Long-term prediction intervals of economic time series
Sign Up to like & getrecommendations! Published in 2019 at "Empirical Economics"
DOI: 10.1007/s00181-019-01689-2
Abstract: We construct long-term prediction intervals for time-aggregated future values of univariate economic time series. We propose computational adjustments of the existing methods to improve coverage probability under a small sample constraint. A pseudo-out-of-sample evaluation shows… read more here.
Keywords: term prediction; economic time; prediction intervals; long term ... See more keywords
Sparse Representation Based Approach to Prediction for Economic Time Series
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DOI: 10.1109/access.2019.2897982
Abstract: This paper addresses the problem of economic time series forecasting, and a new prediction method is proposed. The method fully capitalizes on the two key technologies, sparse representation, and fuzzy set theory, to handle the… read more here.
Keywords: sparse representation; economic time; series; time series ... See more keywords
Tight-Binding Approach: A Quantum Mechanical Tool to Study Economic Time Series
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DOI: 10.12693/aphyspola.133.1347
Abstract: We study the localization properties of the 1D tight-binding equation, where the on-site potential is aperiodic or pseudorandom. The on-site potential values are derived from economic time series databases. We carry out numerical work involving… read more here.
Keywords: tight binding; time series; time; economic time ... See more keywords