Sentence examples for optimal forecast from inspiring English sources
In the case of output growth, the optimal forecast would combine both the private and the Fed forecasts, though it would give more weight to the Fed's forecast.
Efficient markets models assert that the price of each asset is equal to the optimal forecast of its ex-post or fundamental value.
Using SST expansion coefficient time-series from SVD analysis was found to capture the evolution of ENSO from west to east and to provide skillful forecasts of streamflow at earlier leads (up to 7 months in advance) compared to that found by pre-defined indices, indicating the importance of predictor selection in achieving optimal forecast skill.
A new test of optimal forecast revision based on a regression of the target variable on the long-horizon forecast and the sequence of interim forecast revisions is also proposed.
Although wind speed is difficult to forecast by single predictor, composite forecast model can statistically produce an optimal forecast by computing prediction results from a number of different methods.
New empirical evidence suggests that the apparent long-run dependence in U.S. stock market volatility is best described by a mean-reverting fractionally integrated process, so that a shock to the optimal forecast of the future conditional variance dissipate at a slow hyperbolic rate.
Furthermore, the high dimensional Bayesian information criterion (HDBIC) is utilized to select the optimal forecasting model.
The optimal forecasting horizon of bankruptcy prediction models is usually one year.
Compared with the grey forecasting model, the optimal forecasting model is more efficient in reducing the influences of time-delay and disturbance errors.
We show how the preference asymmetries interact with the distribution asymmetries to determine optimal forecasts which contain the optimal predictors under symmetry and normality as special cases.
This paper deals with a forecasting method which selects the optimal forecasting model type and the level of integration of advance demand information, depending on the patterns of the particular time series.
