Forecast combination, non-linear dynamics, and the macroeconomy

on the effect of linear & non-linear texts on students comprehension and recalling

چکیده ندارد.

A non-linear forecast combination procedure for binary outcomes

We develop a non-linear forecast combination rule based on copulas that incorporate the dynamic interaction between individual predictors. This approach is optimal in the sense that the resulting combined forecast produces the highest discriminatory power as measured by the receiver operating characteristic (ROC) curve. Under additional assumptions, this rule is shown to be equivalent to the qu...

Forecast Evaluation and Combination

Investigating the Dynamics of a Ball-Spring Autobalancer in a Rotor with Non-Linear Bearings

Although the traditional automatic ball balancer (ABB) has numerous advantages, it has two major deficiencies, i.e., it has a limited balance stable region and it increases the vibration amplitude of the rotor at transient state. These deficiencies limit the applicability of ABBs. In this regard, a new type of ABB called “the Ball-spring autobalancer” has been proposed to resolve the mentioned ...

Density Forecast Combination

In this paper we investigate whether and how far density forecasts sensibly can be combined to produce a “better” pooled density forecast. In so doing we bring together two important but hitherto largely unrelated areas of the forecasting literature in economics, density forecasting and forecast combination. We provide simple Bayesian methods of pooling information across alternative density fo...