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 10 of 10 for “"Forecast Evaluation"”.
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Satellite-based Analysis and Forecast Evaluation of Aviation Contrails
… and they therefore ignore the impact of forecasting accuracy on the effectiveness of contrail avoidance. With recent studies indicating that numerical weather prediction models have limited ability to predict ice supersaturation, there is a pressing need for further evaluation of the …
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Smooth Test and Its Applications in Economics and Finance
… practice. I propose both parametric (for density forecast evaluation) and non-parametric (for comparing two unknown densities) techniques in formulating tests based on the probability integral transforms. In case of parametric applications of density forecast evaluation we have to account for the …
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Essays in Financial Econometrics and Forecasting
This dissertation deals with issues of forecasting in financial markets. The first part of my dissertation is motivated by the observation that most parametric volatility models follow Engle's (1982) original idea of modelling the volatility of asset returns as a function of only past information. …
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Ability of Agricultural Bankers to Forecast Farm Income and Expenditures
… to evaluate the ability of bankers to accurately forecast farm income and expenditures of farmers in the Ninth Federal Reserve District. There have been studies to assess the accuracy of the bankers’ forecasts of factors such as loan repayment levels and land values, but there has not been a study …
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A MULTI-COUNTRY LINK VECTOR AUTOREGRESSIVE MODEL THEORY AND EVIDENCE
… econometric model building, specifically in forecasting. The challenge of the VAR technique has been, however, limited to models of national and regional economies.</p><p>This dissertation extends the scope of the VAR technique with the construction of a multi-country Link Vector …
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Forecasting exchange rates : an empirical investigation of advanced, emerging and frontier market economies
… is to investigate the application of different forecasting methods to predict the exchange rates of advanced, emerging and frontier market economies. To date, research on forecasting exchange rates has tended to focus mostly on advanced economies. Little attention has been paid on emerging and …
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On the 3 M's of Epidemic Forecasting: Methods, Measures, and Metrics
… methodologies have been proposed for forecasting seasonal epidemics. In recent years, the deadly effects of enormous pandemics such as the H1N1 influenza virus, Ebola, and Zika, have compelled scientists to find new ways to improve the reliability and accuracy of epidemic forecasts. …
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Comparative Analysis of Machine Learning Models for ERCOT Short Term Load Forecasting
… deep learning (DL) models for short-term load forecasting (STLF) in the Electric Reliability Council of Texas (ERCOT) grid. A dual comparative approach is employed, evaluating models based on temporal features alone as well as in combination with actual and forecasted weather variables. The …
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Quantitative Analysis of Commodity Markets, Household Vulnerability, and Learning Outcomes
… alternative specifications of futures-based forecasting models to improve upon existing approaches constrained by restrictive assumptions and limited information sets. We replace historical averages with rolling regressions and incorporate current market information through the deviation of …
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Essays on Financial Markets
… new multivariate technique, Orthogonal GARCH, of forecasting large covariance matrices based on GARCH models. Orthogonal GARCH is built on principal component analysis and makes the creation of positive definite covariance matrices of arbitrary size possible. An important drawback with Orthogonal …