Results 51 to 60 of about 133,125 (287)

Advances in vital‐sign prediction and early‐warning models for underground coal mine workers integrating environmental factors

Deep Underground Science and Engineering, EarlyView.
This review synthesizes advances in predicting miners' vital signs by integrating environmental monitoring (dust, temperature, and gas) with physiological data. It highlights multi‐source data fusion techniques and early‐warning models for enhanced occupational safety in underground coal mines.
Junji Zhu, Dawei Cui, Yingjie Liu, Yuntao Liang, Yue Zhang   +4 more
wiley   +1 more source

Filtering in Finance. [PDF]

In this article we present an introduction to various Filtering algorithms and some of their applications to the world of Quantitative Finance. We shall first mention the fundamental case of Gaussian noises where we obtain the well-known Kalman Filter ...
Galli, Alain, Javaheri, Alireza, Lautier, Delphine   +2 more
core  

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

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

Development of digital computer program for thermal network correction. Phase 2 - Program development. Phase 3 - Demonstration/application Final report [PDF]

Developing digital computer program for correcting soft parameters of thermal network by Kalman filtering ...
Fink, L. C., Gaski, J. D., Ishimoto, T.
core   +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

Square root kalman filter with contaminated observations. [PDF]

The algorithm of square root Kalman filtering for the case of contaminated observations is described in the paper. This algorithm is suitable for the parallel computer implementation allowing to treat dynamic linear systems with large number of state ...
Cipra, T., Romera, Rosario, Rubio, A.
core  

The 10,240‐member ensemble Kalman filtering with an intermediate AGCM [PDF]

, 2014
Takemasa Miyoshi, Keiichi Kondo, Toshiyuki Imamura   +2 more
openalex   +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

Estimating the Mu Slip Curve via Extended Kalman Filtering [PDF]

, 2009
Robert E. Rudd
openalex   +1 more source