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Items from 1 to 20 out of 245 results

article

Four harmonic cycles explain and predict commodity currencies' wide long term fluctuations

Elias Sanidas, E. Sanidas

Technological Forecasting & Social Change > 2014 > 87 > Complete > 135-151

In theory and practice, it is difficult to accept a particular model of explanation and forecasting of exchange currencies as the literature review reveals. However, the currencies that are called commodity currencies, such as the Australian dollar are heavily influenced by commodity prices cycles, and hence they might be easier to analyze and predict. We investigate the possibility that the Australian...

article

Conway–Maxwell–Poisson Autoregressive Moving Average Model for Equidispersed, Underdispersed, and Overdispersed Count Data

Moizes Melo, Airlane Alencar

Journal of Time Series Analysis > 41 > 6 > 830 - 857

In this work, we propose a dynamic regression model based on the ConwayŮMaxwell–Poisson (CMP) distribution with time‐varying conditional mean depending on covariates and lagged observations. This new class of ConwayŮMaxwell–Poisson autoregressive moving average (CMP‐ARMA) models is suitable for the analysis of time series of counts. The CMP distribution is a two‐parameter generalization of the Poisson...

article

Professional forecasters' expectations, consistency, and international spillovers

Joscha Beckmann, Robert L. Czudaj

Journal of Forecasting > 39 > 7 > 1001 - 1024

This paper focuses on the expectation formation process of professional forecasters by relying on survey data on forecasts regarding gross domestic product growth, consumer price index inflation and 3‐month interest rates for a broad set of countries. We examine the interrelation between macroeconomic forecasts and also the impact of uncertainty on forecasts by allowing for cross‐country interdependencies...

article

Efficient selection of hyperparameters in large Bayesian VARs using automatic differentiation

Joshua C. C. Chan, Liana Jacobi, Dan Zhu

Journal of Forecasting > 39 > 6 > 934 - 943

Large Bayesian vector autoregressions with the natural conjugate prior are now routinely used for forecasting and structural analysis. It has been shown that selecting the prior hyperparameters in a data‐driven manner can often substantially improve forecast performance. We propose a computationally efficient method to obtain the optimal hyperparameters based on automatic differentiation, which is...

article

Effects of consumer cohorts and age on meat expenditures in the United States

Ji Yong Lee, Yiwei Qian, Geir Wæhler Gustavsen, Rodolfo M. Nayga, more

Agricultural Economics > 51 > 4 > 505 - 517

Meat demand is likely influenced by the birth cohort and age of the individual. In this study, we examine the demand for beef, pork, poultry, and other meat in the United States using the 1984–2012 Consumer Expenditure Survey and the almost ideal demand system with the incorporation of age, period, and cohort (APC) effects. We find that the model with APC effects performs better than the models without...

article

Deriving optimal weather pattern definitions for the representation of precipitation variability over India

Robert Neal, Joanne Robbins, Rutger Dankers, Ashis Mitra, more

International Journal of Climatology > 40 > 1 > 342 - 360

This study utilizes cluster analysis to produce sets of weather patterns for the Indian subcontinent. These patterns have been developed with future applications in mind; specifically relating to the occurrence of high‐impact weather and meteorologically induced hazards such as landslides. The weather patterns are also suited for use within probabilistic medium‐ to long‐range weather pattern forecasting...

article

On the method of identification of atypical observations in time series

Maciej Oesterreich

Ekonometria > 2020 > vol. 24, nr 2 > 1-16

The paper presents a method of detecting atypical observations in time series with or without seasonal fluctuations. Unlike classical methods of identifying outliers and influential observations, its essence consists in examining the impact of individual observations both on the fitted values of the model and the forecasts. The exemplification of theoretical considerations is the empirical example...

article

Fast SST error growth in the southeast Pacific Ocean: comparison between high and low-resolution CCSM4 retrospective forecasts

Isabel Porto Silveira, Paquita Zuidema, Benjamin Paul Kirtman

Climate Dynamics > 2019 > 53 > 9-10 > 5237-5251

Sea surface temperature errors that develop after 1 week are investigated as a function of resolution using retrospective forecasts from the Community Climate System Model. One version resolves the ocean and atmosphere to approximately 1° while the second version resolves the ocean to 0.1° and the atmosphere to 0.5°. The forecasts are initialized on January 1 from 1982 to 2003. The spatial pattern...

