The Use Of Prior Information In Forecast Combination

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Handbook of Economic Forecasting

Author : Graham Elliott
Publisher : Elsevier
ISBN 13 : 0444627405
Total Pages : 667 pages
Book Rating : 4.4/5 (446 download)

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Book Synopsis Handbook of Economic Forecasting by : Graham Elliott

Download or read book Handbook of Economic Forecasting written by Graham Elliott and published by Elsevier. This book was released on 2013-08-23 with total page 667 pages. Available in PDF, EPUB and Kindle. Book excerpt: The highly prized ability to make financial plans with some certainty about the future comes from the core fields of economics. In recent years the availability of more data, analytical tools of greater precision, and ex post studies of business decisions have increased demand for information about economic forecasting. Volumes 2A and 2B, which follows Nobel laureate Clive Granger's Volume 1 (2006), concentrate on two major subjects. Volume 2A covers innovations in methodologies, specifically macroforecasting and forecasting financial variables. Volume 2B investigates commercial applications, with sections on forecasters' objectives and methodologies. Experts provide surveys of a large range of literature scattered across applied and theoretical statistics journals as well as econometrics and empirical economics journals. The Handbook of Economic Forecasting Volumes 2A and 2B provide a unique compilation of chapters giving a coherent overview of forecasting theory and applications in one place and with up-to-date accounts of all major conceptual issues. - Focuses on innovation in economic forecasting via industry applications - Presents coherent summaries of subjects in economic forecasting that stretch from methodologies to applications - Makes details about economic forecasting accessible to scholars in fields outside economics

Principles of Forecasting

Author : J.S. Armstrong
Publisher : Springer Science & Business Media
ISBN 13 : 9780792374015
Total Pages : 880 pages
Book Rating : 4.3/5 (74 download)

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Book Synopsis Principles of Forecasting by : J.S. Armstrong

Download or read book Principles of Forecasting written by J.S. Armstrong and published by Springer Science & Business Media. This book was released on 2001 with total page 880 pages. Available in PDF, EPUB and Kindle. Book excerpt: This handbook summarises knowledge from experts and empirical studies. It provides guidelines that can be applied in fields such as economics, sociology, and psychology. Includes a comprehensive forecasting dictionary.

A Companion to Economic Forecasting

Author : Michael P. Clements
Publisher : John Wiley & Sons
ISBN 13 : 140517191X
Total Pages : 616 pages
Book Rating : 4.4/5 (51 download)

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Book Synopsis A Companion to Economic Forecasting by : Michael P. Clements

Download or read book A Companion to Economic Forecasting written by Michael P. Clements and published by John Wiley & Sons. This book was released on 2008-04-15 with total page 616 pages. Available in PDF, EPUB and Kindle. Book excerpt: A Companion to Economic Forecasting provides an accessible and comprehensive account of recent developments in economic forecasting. Each of the chapters has been specially written by an expert in the field, bringing together in a single volume a range of contrasting approaches and views. Uniquely surveying forecasting in a single volume, the Companion provides a comprehensive account of the leading approaches and modeling strategies that are routinely employed.

Cointegration, Causality, and Forecasting

Author : Halbert White
Publisher : Oxford University Press, USA
ISBN 13 : 9780198296836
Total Pages : 512 pages
Book Rating : 4.2/5 (968 download)

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Book Synopsis Cointegration, Causality, and Forecasting by : Halbert White

Download or read book Cointegration, Causality, and Forecasting written by Halbert White and published by Oxford University Press, USA. This book was released on 1999 with total page 512 pages. Available in PDF, EPUB and Kindle. Book excerpt: A collection of essays in honour of Clive Granger. The chapters are by some of the world's leading econometricians, all of whom have collaborated with and/or studied with both) Clive Granger. Central themes of Granger's work are reflected in the book with attention to tests for unit roots and cointegration, tests of misspecification, forecasting models and forecast evaluation, non-linear and non-parametric econometric techniques, and overall, a careful blend of practical empirical work and strong theory. The book shows the scope of Granger's research and the range of the profession that has been influenced by his work.

The Oxford Handbook of Economic Forecasting

Author : Michael P. Clements
Publisher : OUP USA
ISBN 13 : 0195398645
Total Pages : 732 pages
Book Rating : 4.1/5 (953 download)

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Book Synopsis The Oxford Handbook of Economic Forecasting by : Michael P. Clements

Download or read book The Oxford Handbook of Economic Forecasting written by Michael P. Clements and published by OUP USA. This book was released on 2011-07-08 with total page 732 pages. Available in PDF, EPUB and Kindle. Book excerpt: Greater data availability has been coupled with developments in statistical theory and economic theory to allow more elaborate and complicated models to be entertained. These include factor models, DSGE models, restricted vector autoregressions, and non-linear models.

