Results 31 to 40 of about 536,403 (288)
Mixtures of t-distributions for finance and forecasting [PDF]
Journal of Econometrics, 2008 We explore convenient analytic properties of distributions constructed as mixtures of scaled and shifted t-distributions. Particularly desirable for econometric applications are closed-form expressions for antiderivatives (e.g., the cumulative density function). We illustrate the usefulness of these distributions in two applications.
Giacomini, Raffaella +3 more
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Urban Electricity Load Forecasting Method Based on Discrepancy Compensation and Short-termSampling Contrastive Loss [PDF]
Jisuanji kexueUrban power load forecasting is an important content of urban smart grid planning and scheduling.However,the pro-blem of data imbalance in urban power load forecasting poses a great challenge to urban power load forecasting.Traditional single-model-based
CHEN Runhuan, DAI Hua, ZHENG Guineng, LI Hui , YANG Geng
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Variational Bayesian Network with Information Interpretability Filtering for Air Quality Forecasting
Mathematics, 2023 Air quality plays a vital role in people’s health, and air quality forecasting can assist in decision making for government planning and sustainable development.
Xue-Bo Jin +7 more
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Modelling Agent Forecast Distributions
Journal of the Royal Statistical Society Series B: Statistical Methodology, 1992 SUMMARY Problems in the analysis and interpretation of uncertain inferences obtained from individuals, or agents, are considered in the context of forecasting a scalar random quantity. Based on new theoretical results presented by West and Crosse, Bayesian updating is developed for cases in which agents' opinions are provided in terms of
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Forecasting and Conditional Projection Using Realistic Prior Distributions [PDF]
Econometric Reviews, 1983 This paper develops a forecasting procedure based on a Bayesian method for estimating vector autoregressions. We apply the procedure to 10 macroeconomic variables and show that it produces more accurate out-of-sample forecasts than univariate equations do.
Thomas Doan +2 more
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Quantile forecasts of daily exchange rate returns from forecasts of realized volatility [PDF]
, 2008 Quantile forecasts are central to risk management decisions because of the widespread use of Value-at-Risk. A quantile forecast is the product of two factors: the model used to forecast volatility, and the method of computing quantiles from the ...
Ana Beatriz Galvão +30 more
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Financial Innovation, 2017 Background Modeling exchange rate volatility has remained crucially important because of its diverse implications. This study aimed to address the issue of error distribution assumption in modeling and forecasting exchange rate volatility between the ...
S. M. Abdullah +3 more
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Pediatric Blood &Cancer, EarlyView.ABSTRACT Asymptomatic infection poses a significant risk for children undergoing hematopoietic stem cell transplantation (HSCT). Pre‐transplant surveillance computed tomography (CT) is commonly used to identify occult infection, though its diagnostic yield remains uncertain.
Tyler Obermark +9 more
wiley +1 more source
Pediatric Blood &Cancer, EarlyView.ABSTRACT Neuroblastoma is the most common extracranial solid tumor in early childhood. Its clinical behavior is highly variable, ranging from spontaneous regression to fatal outcome despite intensive treatment. The International Society of Pediatric Oncology Europe Neuroblastoma Group (SIOPEN) Radiology and Nuclear Medicine Specialty Committees ...
Annemieke Littooij +11 more
wiley +1 more source
Mathematical Models for Natural Gas Forecasting [PDF]
, 2009 It is vital for natural gas Local Distribution Companies (LDCs) to forecast their customers\u27 natural gas demand accurately. A significant error on a single very cold day can cost the customers of the LDC millions of dollars.
Brown, Ronald H. +3 more
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