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Academy of Mathematics and Systems Science, CAS Colloquia & Seminars：How to capture tourists' search behavior in tourism forecasts？A two-stage feature selection approach
旅游预测 游客 搜索行为 两阶段 特征选择方法
2023/5/16
Search engine data have been widely used and shown to be useful in tourism demand forecasting. However, considering of the vast amounts of search keywords, how to better capture the tourists' attentio...
Predicting Inflation: Professional Experts Versus No-Change Forecasts
inflation predictive distribution reference forecast
2010/10/19
We compare forecasts of United States inflation from the Survey of Professional Forecasters (SPF) to predictions made by simple statistical techniques. In nowcasting, economic expertise is persuasive...
Approaches for Multi-step Density Forecasts with Application to Aggregated Wind Power
Non-Gaussian time series logistic transformation exponentialsmoothing truncated normal distribution ARIMA-GARCH model
2010/3/11
The generation of multi-step density forecasts for non-Gaussian
data mostly relies on Monte-Carlo simulations which are computa-
tionally intensive. Using aggregated wind power in Ireland, we study
...
How Informative Are Interest Rate Survey-based Forecasts?
interest rate forecasting short-term interest rate survey-based predictions
2009/9/25
This paper studies the information content of survey-based predictions for the Brazilian short-term interest rate. We perform vector autoregression analysis to test for the dynamic relationship betwee...
Forecasts Based on Official Business Indices in Japan：A Real-Time Analysis
business index probit model real-time forecast
2009/3/10
This paper analyses the performance of forecasts of real economic activity based on the Japanese official business indices in a real-time framework. As in other countries, preliminary numbers of the b...