article

Benchmarking stochastic and deterministic MPC: A case study in stationary battery systems

Ranjeet Kumar, Jordan Jalving, Michael J. Wenzel, Matthew J. Ellis, more

AIChE Journal > 65 > 7 > n/a - n/a

We present a computational framework that integrates forecasting, uncertainty quantification, and model predictive control (MPC) to benchmark the performance of deterministic and stochastic MPC. By means of a battery management case study, we illustrate how off‐the‐shelf deterministic MPC implementations can suffer significant losses in performance and constraint violations due to their inability...

article

Zastosowanie metody prognostyczno-scenariuszowej do wyznaczenia wielkości produkcji stali

Bożena Gajdzik

Hutnik, Wiadomości Hutnicze > 2019 > Vol. 86, nr 2 > 43--50

Wraz z nasilaniem się dynamiki zmian w otoczeniu funkcjonowania przedsiębiorstw należących do sektora hutniczego (stalowego) w Polsce rosła popularność metod prognostycznych i scenariuszowych w wyznaczaniu strategii produkcji. Prognozy wyznaczane są przy użyciu metod ekonometrycznych należących do kategorii metod ilościowych. Natomiast scenariusze są rezultatem uzyskanych prognoz i powstają jako urzeczywistnienie...

article

From rain to famine: assessing the utility of rainfall observations and seasonal forecasts to anticipate food insecurity in East Africa

Erin Coughlan de Perez, Maarten van Aalst, Richard Choularton, Bart van den Hurk, more

Food Security > 2019 > 11 > 1 > 57-68

East Africa experiences chronic food insecurity, with levels varying from year-to-year across the region. Given that much can be done to prevent this level of suffering before it happens, humanitarian agencies monitor early indicators of food insecurity to trigger early action. Forecasts of total seasonal rainfall are one tool used to monitor and anticipate food security outcomes. Factors beyond rainfall,...

article

Forecasts of Production, Consumption, and the Trade Balance of Primary Energy and Fuels in the USA

Tadeusz Olkuski, Andrzej Sikora, Mateusz Piotr Sikora, Adam Szurlej

Inżynieria Mineralna > 2019 > R. 21, nr 1/2 > 327--334

The article analyzes various forecasts of production, consumption, and the trade balance of primary energy and secondary fuels first of all in the United States and partly in Canada. The combined analysis of the US in Canadian economies is well-founded as these economies are closely related. However, the main emphasis was on US economy. The analysis covers different scenarios of fuel and energy demand,...

article

Modelling of arrears in payments for dwelling using artificial neural networks

Tomasz Jasiński, Anna Bochenek

Informatyka Ekonomiczna > 2019 > 2 (52) > 58-68

The study presents the construction process of a model that forecasts arrears in dwelling payments in individual municipalities in Poland depending on the values of economic data from previous years. This enables to estimate arrears that will arise in the investigated municipalities in the year of analysis. The model constructed on the basis of artificial neural networks, which is a tool from the...

article

Share of renewable energy in Poland compared to EU countries

Andrzej Wójcik

Zeszyty Naukowe. Organizacja i Zarządzanie / Politechnika Śląska > 2019 > z. 139 > 607--619

The paper analyses changes that occurred in production of renewable energy in EU countries in 2004-2017 with special focus on Poland. Forecasts of renewable energy shares in total gross energy consumption for 2020 were calculated for EU and individual member states to verify whether it is possible to achieve the goals determined in Europe 2020 strategy. It is probable that the goal for EU will be...

article

Examining the trade‐off between confidence and optimism in future forecasts

Olga Stavrova, Anthony M. Evans

Journal of Behavioral Decision Making > 32 > 1 > 3 - 14

Confident business forecasters are seen as more credible and competent (“confidence heuristic”). We explored a boundary condition of this effect by examining how individuals react to the trade‐off between confidence and optimism. Using hypothetical scenarios, we examined this trade‐off from the perspectives of judges (i.e., business owners who hired analysts to make sales predictions) and forecasters...

