Search results for "PREDICT"
showing 10 items of 2174 documents
Forecasting the size premium over different time horizons
2013
Abstract In this paper, we provide evidence that the small stock premium is predictable both in-sample and out-of-sample through the use of a set of lagged macroeconomic variables. We find that it is possible to forecast the size premium over time horizons that range from one month to one year. We demonstrate that the predictability of the size premium allows a portfolio manager to generate an economically and statistically significant active alpha.
Temperature and seasonality influences on Spanish electricity load
2002
Abstract Deregulation of the Spanish electricity market in 1998 and the possible listing of electricity or weather derivative contracts have encouraged the study of the relationship between electricity demand and weather in Spain. In this paper, a transfer function intervention model is developed for forecasting daily electricity load from cooling and heating degree–days. The influence of weather and seasonality is proved, and is significant even when the autoregressive effects and the dynamic specification of the temperature are taken into account. The estimated general model shows a high predictive power. The results and information presented in this paper could be of interest for current…
Institutional, pedagogical, psychosocial and socio-demographic factors related to academic performance at the University of Costa Rica: a multilevel …
2007
A multilevel analysis was conducted to predict final grades in courses from different majors for a sample, stratified by academic areas, of 848 students at the University of Costa Rica. A group of factors from institutional, socio-demographic, psychosocial and pedagogical aspects were employed as independent variables. The best predictor was the Admission Average, which combines grades from high school and an aptitude test score. Some non-cognitive variables were also explicative; the most important being the score on a scale of emotional intelligence. The methodology employed by the professor showed explicative power as well.
Accumuler le capital humain tout au long de la vie: Quels facteurs prédictifs de la participation à la formation permanente?
2003
This article addresses the main predictors of adult education, using statistical methods different from those generally used by social science researchers. Its aim is twofold. First, it seeks to explain in a simple and comprehensible manner the methodological value of these methods (in relation to the use of structural models); secondly, it demonstrates the concrete usefulness of these methods on the basis of a recent piece of research on the data from the International Adult Literacy Survey (IALS).
Student's achievement in french at junior high school
2012
Communication affichée - Résumé reproduit in International Journal of Psychology, 47, supplement 1, p. 20.; This research aims at studying, by means of a theoretical model, the role of certain personal features (gender, age, socioeconomic background, academic record) and some dynamical mechanisms of personality in predicting the students' achievement in French at junior high school. The dynamical mechanisms, relating to the affective entry characteristics (Bloom, 1979), were represented by five attitudes towards school: Negative feelings, Lack of scholastic interest, Aspirations for future studies, "Scholastic anxiety, worry and stress" and "Nice school, distraction place" (Bennacer, 2003).…
Fog Computing based traffic Safety for Connected Vulnerable Road Users
2019
Annually, millions of people die and many more sustain non-fatal injuries because of road traffic crashes. Despite multitude of countermeasures, the number of causalities and disabilities owing to traffic accidents are increasing each year causing grinding social, economic, and health problems. Due to their high volume and lack of protective-shells, more than half of road traffic deaths are imputed to vulnerable road users (VRUs): pedestrians, cyclists and motorcyclists. Mobile devices combined with fog computing can provide feasible solutions to protect VRUs by predicting collusions and warning users of an imminent traffic accident. Mobile devices’ ubiquity and high computational capabilit…
Prediction of type 2 diabetes mellitus based on nutrition data
2021
Abstract Numerous predictive models for the risk of type 2 diabetes mellitus (T2DM) exist, but a minority of them has implemented nutrition data so far, even though the significant effect of nutrition on the pathogenesis, prevention and management of T2DM has been established. Thus, in the present study, we aimed to build a predictive model for the risk of T2DM that incorporates nutrition data and calculates its predictive performance. We analysed cross-sectional data from 1591 individuals from the population-based Cooperative Health Research in the Region of Augsburg (KORA) FF4 study (2013–14) and used a bootstrap enhanced elastic net penalised multivariate regression method in order to bu…
An entropy-based machine learning algorithm for combining macroeconomic forecasts
2019
This paper applies a Machine Learning approach with the aim of providing a single aggregated prediction from a set of individual predictions. Departing from the well-known maximum-entropy inference methodology, a new factor capturing the distance between the true and the estimated aggregated predictions presents a new problem. Algorithms such as ridge, lasso or elastic net help in finding a new methodology to tackle this issue. We carry out a simulation study to evaluate the performance of such a procedure and apply it in order to forecast and measure predictive ability using a dataset of predictions on Spanish gross domestic product.
Managerial decision making for complex service systems Optimization
2021
The present paper deals with managerial decisions for Predictive Maintenance (PrdM) of complex service systems. We propose a Multi-Criteria Decision-Making (MCDM) approach aimed at sorting those failure modes potentially involving critical components into risk classes for interventions prioritisation and maintenance control. In this context, the sorting technique ELimination Et Choix Traduisant la REalité (ELECTRE) TRI is applied to support in finding the root causes that can be eliminated for failure prevention and/or minimization. This methodology presents the advantage to not rely on comparisons (as well as on their transitivity) between pairs of elements, simplifying computations for co…