Forecasting With Dynamic Factor Models Estimated by Partial Least Squares
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
Exact and numerical optical soliton solutions of the fractional quadratic-cubic nonlinear Schrödinger equation in conformable derivative framework. [PDF]
Amer A +5 more
europepmc +1 more source
Point and Risk estImation Using an enSemble of Models for Nowcasting: PRISM‐Now
ABSTRACT We propose PRISM‐Now, a novel ensemble forecasting system for near‐term GDP projection. Recognizing that relevant economic information evolves over time, we treat forecasts from multiple base models as draws from a mixture distribution of “good” and “bad” estimates, whose composition changes continuously and cannot be identified ex ante.
Beomseok Seo, Hyungbae Cho, Dongjae Lee
wiley +1 more source
Dynamical behavior of analytical solutions and bifurcation analysis for a novel structured (2+1)-dimensional Kadomtsev-Petviashvili equation via analytic approach. [PDF]
Ghayad MS +4 more
europepmc +1 more source
Predicting EU Emissions Allowance Prices Using Macroeconomic Indicators and Hybrid AI Models
ABSTRACT Predicting carbon allowance prices has grown more crucial in relation to carbon market regulation, financial strategy, and environmental policy development. This study examines a hybrid forecasting system that combines deep learning with ensemble machine learning models to forecast the price fluctuations of EU Emissions Allowance (EUAs) within
Saptarshi Ganguly +2 more
wiley +1 more source
Exact soliton, lump, and breather solutions of the (3 + 1)-dimensional Jimbo-Miwa equation via the bilinear neural network method. [PDF]
Hussein HH, Mekawey H, Elsheikh A.
europepmc +1 more source
Study of phase separation process in multi-component mixtures using analytical methods and decomposition variational iteration method for the fourth-order Cahn-Hilliard equation. [PDF]
Luo J +7 more
europepmc +1 more source
Analytical investigation of soliton propagation in conformable fractional-order transmission line metamaterials. [PDF]
Almetwally EM +5 more
europepmc +1 more source
Some novel optical pulses in hydrodynamical nonlinear complex equation using M-truncated fractional derivative. [PDF]
Ilhan E +4 more
europepmc +1 more source
A novel Fibonacci sequence-based motion profile. [PDF]
Yao WS, Tseng YC, Hu JH.
europepmc +1 more source

