A summary of new results on SLIGRO sales prediction. 1 The task We aim to predict one week ahead the quantity of weekly product sales, aggregated over all SLIGRO locations. 2 What’s new since ICDM paper The modifications since ICDM paper are the following: 1. Product categorization into 2 classes: ‘predictable’ and ‘unpredictable’ (previously we had 4). 2. Product categorization using the Linea...

Stochastic modeling of investment returns is an important topic for actuaries who deal with variable annuity and segregated fund investment guarantees. The traditional lognormal stock return model is simple, but it is generally less appealing for longer-term problems. In recent years, the use of regime-switching lognormal (RSLN) processes for modeling maturity guarantees has been gaining popula...

abstract prediction of input flow into water resources is regarded as one of the most important issues in optimum planning and management in producing electro-water energy and optimum allocation of water into different consumption sources. different parameters affect on input discharge into dams. climate variables including temperature and rainfall have the most effect on input runoff rate to w...

this article is a comparative study of estimation power of artificial neural networks and autoregressive time series models in inflation forecasting. using 37 years iran’s inflation data, neural networks performs better on average for short horizons than autoregressive models. this study shows usefulness of early stopping technique in learning stage of neural networks for estimating time series...