A framework for decomposing shocks and measuring volatilities derived from multi-dimensional panel data of survey forecasts

Article Abstract:

Analysis of a method using three-dimensional panel data, as suggested by Davies and Lahiri, to show the presence of shock and volatilities measuring abilities of the framework, is presented. The study suggests some changes to the said analytical framework for obtaining a more general framework that can be used by survey forecasters.

Measurement, Mathematical models, Surveys, Surveys (Studies), Volatility

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Automatic neural network modeling for univariate time series

Article Abstract:

An artificial neural network (ANN) uses data processing methods that imitate the workings of the human brain by correlating data in nonlinear ways. The Automated ANN is a procedure for setting up a network's architecture for forecasting purposes.

Electronic computers, Electronic Computer Manufacturing, Artificial Intelligence Systems, Statistical Data Included, Analysis, Computer networks, Neural networks, Artificial intelligence, Cognitive science

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The value of nonlinear models in the M3-Competition

Article Abstract:

The author requests that future competitions discern why a combination of methods provides a better result in business and economic forecasting.

World, Forecasting, Economic forecasting, Competitions, Business forecasting, Nonlinear theories

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