High-mixed frequency forecasting methods in R—With applications to Philippine GDP and inflation

2020 ◽  
pp. 185-227
Author(s):  
Roberto S. Mariano ◽  
Suleyman Ozmucur
Keyword(s):  
Mixed Frequency ◽  
Forecasting Methods

Technique of scientific and technical forecasting using neural networks

2018 ◽  
pp. 103-110
Author(s):  
V. V. Nefedev
Keyword(s):  
Mathematical Modeling ◽  
Neural Networks ◽  
Artificial Neural Networks ◽  
Original Method ◽  
Forecasting Methods ◽  
Expert Assessments ◽  
Artificial Neural

For the definition and implementation of breakthrough technologies the most important is the role of scientific and technical forecasting. Well-known forecasting methods based on extrapolation, expert assessments and mathematical modeling are not universal and have a number of significant disadvantages. The article proposes an original method of scientific and technical forecasting based on the use of the methodology of artificial neural networks. 

scholarly journals Short-term load forecasting using Theta method

2019 ◽  
Vol 84 ◽  
pp. 01004 ◽  
Author(s):  
Grzegorz Dudek
Keyword(s):  
Empirical Studies ◽  
Load Forecasting ◽  
Seasonal Cycles ◽  
Short Term ◽  
Forecasting Accuracy ◽  
Forecasting Methods ◽  
Short Term Load Forecasting ◽  
Data Definition ◽  
System Data ◽  
Theta Method

The Theta method attracted the attention of researchers and practitioners in recent years due to its simplicity and superior forecasting accuracy. Its performance has been confirmed by many empirical studies as well as forecasting competitions. In this article the Theta method is tested in short-term load forecasting problem. The load time series expressing multiple seasonal cycles is decomposed in different ways to simplify the forecasting problem. Four variants of input data definition are considered. The standard Theta method is uses as well as the dynamic optimised Theta model proposed recently. The performances of the Theta models are demonstrated through an empirical application using real power system data and compared with other popular forecasting methods.

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