Results 61 to 70 of about 25,752 (301)
Forecasting Count Data With Varying Dispersion: A Latent‐Variable Approach
Journal of Forecasting, EarlyView.ABSTRACT Count data, such as product sales and disease case counts, are common in business forecasting and many areas of science. Although the Poisson distribution is the best known model for such data, its use is severely limited by its assumption that the dispersion is a fixed function of the mean, which rarely holds in real‐world scenarios.
Easton Huch +3 more
wiley +1 more source
Sazonalidade em séries temporals quadrissemanais — o caso do IMEC
Economia Aplicada, 1999 This paper uses the available econometric techniques to analyze the seasonality in the time series of the Indicator of Economic Movements (IMEC), measured by Fundayao Instituto de Pesquisas Economicas (PIPE), from Sao Paulo (Brazil).
Eliezer Martins Diniz
doaj
Journal of Biological Dynamics, 2019 A deterministic mathematical model with periodic antibiotic prescribing rate is constructed to study the seasonality of Methicillin-resistant Staphylococcus aureus (MRSA) infections taking antibiotic exposure and environmental contamination into ...
Qimin Huang +3 more
doaj +1 more source
Regime‐Dependent Nowcasting of the Austrian Economy
Journal of Forecasting, EarlyView.ABSTRACT We nowcast and forecast economic activity in Austria, namely, real gross domestic product (GDP), consumption, and investment, which are available at a quarterly frequency, using a preselected number of monthly indicators based on a combination of statistical procedures.
Jaroslava Hlouskova, Ines Fortin
wiley +1 more source
Absolute Humidity as a Deterministic Factor Affecting Seasonal Influenza Epidemics in Japan
The Tohoku Journal of Experimental Medicine, 2011 Influenza epidemics occur periodically during the winter season in temperate areas. Characteristic features of winter include low temperature and low humidity. Humidity is expressed in two different ways: absolute humidity (AH) defined as absolute amount of water in the air, and relative humidity (RH) defined as the relative proportion of water in the ...
Makoto, Shoji +2 more
openaire +3 more sources
Oil Futures Prices, Inflation Expectations, and Bond Risk Premiums
Journal of Futures Markets, EarlyView.ABSTRACT By decomposing West Texas Intermediate futures price changes into structural supply and demand shocks, this paper shows that dissecting the oil price significantly improves inflation forecasts. Empirically, demand‐driven shocks predict a negative real bond risk premium but a positive inflation risk premium; these opposing effects result in an ...
Haibo Jiang
wiley +1 more source
On the Relationship Between Probabilistic and Deterministic Skills in Dynamical Seasonal Climate Prediction [PDF]
Journal of Geophysical Research: Atmospheres, 2018 AbstractDespite the gradually increasing emphasis on assessing the skill of dynamical seasonal climate predictions from the probabilistic perspective, there is a lack of in‐depth understanding that an inherent relationship may exist between the probabilistic and deterministic seasonal forecast skills.
Dejian Yang +11 more
openaire +1 more source
International Journal of Finance &Economics, EarlyView.ABSTRACT This paper investigates the intricate relationship between climate policy uncertainty (CPU) and energy market dynamics, focusing on fossil‐based and renewable/low‐carbon energy assets. Utilising a comprehensive dataset spanning from April 1987 to December 2023, comprising monthly observations of CPU, stock market returns, spot oil prices and ...
Dimitrios Asteriou, Anastasia Dimiski
wiley +1 more source
Price Forecasting for the Balancing Energy Market Using Machine-Learning Regression
Energies, 2020 The importance of price forecasting has gained attention over the last few years, with the growth of aggregators and the general opening of the European electricity markets.
Alexandre Lucas +3 more
doaj +1 more source
Seasonality in revisions of macroeconomic data [PDF]
We analyze five vintages of eighteen quarterly macroeconomic variables for the Netherlands and we focus on the degree of deterministic seasonality in these series. We document that the data show most such deterministic seasonality for their first release
Franses, Ph.H.B.F., Segers, R.
core +1 more source