Results 281 to 290 of about 424,798 (360)

A Two‐Stage NLP‐Driven Framework for Interval‐Valued Carbon Price Prediction Using Sentiment Analysis and Error Correction

open access: yesJournal of Forecasting, EarlyView.
ABSTRACT Accurate predictions of carbon prices are essential for efficient administration and stable operation of carbon markets. Previous studies have mostly focused on point or interval predictions based on point‐valued data. These approaches insufficiently capture the full extent of market volatility.
Di Sha   +4 more
wiley   +1 more source

Validating Explainer Methods: A Functionally Grounded Approach for Numerical Forecasting

open access: yesJournal of Forecasting, EarlyView.
ABSTRACT Forecasting systems have a long tradition in providing outputs accompanied by explanations. While the vast majority of such explanations relies on inherently interpretable linear statistical models, research has put forth eXplainable Artificial Intelligence (XAI) methods to improve the comprehensibility of nonlinear machine learning models. As
Felix Haag   +2 more
wiley   +1 more source

A Novel Approach to Forecasting After Large Forecast Errors

open access: yesJournal of Forecasting, EarlyView.
ABSTRACT A sequence of increasingly large same‐sign 1‐step‐ahead forecast errors are most likely due to a sudden unexpected shift. Large forecast errors can be expensive, but also contain valuable information. Impulse indicators acting as intercept corrections to set forecasts back on track can be quickly tested for replacing outliers, a location shift
Jennifer L. Castle   +2 more
wiley   +1 more source

An econometric model based on moments of high orders of a time series for detecting the crisis in stock markets of USA, Germany and Hong Kong

open access: diamond
N. B. A. Yousif   +4 more
openalex   +1 more source

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