in practice. Often, one can identify an approximate upper bound to a probabilistic forecast's sharpness, which sets a lower, not necessarily achievable, limit to error metrics.
Malte C. Tichy, Illia Babounikau, Nikolas Wolke, Stefan Ulbrich, Michael Feindt   +4 more
wiley   +1 more source