منابع مشابه
Time-series Scenario Forecasting
Many applications require the ability to judge uncertainty of time-series forecasts. Uncertainty is often specified as point-wise error bars around a mean or median forecast. Due to temporal dependencies, such a method obscures some information. We would ideally have a way to query the posterior probability of the entire time-series given the predictive variables, or at a minimum, be able to dr...
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This chapter deals with seasonal time series in economics and it reviews models that can be used to forecast out-of-sample data. Some of the key properties of seasonal time series are reviewed, and various empirical examples are given for illustration. The potential limitations to seasonal adjustment are reviewed. The chapter further addresses a few basic models like the deterministic seasonali...
متن کاملForecasting Analogous Time Series
Organizations that use time series forecasting on a regular basis generally forecast many variables, such as demand for many products or services. Within the population of variables forecasted by an organization, we can expect that there will be groups of analogous time series that follow similar, time-based patterns. The co-variation of analogous time series is a largely untapped source of inf...
متن کاملAutomatic time series forecasting
Automatic forecasts of large numbers of univariate time series are often needed in business. It is common to have over one thousand product lines that need forecasting at least monthly. In these circumstances, an automatic forecasting algorithm is an essential tool. Automatic forecasting algorithms must determine an appropriate time series model, estimate the parameters and compute the forecast...
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Using 3 experiments, we examine whether simple pairwise comparison judgments, involving the recognition heuristic (Goldstein & Gigerenzer, 2002), are sensitive to implicit cues to the nature of the comparison required. In Experiments 1 and 2, we show that participants frequently choose the recognized option of a pair if asked to make "larger" judgments but are significantly less likely to choos...
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ژورنال
عنوان ژورنال: SSRN Electronic Journal
سال: 2021
ISSN: 1556-5068
DOI: 10.2139/ssrn.3792565