نتایج جستجو برای: forecasting performance

تعداد نتایج: 1085145  

Journal: :CoRR 2012
Mahesh Khadka K. M. George Nohpill Park

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...

2008
Raffaella Giacomini Barbara Rossi

We propose new methods for comparing the out-of-sample forecasting performance of two competing models in the presence of possible instabilities. The main idea is to develop a measure of the relative local forecasting performance for the two models, and to investigate its stability over time by means of statistical tests. We propose two tests (the Fluctuation test and the One-time Reversal test...

2001
John P. Kerekes

The quantitative forecasting of spectral imaging system performance is an important capability at every stage of system development including system requirement definition, system design, and even sensor operation. However, due to the complexity of the end-to-end remote sensing system involved, the analyses are often performed piecemeal by various groups, and then merged together. The ability t...

2008
M. Vijayalakshmi Bernard L. Menezes Venu Gopal

Combining forecasts from different models has shown to perform better than single forecasts in most times series. In this paper new techniques for combining a large number of forecasting models in order to achieve better forecasting performance are introduced. This class of new techniques for combining is based on using consistent experts for forecasting.

Forecasting financial markets is an important issue in finance area and research studies. On one hand, the importance of prediction, and on the other hand, its complexity, have led to huge number of researches which have proposed many forecasting methods in this area. In this study, we propose a hybrid model including Wavelet Transform, ARMA-GARCH and Artificial Neural Network (ANN) for single-...

2014
Hui-Chi Chuang Wen-Shin Chang Sheng-Tun Li

In our daily life, people are often using forecasting techniques to predict weather, stock, economy and even some important Key Performance Indicator (KPI), and so forth. Therefore, forecasting methods have recently received increasing attention. In the last years, many researchers used fuzzy time series methods for forecasting because of their capability of dealing with vague data. The followe...

Journal: :J. Systems Science & Complexity 2014
Christina Beneki Masoud Yarmohammadi

This paper looks at forecasting daily exchange rates for the United Kingdom, European Union, and China. Here, the authors evaluate the forecasting performance of neural networks (NN), vector singular spectrum analysis (VSSA), and recurrent singular spectrum analysis (RSSA) for forecasting exchange rates in these countries. The authors find statistically significant evidence based on the RMSE, t...

Journal: :Computers & OR 2003
Adel A. Ghobbar Chris H. Friend

Owing to the sporadic nature of demand for aircraft maintenance repair parts, airline operators perceive dif%culties in forecasting and are still looking for superior forecasting methods. This paper deals with techniques applicable to predicting spare parts demand for airline 4eets. The experimental results of 13 forecasting methods, including those used by aviation companies, are examined and ...

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