Predicting inflation dynamics with singular spectrum analysis

By Hossein Hassani, Abdol S. Soofi, Anatoly A. Zhigljavsky. 2013

78 citations recorded by the source corpus.

Subfields: Applied Mathematics

View Paper: https://www.semanticscholar.org/paper/66bd323d9e8d4bab64b9e1676779f1d6b6141389

Citations in the corpus

• Forecasting Accuracy Evaluation of Tourist Arrivals: Evidence from Parametric and Non-Parametric Techniques (2015, unknown): “More recently, Kim et al. (2011) cannot confirm the superior forecasting accuracy of the ARIMA-type models. More specifically they consider SARIMA models and compare them with autoregressive models (AR), Harveys structural time series model, state space exponential smoothing models and a forecasting”