Shrinkage estimators of time series seasonal factors and their effect on forecasting accuracy
Article Abstract:
The forecasting accuracy can be improved through better estimation of seasonal factors. Two shrinkage estimators, to improve the accuracy of classic decomposition seasonal factors are proposed.
Publication Name: International Journal of Forecasting
Subject: Economics
ISSN: 0169-2070
Year: 2003
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An analytic network process model for financial-crisis forecasting
Article Abstract:
A method of assessing imbalance-crisis turning point is developed for forecasting the possibility of a banking or financial crisis based on Analytic network process framework.
Publication Name: International Journal of Forecasting
Subject: Economics
ISSN: 0169-2070
Year: 2004
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Shrinkage: when and how?
Article Abstract:
An analysis of James-Stein's shrinkage estimators in forecasting is furnished.
Publication Name: International Journal of Forecasting
Subject: Economics
ISSN: 0169-2070
Year: 2004
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