Forecasting real-time data allowing for data revisions
Article Abstract:
A forecasting model for real-time performance that allows for data revisions is presented. A modeling approach was used, and an observed time series was decomposed into stochastic trend, observation noise, and data revision in real time. It is concluded that this approach answered the need for data revision, which was not present in the conventional model developed by AC Harvey and EP Howrey.
Publication Name: Journal of Forecasting
Subject: Mathematics
ISSN: 0277-6693
Year: 2007
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Linear combination of restrictions and forecasts in time series analysis
Article Abstract:
The combination of information in an optimal manner is of importance in time series analysis. A basic combining rule of linear predictors is established, and issues are discussed regarding many problems that may be viewed as difficulties resulting from optimal linear combination of restrictions and forecasts.
Publication Name: Journal of Forecasting
Subject: Mathematics
ISSN: 0277-6693
Year: 2000
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Density forecasting: a survey
Article Abstract:
Research is presented describing the study of density forecasting methods and the way such methods are used in economic research.
Publication Name: Journal of Forecasting
Subject: Mathematics
ISSN: 0277-6693
Year: 2000
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