article

Investor reaction to simultaneous news releases: unemployment vs. earnings

Neeraj J. Gupta, Vitaliy Strohush, Reilly White

Journal of Economics and Finance > 2019 > 43 > 4 > 735-749

We examine the stock price reaction to surprises in the simultaneous releases of two types of news: macro news (captured by unemployment announcements) and corporate news (captured through earnings releases). Using financial data for the U.S. markets from 1962 to 2012, we confirm that earnings surprises and unemployment surprises significantly affect individual stock returns. Also, in line with Boyd...

article

The impact of potential Brexit scenarios on German car exports to the UK: an application of the gravity model

Jacqueline Karlsson, Helena Melin, Kevin Cullinane

Journal of Shipping and Trade > 2018 > 3 > 1 > 1-22

The objective is to forecast the impact of potential Brexit scenarios on the export volume of passenger cars from Germany to the UK. Based on Germany’s total export volume of passenger cars, a double-logarithmic gravity model is specified and estimated using Ordinary Least Squares (OLS) regression. The final estimated model has strong explanatory power, with all variables significant at the 5% level...

article

Managing agricultural drought in Sweden using a novel spatially-explicit model from the perspective of water-food-energy nexus

P.E. Campana, J. Zhang, T. Yao, S. Andersson, more

Journal of Cleaner Production > 2018 > 197 > P1 > 1382-1393

Using a multi-disciplinary approach, this paper integrated spatial analysis with agricultural and energy system modelling to assess the impacts of drought on crop water demand, water availability, crop yield, and electricity requirements for irrigation. This was done by a novel spatially-explicit and integrated water-food-energy nexus model, using the spatial climatic data generated by the mesoscale...

article

Neural Network Forecasting of Precipitation Volumes Using Patterns

A. K. Gorshenin, V. Yu. Kuzmin

Pattern Recognition and Image Analysis > 2018 > 28 > 3 > 450-461

Precipitation is an important part of hydrological and meteorological models. For this reason, the development of adequate mathematical techniques and the design of software tools for the processing of large volumes of collected observations are important tasks. In particular, this refers to methods using modern approaches based on neural networks. In addition, studies of various precipitation processes...

article

Reprint of A deterministic model for forecasting long-term solar activity

Eleni Petrakou

Journal of Atmospheric and Solar-Terrestrial Physics > 2018 > 176 > C > 51-56

A phenomenological model is presented for the quantitative description of individual solar cycles' features, such as onset, intensity, evolution, in terms of the number of M and X-class solar flares. The main elements of the model are the relative ecliptic motion of the planets Jupiter and Saturn, and its synergy with a quasi-periodic component of solar activity. Using as input the temporal distribution...

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Search results

Four harmonic cycles explain and predict commodity currencies' wide long term fluctuations

Conway–Maxwell–Poisson Autoregressive Moving Average Model for Equidispersed, Underdispersed, and Overdispersed Count Data

Professional forecasters' expectations, consistency, and international spillovers

Efficient selection of hyperparameters in large Bayesian VARs using automatic differentiation

Effects of consumer cohorts and age on meat expenditures in the United States

Deriving optimal weather pattern definitions for the representation of precipitation variability over India

On the method of identification of atypical observations in time series

Fast SST error growth in the southeast Pacific Ocean: comparison between high and low-resolution CCSM4 retrospective forecasts

Benchmarking stochastic and deterministic MPC: A case study in stationary battery systems

Zastosowanie metody prognostyczno-scenariuszowej do wyznaczenia wielkości produkcji stali

From rain to famine: assessing the utility of rainfall observations and seasonal forecasts to anticipate food insecurity in East Africa

Forecasts of Production, Consumption, and the Trade Balance of Primary Energy and Fuels in the USA

Modelling of arrears in payments for dwelling using artificial neural networks

Share of renewable energy in Poland compared to EU countries

Examining the trade‐off between confidence and optimism in future forecasts

Investor reaction to simultaneous news releases: unemployment vs. earnings

The impact of potential Brexit scenarios on German car exports to the UK: an application of the gravity model

Managing agricultural drought in Sweden using a novel spatially-explicit model from the perspective of water-food-energy nexus

Neural Network Forecasting of Precipitation Volumes Using Patterns

Reprint of A deterministic model for forecasting long-term solar activity

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