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 71 for “"forecast errors"”.
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Modelling Extreme Forecast Errors in Wind Energy Using South African Wind Farms
Accurate wind energy forecasting has become crucial for preserving grid stability and guaranteeing a consistent power supply in the light of South Africa’s expanding shift to renewable energy. As they have a direct impact on scheduling, dispatch choices, and reserve allocation, extreme prediction …
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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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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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The potential of sodium sulfur battery energy storage to enable further integration of wind
… power system requires flexibility and accurate forecasts. Coupling energy storage with wind generation has the potential of improving the on-peak availability of wind, and mitigating the natural variability and the forecast errors in wind. Further, energy storage can check the curtailment of …
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An empirical investigation of the cash flow predictability of historical cost, general price level, and replacement cost income models
… income measurements produce different cash flow forecast errors. Overall, historical cost net income produced the lowest forecast errors for two approximations of cash flow. The inclusion of monetary gains/losses and holding gains/losses in net income did not improve predictions, and in one case …
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Multi-echelon inventory management for a fresh produce retail supply chain
… costs, shrinkage costs, lost sales costs, forecast accuracy and service levels. We test the sensitivity of the system with respect to forecast errors and the transportation lead time. We developed a discrete-event simulation model using Arena software to conduct the research. Our research …
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The Effect of SFAS No. 141 and SFAS No. 142 on the Accuracy of Financial Analysts' Earnings Forecasts after Mergers
… characteristics of financial analysts' earnings forecasts after mergers. Specifically, I predict lower forecast errors for firms that experienced mergers after the enactment of SFAS 141, 142 than for firms that went through business combinations before those accounting changes. Study results …
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Predicting social unrest events in South Africa using LSTM neural networks
… Africa. A comparison is made between traditional forecasting approaches and neural networks; the traditional forecast method selected being the Autoregressive Integrated Moving Average (ARIMA model). The type of neural network implemented was the Long Short-Term Memory (LSTM) neural network. The …
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Robust decision-support tools for airport surface traffic
Forecasts of departure demand are one of the driving inputs to tactical decision-support tools (DSTs) for airport surface traffic. While there are well-known results on average- or worst-case forecast uncertainty, it is the forecast errors which occur under best-case minimum-uncertainty conditions …
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Analyst Incentives
Analyst forecasts have been shown to reflect substantial behavioral biases and predict a number of macroeconomic phenomena. While we typically treat reported forecasts as statistical expectations, under uncertainty the reported point estimate will be sensitive to the payoff structure facing the …
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The Benefits of Mandatory Disclosure: Evidence from Regulation S-X Article 11
… I test whether pro formas improve analyst forecasts or mitigate incentive alignment problems. Using a fuzzy regression discontinuity design, I provide evidence that pro formas reduce post-acquisition forecast errors and improve target selection. The improvement in forecast accuracy (target …
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Are futures prices good price forecasts? Nonlinearities in efficiency and risk premiums in the soybean futures complex
… less well understood. We investigate short-run forecasting in the soybean futures market complex to more clearly identify predictive content and the sources of forecast errors. We concentrate on two-month forecast horizons using a nonlinear framework and 1973-2016 data that allows us to identify …
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Vendor-managed Inventory forecast optimization and integration
… benefit from using VMI information to improve forecasting. First, this thesis discusses a novel way to compare those forecasts at downstream and upstream demand planning levels. Forecast errors are calculated in relation to the forecast data aggregation levels. Second, a causal model is used to …
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Techniques to account for and reduce model inadequacy in ensemble-based filters
… MMM and PVM give lower average analysis and forecast errors than state-independent estimates of model error structure. Parameter estimation is a typical example of reduction of model error. The state-dependent parameter estimation (parameter tuning) in the Ikeda system is successful in …
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Analysis of the uncertainty of wind power predictions
… output of regionally dispersed wind farms. As forecast errors are hardly avoidable this work presents a method of predicting the individual uncertainty of wind power forecasts under consideration of the specific meteorological situation.
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Algorithmic intervention to mitigate inventory and ordering amplification in multi-echelon supply chains
… in inventory management and refers to how forecast errors and safety stock builds yield increasing amplitudes in both orders and on-hand inventory positions the further one moves away from a source of order variability. The bullwhip effect is responsible for both excessive strain on real …
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Crises Learning Under Diagnosticity
… ways in which diagnostic expectation in macro forecasting contaminates posterior inference and interferes with Bayesian parameter learning. Conversely, we study scenarios where parameter uncertainty dampens or magnifies extrapolation. We characterise two unique implications of such an …
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Material planning and inventory management
… policy of (Q, R) continuous review model with forecast demand is developed to reduce inventory in the external warehouse. The policy parameters of four most commonly used paperboards are determined and simulations based on historical demand data are run to evaluate the policy. A simulation with …
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Initial purchase of short-term life cycle products with uncertain demand
… of initial purchase data was selected to analyze forecast errors and life cycle management, and the newsvendor problem was applied to the data sample to determine the optimal purchase which was then compared to Targus' purchases. It was found that Targus has a tendency to under-purchase items for …
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Market Conditions and the Functioning of Metal Futures Markets
… the futures price discovery function, the forecasting performance of the futures price, the long-run cost-of-carry equilibrium and short-run time-varying adjustment, and the price volatility and its relationship with inventory levels and trading volume. The empirical findings suggest, for …
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