Forecasting UK Industrial Production with Multivariate Singular Spectrum Analysis
By Hossein Hassani, Saeed Heravi, Anatoly A. Zhigljavsky. 2013
118 citations recorded by the source corpus.
Subfields: Applied Mathematics, Management Science and Operations Research
View Paper: https://www.semanticscholar.org/paper/b67c813da3b054e932ca4263ddd824796ea2fe3e
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In Applied Mathematics
In Management Science and Operations Research
Citations in the corpus
- A Kolmogorov-Smirnov Based Test for Comparing the Predictive Accuracy of Two Sets of Forecasts (2015, methodology): “Developing on the ideas presented in [21,22] with respect to using an empirical c.”
- Predicting inflation dynamics with singular spectrum analysis (2013, unknown): “In recent years SSA has been developed and applied to many practical problems (see, for example, Lisi and Medio (1997), Ghil et al. (2002), Hassani et al. (2009, 2012) and Hassani and Thomakos (2010)).”
- Forecasting Accuracy Evaluation of Tourist Arrivals: Evidence from Parametric and Non-Parametric Techniques (2015, unknown): “Direction of Change (DC) The DC criterion is a measure of the percentage of forecasts that accurately predict the direction of change (Hassani et al., 2013a).”