Forecasting: principles and practice

Author : Rob J Hyndman
Publisher : OTexts
ISBN 13 : 0987507117
Total Pages : 380 pages
Book Rating : 4.9/5 (875 download)

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Book Synopsis Forecasting: principles and practice by : Rob J Hyndman

Download or read book Forecasting: principles and practice written by Rob J Hyndman and published by OTexts. This book was released on 2018-05-08 with total page 380 pages. Available in PDF, EPUB and Kindle. Book excerpt: Forecasting is required in many situations. Stocking an inventory may require forecasts of demand months in advance. Telecommunication routing requires traffic forecasts a few minutes ahead. Whatever the circumstances or time horizons involved, forecasting is an important aid in effective and efficient planning. This textbook provides a comprehensive introduction to forecasting methods and presents enough information about each method for readers to use them sensibly.

Forecasting Expected Returns in the Financial Markets

Author : Stephen Satchell
Publisher : Elsevier
ISBN 13 : 0080550673
Total Pages : 299 pages
Book Rating : 4.0/5 (85 download)

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Book Synopsis Forecasting Expected Returns in the Financial Markets by : Stephen Satchell

Download or read book Forecasting Expected Returns in the Financial Markets written by Stephen Satchell and published by Elsevier. This book was released on 2011-04-08 with total page 299 pages. Available in PDF, EPUB and Kindle. Book excerpt: Forecasting returns is as important as forecasting volatility in multiple areas of finance. This topic, essential to practitioners, is also studied by academics. In this new book, Dr Stephen Satchell brings together a collection of leading thinkers and practitioners from around the world who address this complex problem using the latest quantitative techniques.*Forecasting expected returns is an essential aspect of finance and highly technical *The first collection of papers to present new and developing techniques *International authors present both academic and practitioner perspectives

A Guide to Econometrics

Author : Peter Kennedy
Publisher : John Wiley & Sons
ISBN 13 : 1405182571
Total Pages : 608 pages
Book Rating : 4.4/5 (51 download)

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Book Synopsis A Guide to Econometrics by : Peter Kennedy

Download or read book A Guide to Econometrics written by Peter Kennedy and published by John Wiley & Sons. This book was released on 2008-02-19 with total page 608 pages. Available in PDF, EPUB and Kindle. Book excerpt: Dieses etwas andere Lehrbuch bietet keine vorgefertigten Rezepte und Problemlösungen, sondern eine kritische Diskussion ökonometrischer Modelle und Methoden: voller überraschender Fragen, skeptisch, humorvoll und anwendungsorientiert. Sein Erfolg gibt ihm Recht.

Intermittent Demand Forecasting

Author : John E. Boylan
Publisher : John Wiley & Sons
ISBN 13 : 1119135303
Total Pages : 403 pages
Book Rating : 4.1/5 (191 download)

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Book Synopsis Intermittent Demand Forecasting by : John E. Boylan

Download or read book Intermittent Demand Forecasting written by John E. Boylan and published by John Wiley & Sons. This book was released on 2021-06-02 with total page 403 pages. Available in PDF, EPUB and Kindle. Book excerpt: INTERMITTENT DEMAND FORECASTING The first text to focus on the methods and approaches of intermittent, rather than fast, demand forecasting Intermittent Demand Forecasting is for anyone who is interested in improving forecasts of intermittent demand products, and enhancing the management of inventories. Whether you are a practitioner, at the sharp end of demand planning, a software designer, a student, an academic teaching operational research or operations management courses, or a researcher in this field, we hope that the book will inspire you to rethink demand forecasting. If you do so, then you can contribute towards significant economic and environmental benefits. No prior knowledge of intermittent demand forecasting or inventory management is assumed in this book. The key formulae are accompanied by worked examples to show how they can be implemented in practice. For those wishing to understand the theory in more depth, technical notes are provided at the end of each chapter, as well as an extensive and up-to-date collection of references for further study. Software developments are reviewed, to give an appreciation of the current state of the art in commercial and open source software. “Intermittent demand forecasting may seem like a specialized area but actually is at the center of sustainability efforts to consume less and to waste less. Boylan and Syntetos have done a superb job in showing how improvements in inventory management are pivotal in achieving this. Their book covers both the theory and practice of intermittent demand forecasting and my prediction is that it will fast become the bible of the field.” —Spyros Makridakis, Professor, University of Nicosia, and Director, Institute for the Future and the Makridakis Open Forecasting Center (MOFC). “We have been able to support our clients by adopting many of the ideas discussed in this excellent book, and implementing them in our software. I am sure that these ideas will be equally helpful for other supply chain software vendors and for companies wanting to update and upgrade their capabilities in forecasting and inventory management.” —Suresh Acharya, VP, Research and Development, Blue Yonder. “As product variants proliferate and the pace of business quickens, more and more items have intermittent demand. Boylan and Syntetos have long been leaders in extending forecasting and inventory methods to accommodate this new reality. Their book gathers and clarifies decades of research in this area, and explains how practitioners can exploit this knowledge to make their operations more efficient and effective.” —Thomas R. Willemain, Professor Emeritus, Rensselaer Polytechnic Institute.

