Evaluating Real-Time Forecasts in Real-Time
نویسندگان
چکیده
منابع مشابه
Evaluating Real-Time VAR Forecasts with an Informative democratic Prior
This paper proposes Bayesian forecasting in a vector autoregression using a democratic prior. This prior is chosen to match the predictions of survey respondents. In particular, the unconditional mean for each series in the vector autoregression is centered around long-horizon survey forecasts. Heavy shrinkage toward the democratic prior is found to give good real-time predictions of a range of...
متن کاملReal-Time Output Feedback Neurolinearization
An adaptive input-output linearization method for general nonlinear systems is developed without using states of the system. Another key feature of this structure is the fact that, it does not need model of the system. In this scheme, neurolinearizer has few weights, so it is practical in adaptive situations. Online training of neuroline...
متن کاملReal-Time Density Forecasts from VARs with
Central banks and other forecasters have become increasingly interested in various aspects of density forecasts. However, recent sharp changes in macroeconomic volatility — such as the Great Moderation and the more recent sharp rise in volatility associated with greater variation in energy prices and the deep global recession — pose significant challenges to density forecasting. Accordingly, th...
متن کاملTime-Dependent Real-Space Renormalization Group Method
In this paper, using the tight-binding model, we extend the real-space renormalization group method to time-dependent Hamiltonians. We drive the time-dependent recursion relations for the renormalized tight-binding Hamiltonian by decimating selective sites of lattice iteratively. The formalism is then used for the calculation of the local density of electronic states for a one dimensional quant...
متن کاملEvaluating Real-Time Responsiveness in Dialog
This paper discusses ten difficulties in extending spoken dialog systems to exhibit real-time social skills.
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: SSRN Electronic Journal
سال: 2007
ISSN: 1556-5068
DOI: 10.2139/ssrn.1012571