Testing for Changes in Forecasting Performance

Forecasting climate changes of Ziarat watershed in Gorgan city

Climate is a complex system which is changing mainly due to the increase of greenhouse gases. Because of the importance of climate change and the effects it can have on water resources, in recent years, this topic has been taken into consideration for different basins on Earth. The objective of this study is to investigate the effects of climate change and forecasting meteorological variables o...

Performance Forecasting

Schon seit mehreren Jahrzehnten wird bei meisten Unternehmen Performance Tuning von Rechnersystemen betrieben. Dieses Thema wurde wie von der Seite der Unternehmen als auch von der Wissenschaft mittlerweile in zahlreichen unterschiedlichen Aspekten erforscht und ausgearbeitet. Es existieren inzwischen viele wissenschaftliche Artikel und Bücher zu dem Thema, wie z.B. von Dennis Shasha und Philip...

Testing For Efficiency Wages In Iran

Forecasting and Testing in Co - Integrated Systems

This paper examines the behavior of forecasts made from a co-integrated system as introduced by Granger (1981), Granger and Weiss (1983) and Engle and Granger (1987). It is established that a multi-step forecast will satisfy the co-integrating relation exactly and that this particular linear combination of forecasts will have a finite limiting forecast error variance. A simulation study compare...

Performance Analysis of Hybrid Forecasting Model In Stock Market Forecasting

This paper presents performance analysis of hybrid model comprise of concordance and Genetic Programming (GP) to forecast financial market with some existing models. This scheme can be used for in depth analysis of stock market. Different measures of concordances such as Kendall’s Tau, Gini’s Mean Difference, Spearman’s Rho, and weak interpretation of concordance are used to search for the patt...