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Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions
(Fundação Getulio Vargas. Escola de Pós-graduação em Economia, 2011-01-27)
We study the joint determination of the lag length, the dimension of the cointegrating space and the rank of the matrix of short-run parameters of a vector autoregressive (VAR) model using model selection criteria. We ...
Survey design and forecast accuracy
(2017-08)
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions
(Fundação Getulio Vargas. Escola de Pós-graduação em Economia, 2009-02-05)
We study the joint determination of the lag length, the dimension of the cointegrating space and the rank of the matrix of short-run parameters of a vector autoregressive (VAR) model using model selection criteria. We ...
An explainable machine learning model to optimize demand forecasting in Company DEOS
(Universidad de LimaPE, 2023)
Nowadays, having an accurate demand forecast is extremely important as it allows the company to manage resources in an optimal way and thus achieve greater productivity. There is a large demand for accurate forecasting, ...
Acurácia nas previsões dos analistas: um estudo sobre os fatores influenciadores
(Universidade do Vale do Rio dos Sinos, 2020-03-30)
Analysts' forecasts are considered to be the main sources of information available to various investors, customers and other financial market participants. Therefore, it is desirable that the forecasts are consistent, ...
Acurácia nas previsões dos analistas: um estudo sobre os fatores influenciadores
(Universidade do Vale do Rio dos Sinos, 2020-03-30)
Analysts' forecasts are considered to be the main sources of information available to various investors, customers and other financial market participants. Therefore, it is desirable that the forecasts are consistent, ...
Forecasting Analytics
(ITESO, 2021)
Using the Weather Research and Forecasting (WRF) model for precipitation forecasting in an Andean region with complex topography
(MDPI AG, 2018)
The Weather Research and Forecasting (WRF) model has been successfully used in weather prediction, but its ability to simulate precipitation over areas with complex topography is not optimal. Consequently, WRF has problems ...