Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 20 of 69 for “"Forecast Error"”.
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Characterization of the cost of forecast error in a complex supply chain
The importance of forecast accuracy is increasing in the semiconductor industry due to two compounding factors. The complexity of the manufacturing process is increasing which causes manufacturing cycle times to increase as well. Further, the lifecycle of products is decreasing. Thus manufacturers …
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Demand forecasting accuracy in airline revenue management : analysis of practical issues with forecast error reduction
Thesis (S.M.)--Massachusetts Institute of Technology, Dept. of Aeronautics and Astronautics, 2003.
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Reducing the demand forecast error due to the bullwhip effect in the computer processor industry
Intel's current demand-forecasting processes rely on customers' demand forecasts. Customers do not revise demand forecasts as demand decreases until the last minute. Intel's current demand models provide little guidance for judging customer orders when the market changes. As a result, during the …
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Mitigating Impacts of High Wind Energy Penetration through Energy Storage and Demand Response
… wind energy penetration coming from wind power forecast error. Wind power forecast error is handled by having more back-up energy and spilling the non-usable wind power. This research offers a way to use the grid-scale energy storage units to mitigate impacts of wind power forecast error by. A …
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The nature, causes and consequences of financial analysts’ forecasts in the UK
… reasons and consequences of financial analysts’ forecasts in London Stock Exchange. The first empirical chapter examines the rationality and accuracy of financial analysts’ forecasts. Results show that analyst forecasts are overall optimistic, but not as extreme as the literature suggests. …
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Experiments in numerical forecasting of tropical storm movement
… rapidly becoming the most accurate approach to forecasting tropical cyclones. The numerical model in this study utilizes the U.S. Navy Fleet Numerical Weather Facility's (FNWF) so-called decomposition (SR) fields to produce geostrophic steering currents for tropical storms and/or hurricanes and …
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The Limits of Analytics During Black Swan Events A Case Study of the Covid-19 Global Pandemic
… provide their expected level of fidelity: their error can increase by several hundred percent. The modern economy is built on such analytical models, which are intended to provide useful results during routine conditions. All models eventually fail to provide the expected level of fidelity under …
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Coordination of inventory distribution & price markdowns for clearance sales at Zara
… assortment of goods available to the customer. Errors in inventory distribution and clearance pricing result in loss of potential revenue or excess inventory to be salvaged. In the case of Spanish-based retailer Zara, thirteen percent of annual revenues are attributed to clearance sales. To …
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A diagnostic analysis of retail out-of-stocks
… stock carried, the time between orders and the forecast error, providing insights to the effects of these three factors on the probability of OOS occurrences. The root causes of OOS are also examined in the thesis. We find that up to 34% of OOS can be attributed to forecast error while up to 22% …
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An investigation into the association between accounting variables and stock market returns: the Mexican case
… There is no relationship between the sign of the forecast error and the sign of the abnormal return. To test for cumulative abnormal returns, the next hypothesis was also tested. H : There is no relationship between the sign of the forecast error and the sign of the "cumulative" abnormal return. …
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The Use of Central Tendency Measures from an Operational Short Lead-time Hydrologic Ensemble Forecast System for Real-time Forecasts
… to hydrologic prediction uncertainty is modeling error intro- duced by the measurement and prediction of precipitation. The research presented demon- strates the necessity for using probabilistic methods to quantify hydrologic forecast uncer- tainty due to the magnitude of precipitation errors. …
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Properties and applications of a martingale hypothesis test
… test exploits the lack of correlation between forecast error and the current information set. The test is designed to consider all alternatives, including linear and nonlinear relationships between the forecast error and a current information variable. When the current information variable is …
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Sensitivity of model output statistics on the Lorenz system
… using linear regression. The effect on the forecast error of lead time and parameter perturbation are investigated.
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Asymmetric Loss Functions and Combination of Forecasts with Applications in Equity Premium Prediction
Combination of forecasts methods has arisen and emerged as a significant and best approach to produce the effective forecasts in average and to extract important and valuable information from the models rather than methods focused on selecting the best individual forecasts. The combination of …
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Forecasting volatility in Canadian markets
… data. Historical volatility is estimated then forecast to examine the comparative performance of various time series models in forecasting volatility. Statistically significant regressions were provided that showed that forecasts of volatility produced low forecast errors, comparable to those …
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Towards realisation of stable oil prices: an empirical analysis of the impact of OPEC's oil price band/stabilisation policies.
… tests, impulse response functions (IRFs) and forecast error variance decompositions (FEVDs) were obtained from the VAR estimates to enable a critical analysis to be undertaken of the complex dynamics at play between OPEC and other key market players. The major contributions of the study are: …
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The Currency Carry Trade and Subjective Expectations
Using survey-based forecasts, we construct measures of subjective return expectations for the currency carry trade and uncover systematic forecast errors in both the exchange rate and interest rate components. The evidence on forecast error dynamics points towards extrapolative beliefs. In …
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Time Series Analysis and Indicators of Economic Activity (Forecasting)
… in identification of time series models and forecasting variables of interest are considered. A theoretical/empirical comparison of various information criteria of interest is provided and it is concluded that Hannan and Kavalieris criterion is the most appropriate criterion to be used for …
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Size curve optimization for replenishment products
Nike replenishment products (make to stock) are forecasted and planned at a style/color level and then disaggregated to a size level forecast through the use of a size curve. This method of forecasting and planning provides many advantages such as reduced effort expended on forecasting and the …
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