Advanced Applications for Artificial Neural Networks

Author : Adel El-Shahat
Publisher : BoD – Books on Demand
ISBN 13 : 9535137808
Total Pages : 298 pages
Book Rating : 4.5/5 (351 download)

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Book Synopsis Advanced Applications for Artificial Neural Networks by : Adel El-Shahat

Download or read book Advanced Applications for Artificial Neural Networks written by Adel El-Shahat and published by BoD – Books on Demand. This book was released on 2018-02-28 with total page 298 pages. Available in PDF, EPUB and Kindle. Book excerpt: In this book, highly qualified multidisciplinary scientists grasp their recent researches motivated by the importance of artificial neural networks. It addresses advanced applications and innovative case studies for the next-generation optical networks based on modulation recognition using artificial neural networks, hardware ANN for gait generation of multi-legged robots, production of high-resolution soil property ANN maps, ANN and dynamic factor models to combine forecasts, ANN parameter recognition of engineering constants in Civil Engineering, ANN electricity consumption and generation forecasting, ANN for advanced process control, ANN breast cancer detection, ANN applications in biofuels, ANN modeling for manufacturing process optimization, spectral interference correction using a large-size spectrometer and ANN-based deep learning, solar radiation ANN prediction using NARX model, and ANN data assimilation for an atmospheric general circulation model.

Palgrave Handbook of Econometrics

Author : Terence C. Mills
Publisher : Springer
ISBN 13 : 0230244408
Total Pages : 1406 pages
Book Rating : 4.2/5 (32 download)

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Book Synopsis Palgrave Handbook of Econometrics by : Terence C. Mills

Download or read book Palgrave Handbook of Econometrics written by Terence C. Mills and published by Springer. This book was released on 2009-06-25 with total page 1406 pages. Available in PDF, EPUB and Kindle. Book excerpt: Following theseminal Palgrave Handbook of Econometrics: Volume I , this second volume brings together the finestacademicsworking in econometrics today andexploresapplied econometrics, containing contributions onsubjects includinggrowth/development econometrics and applied econometrics and computing.

Economic Forecasting

Author : Graham Elliott
Publisher : Princeton University Press
ISBN 13 : 1400880890
Total Pages : 567 pages
Book Rating : 4.4/5 (8 download)

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Book Synopsis Economic Forecasting by : Graham Elliott

Download or read book Economic Forecasting written by Graham Elliott and published by Princeton University Press. This book was released on 2016-04-05 with total page 567 pages. Available in PDF, EPUB and Kindle. Book excerpt: A comprehensive and integrated approach to economic forecasting problems Economic forecasting involves choosing simple yet robust models to best approximate highly complex and evolving data-generating processes. This poses unique challenges for researchers in a host of practical forecasting situations, from forecasting budget deficits and assessing financial risk to predicting inflation and stock market returns. Economic Forecasting presents a comprehensive, unified approach to assessing the costs and benefits of different methods currently available to forecasters. This text approaches forecasting problems from the perspective of decision theory and estimation, and demonstrates the profound implications of this approach for how we understand variable selection, estimation, and combination methods for forecasting models, and how we evaluate the resulting forecasts. Both Bayesian and non-Bayesian methods are covered in depth, as are a range of cutting-edge techniques for producing point, interval, and density forecasts. The book features detailed presentations and empirical examples of a range of forecasting methods and shows how to generate forecasts in the presence of large-dimensional sets of predictor variables. The authors pay special attention to how estimation error, model uncertainty, and model instability affect forecasting performance. Presents a comprehensive and integrated approach to assessing the strengths and weaknesses of different forecasting methods Approaches forecasting from a decision theoretic and estimation perspective Covers Bayesian modeling, including methods for generating density forecasts Discusses model selection methods as well as forecast combinations Covers a large range of nonlinear prediction models, including regime switching models, threshold autoregressions, and models with time-varying volatility Features numerous empirical examples Examines the latest advances in forecast evaluation Essential for practitioners and students alike

Elements of Forecasting

Author : Francis X. Diebold
Publisher : South-Western Pub
ISBN 13 : 9780324359046
Total Pages : 366 pages
Book Rating : 4.3/5 (59 download)

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Book Synopsis Elements of Forecasting by : Francis X. Diebold

Download or read book Elements of Forecasting written by Francis X. Diebold and published by South-Western Pub. This book was released on 2007 with total page 366 pages. Available in PDF, EPUB and Kindle. Book excerpt: ELEMENTARY FORECASTING focuses on the core techniques of widest applicability. The author illustrates all methods with detailed real-world applications, many of them international in flavor, designed to mimic typical forecasting situations.

