Results 331 to 340 of about 2,067,646 (378)

A decoder-only foundation model for time-series forecasting

International Conference on Machine Learning, 2023
Motivated by recent advances in large language models for Natural Language Processing (NLP), we design a time-series foundation model for forecasting whose out-of-the-box zero-shot performance on a variety of public datasets comes close to the accuracy ...
Abhimanyu Das, Weihao Kong, Rajat Sen, Yichen Zhou   +3 more
semanticscholar   +1 more source

Forecasting Equicorrelations [PDF]

SSRN Electronic Journal, 2011
We study the out-of-sample forecasting performance of several time-series models of equicorrelation, which is the average pairwise correlation between a number of assets. Building on the existing Dynamic Conditional Correlation and Linear Dynamic Equicorrelation models, we propose a model that uses proxies for equicorrelation based on high-frequency ...
Adam E Clements, Christopher A Coleman-Fenn, Daniel R Smith   +2 more
openaire   +1 more source

Forecasting Trade [PDF]

SSRN Electronic Journal, 2006
This paper develops a set of time series models to provide short-term forecasts (6 to 18 months ahead) of international trade both at the global level and for selected regions. Our results compare favourably to other forecasts, notably by the International Monetary Fund, as measured by standard evaluation measures, such as the root mean square forecast
Keck, Alexander, Raubold, Alexander
openaire   +2 more sources

Frequency-domain MLPs are More Effective Learners in Time Series Forecasting

Neural Information Processing Systems, 2023
Time series forecasting has played the key role in different industrial, including finance, traffic, energy, and healthcare domains. While existing literatures have designed many sophisticated architectures based on RNNs, GNNs, or Transformers, another ...
Kun Yi, Qi Zhang, Wei Fan, Shoujin Wang, Pengyang Wang, Hui He, Defu Lian, Ning An, Longbin Cao, Zhendong Niu   +9 more
semanticscholar   +1 more source

Macroeconomic forecasts and microeconomic forecasters [PDF]

Journal of Economic Behavior & Organization, 2002
In the presence of principal-agent problems, published macroeconomic forecasts by professional economists may not measure expectations. Forecasters may use their forecasts in order to manipulate beliefs about their ability. I test a cross-sectional implication of models of reputation and information-revelation.
openaire   +1 more source

Forecasting Forecast Skill

Monthly Weather Review, 1987
It is shown that it is possible to predict the skill of numerical weather forecasts - a quantity which is variable from day to day and region to region. This has been accomplished using as predictor the dispersion (measured by the average correlation) between members of an ensemble of forecasts started from five different analyses.
Eugenia Kalnay, Amnon Dalcher
openaire   +1 more source

Unified Training of Universal Time Series Forecasting Transformers

International Conference on Machine Learning
Deep learning for time series forecasting has traditionally operated within a one-model-per-dataset framework, limiting its potential to leverage the game-changing impact of large pre-trained models.
Gerald Woo, Chenghao Liu, Akshat Kumar, Caiming Xiong, Silvio Savarese, Doyen Sahoo   +5 more
semanticscholar   +1 more source

TimeMixer: Decomposable Multiscale Mixing for Time Series Forecasting

International Conference on Learning Representations
Time series forecasting is widely used in extensive applications, such as traffic planning and weather forecasting. However, real-world time series usually present intricate temporal variations, making forecasting extremely challenging.
Shiyu Wang, Haixu Wu, X. Shi, Tengge Hu, Huakun Luo, Lintao Ma, James Y. Zhang, Jun Zhou   +7 more
semanticscholar   +1 more source

Forecasting demographic forecasts

International Journal of Forecasting, 2014
Abstract Consider the financial sustainability of public finances in the context of stochastic demographics. Such analyses have typically been made under the assumption that future demographic developments are deterministic. When stochastic demographics have been considered, the problems have been simplified by assuming that the decision makers in ...
openaire   +1 more source

Forecasting Earnings Forecasts [PDF]

, 2013
We analyze earnings forecasts retrieved from the I/B/E/S database concerning 596 firms for the sample 1995 to 2011, with a specific focus on whether these earnings forecasts can be predicted from available data. Our main result is that earnings forecasts can be predicted quite accurately using publicly available information.
Bert de Bruijn, Philip Hans Franses
openaire   +2 more sources