Forecasting discrete valued low count time series
Article Abstract:
The conditional median is suggested as a general method to produce coherent forecasts for discrete valued processes. An analysis of Poisson Autoregressive model exemplifies the ideas.
Publication Name: International Journal of Forecasting
Subject: Economics
ISSN: 0169-2070
Year: 2004
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Forecasting the global electronics cycle with leading indicators: a Bayesian VAR approach
Article Abstract:
A study using a Bayesian VAR to forecast the trends in global electronics industry is presented.
Publication Name: International Journal of Forecasting
Subject: Economics
ISSN: 0169-2070
Year: 2006
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Bayesian predictions of low count time series
Article Abstract:
A Bayesian methodology for producing coherent forecasts of low count time series is presented.
Publication Name: International Journal of Forecasting
Subject: Economics
ISSN: 0169-2070
Year: 2005
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Comment about this article or add new information about this topic:
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