State and Local Population Projections

Author : Stanley K. Smith
Publisher : Springer Science & Business Media
ISBN 13 : 0306473720
Total Pages : 433 pages
Book Rating : 4.3/5 (64 download)

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Book Synopsis State and Local Population Projections by : Stanley K. Smith

Download or read book State and Local Population Projections written by Stanley K. Smith and published by Springer Science & Business Media. This book was released on 2005-12-21 with total page 433 pages. Available in PDF, EPUB and Kindle. Book excerpt: The initial plans for this book sprang from a late-afternoon conversation in a hotel bar. All three authors were attending the 1996 meeting of the Population As- ciation of America in New Orleans. While nursing drinks and expounding on a variety of topics, we began talking about our current research projects. It so happened that all three of us had been entertaining the notion of writing a book on state and local population projections. Recognizing the enormity of the project for a single author, we quickly decided to collaborate. Had we not decided to work together, it is unlikely that this book ever would have been written. The last comprehensive treatment of state and local population projections was Don Pittenger’s excellent work Projecting State and Local Populations (1976). Many changes affecting the production of population projections have occurred since that time. Technological changes have led to vast increases in computing power, new data sources, the development of GIS, and the creation of the Internet. The procedures for applying a number of projection methods have changed considerably, and several completely new methods have been developed.

Entropy Application for Forecasting

Author : Ana Jesus Lopez-Menendez
Publisher : MDPI
ISBN 13 : 3039364871
Total Pages : 200 pages
Book Rating : 4.0/5 (393 download)

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Book Synopsis Entropy Application for Forecasting by : Ana Jesus Lopez-Menendez

Download or read book Entropy Application for Forecasting written by Ana Jesus Lopez-Menendez and published by MDPI. This book was released on 2020-12-29 with total page 200 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book shows the potential of entropy and information theory in forecasting, including both theoretical developments and empirical applications. The contents cover a great diversity of topics, such as the aggregation and combination of individual forecasts, the comparison of forecasting performance, and the debate concerning the tradeoff between complexity and accuracy. Analyses of forecasting uncertainty, robustness, and inconsistency are also included, as are proposals for new forecasting approaches. The proposed methods encompass a variety of time series techniques (e.g., ARIMA, VAR, state space models) as well as econometric methods and machine learning algorithms. The empirical contents include both simulated experiments and real-world applications focusing on GDP, M4-Competition series, confidence and industrial trend surveys, and stock exchange composite indices, among others. In summary, this collection provides an engaging insight into entropy applications for forecasting, offering an interesting overview of the current situation and suggesting possibilities for further research in this field.

Essays in Honor of Joon Y. Park

Author : Yoosoon Chang
Publisher : Emerald Group Publishing
ISBN 13 : 1837532125
Total Pages : 449 pages
Book Rating : 4.8/5 (375 download)

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Book Synopsis Essays in Honor of Joon Y. Park by : Yoosoon Chang

Download or read book Essays in Honor of Joon Y. Park written by Yoosoon Chang and published by Emerald Group Publishing. This book was released on 2023-04-24 with total page 449 pages. Available in PDF, EPUB and Kindle. Book excerpt: Volumes 45a and 45b of Advances in Econometrics honor Professor Joon Y. Park, who has made numerous and substantive contributions to the field of econometrics over a career spanning four decades since the 1980s and counting.

Model Averaging

Author : David Fletcher
Publisher : Springer
ISBN 13 : 3662585413
Total Pages : 112 pages
Book Rating : 4.6/5 (625 download)

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Book Synopsis Model Averaging by : David Fletcher

Download or read book Model Averaging written by David Fletcher and published by Springer. This book was released on 2019-01-17 with total page 112 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides a concise and accessible overview of model averaging, with a focus on applications. Model averaging is a common means of allowing for model uncertainty when analysing data, and has been used in a wide range of application areas, such as ecology, econometrics, meteorology and pharmacology. The book presents an overview of the methods developed in this area, illustrating many of them with examples from the life sciences involving real-world data. It also includes an extensive list of references and suggestions for further research. Further, it clearly demonstrates the links between the methods developed in statistics, econometrics and machine learning, as well as the connection between the Bayesian and frequentist approaches to model averaging. The book appeals to statisticians and scientists interested in what methods are available, how they differ and what is known about their properties. It is assumed that readers are familiar with the basic concepts of statistical theory and modelling, including probability, likelihood and generalized linear models.