Results 81 to 90 of about 3,045 (214)

The Impact of Uncertainty on Forecasting the US Economy

Journal of Forecasting, EarlyView.
ABSTRACT This paper examines the predictive value of uncertainty measures for key macroeconomic indicators across multiple forecast horizons. We evaluate how different uncertainty proxies—economic policy uncertainty (EPU), VIX, geopolitical risk, and measures of macroeconomic and financial uncertainty—enhance forecast accuracy for industrial production,
Angelica Ghiselli
wiley   +1 more source

DSGE Model Forecasting: Rational Expectations Versus Adaptive Learning

Journal of Forecasting, EarlyView.
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

Forecasting With Dynamic Factor Models Estimated by Partial Least Squares

Journal of Forecasting, EarlyView.
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

UKF based estimation approach for DVR control to compensate voltage swell in distribution systems

Ain Shams Engineering Journal, 2018
The Dynamic Voltage Restorer (DVR) is identified as the best solution for mitigation of voltage sag and swell related problems in the much taped distribution system. The compensation performance of the DVR very much depends on its control algorithm.
P. SasiKiran, T. Gowri Manohar
doaj   +1 more source

The unscented Kalman filtering in extended noise environments

2009 American Control Conference, 2009
This paper introduces an extended environment for the unscented Kalman filtering that considers also the presence of additive noise on input observations in order to solve the problem of optimal estimation of noise-corrupted input and output sequences.
Yucheng Zhou 0003, Jiahe Xu 0001, Yuanwei Jing, Georgi M. Dimirovski   +3 more
openaire   +1 more source

Nowcasting World Trade With Machine Learning: A Three‐Step Approach

Journal of Forecasting, EarlyView.
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, Baptiste Meunier, Sebastian Stumpner   +2 more
wiley   +1 more source

Time‐Varying Skewness–Kurtosis Dynamics in Bitcoin Markets

Journal of Futures Markets, EarlyView.
ABSTRACT This paper examines the relationship between skewness and kurtosis in Bitcoin spot and futures markets using high‐frequency data. We document a strong convex skewness–kurtosis relationship consistent with theoretical moment restrictions. Trading activity is positively associated with realized kurtosis, particularly in futures markets, though ...
Ariston Karagiorgis, Antonis Ballis
wiley   +1 more source

Performance analysis of state of charge and state of health prediction using Kalman filter techniques with battery parameter variation

Global Energy Interconnection
Accurate estimation of the State of Charge (SOC), State of Health (SOH), and Terminal Resistance (TR) is crucial for the effective operation of Battery Management Systems (BMS) in lithium-ion batteries.
Ranagani Madhavi, Indragandhi Vairavasundaram   +1 more
doaj   +1 more source

The Sector Liquidity Timing Ability of Bond Mutual Funds

International Journal of Finance &Economics, EarlyView.
ABSTRACT We investigate whether bond mutual fund managers exhibit market liquidity timing skills in the U.S. corporate bond market. At the portfolio level, we find only weak evidence that bond funds adjust their overall market exposure in anticipation of changes in corporate bond market liquidity.
Zhengnan Yin, Niall O'Sullivan, Meadhbh Sherman, Yuting Chen   +3 more
wiley   +1 more source

Dynamic Mode Decomposition (DMD) for Low‐Latency Real‐Time Cardiac MRI

Magnetic Resonance in Medicine, EarlyView.
ABSTRACT Purpose To demonstrate dynamic mode decomposition (DMD) for high spatiotemporal low‐latency online reconstruction in 2D real‐time cardiac MRI. Methods DMD was applied to 2D spiral balanced steady state free precession (bSSFP) real‐time adult and fetal cardiac MRI at 0.55 T, with data from 10 healthy adult volunteers (3F/7M; age: 21–49; BMI: 20–
Ecrin Yagiz, Bilal Tasdelen, Ibrahim K. Ozaslan, Mihailo R. Jovanovic, Ye Tian, Krishna S. Nayak   +5 more
wiley   +1 more source