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Academy of Mathematics and Systems Science, CAS Colloquia & Seminars：Multi-scale analysis-driven tourism forecasting: Insights from the peri-COVID-19
多尺度分析 驱动 旅游预测 COVID-19 周边见解
2023/5/5
Tourism managers and practitioners rely on accurate demand forecasting and well-informed management guidance. Given the pandemic's consequences on tourism, future analysis in the during-epidemic era i...
三亚国际数学论坛：Complex Time Series Modelling and Forecasting
三亚国际数学论坛 Complex Time Series Modelling Forecasting
2017/11/24
The purpose of this workshop is to bring together the leading experts, active scholars and young researchers in Dynamic Network, Spatio-Temporal Processes, and Functional Time Series under the umbrell...
深圳大学管理学院运筹学课件 FORECASTING
深圳大学管理学院 运筹学 课件 FORECASTING
2017/11/7
深圳大学管理学院运筹学课件 FORECASTING。
Nonparametric and Semiparametric Regressions Subject to Monotonicity Constraints: Estimation and Forecasting
Nonlinearity Nonparametric regression Semiparametric regression Local mono- tonicity Bagging
2016/1/25
This paper considers nonparametric and semiparametric regression models subject to monotonicity constraint. We use bagging as an alternative approach to Hall and Huang (2001). Asymptotic properties of...
Functional dynamic factor models with application to yield curve forecasting
Functional data analysis expectation maximization algorithm natural cubic splines cross-validation roughness penalty
2012/11/23
Accurate forecasting of zero coupon bond yields for a continuum of maturities is paramount to bond portfolio management and derivative security pricing. Yet a universal model for yield curve forecasti...