Search results for "forecast"
showing 10 items of 417 documents
On the Estimation of the Volatility-Growth Link
2012
It is common practice to estimate the volatility-growth link by specifying a standard growth equation such that the variance of the error term appears as an explanatory variable in this growth equation. The variance in turn is modeled by a second equation. Hardly any of existing applications of this framework includes exogenous controls in this second variance equation. Our theoretical findings suggest that the absence of relevant explanatory variables in the variance equation leads to a biased and inconsistent estimate of the volatility-growth link. Our simulations show that this effect is large. Once the appropriate controls are included in the variance equation consistency is restored. I…
Multi-model ensemble simulations of olive pollen distribution in Europe in 2014: current status and outlook
2017
"Çalışmada 29 yazar bulunmaktadır. Bu yazarlardan sadece Bursa Uludağ Üniversitesi mensuplarının girişleri yapılmıştır” The paper presents the first modelling experiment of the European-scale olive pollen dispersion, analyses the quality of the predictions, and outlines the research needs. A 6-model strong ensemble of Copernicus Atmospheric Monitoring Service (CAMS) was run throughout the olive season of 2014, computing the olive pollen distribution. The simulations have been compared with observations in eight countries, which are members of the European Aeroallergen Network (EAN). Analysis was performed for individual models, the ensemble mean and median, and for a dynamically optimised c…
FISSIT (Fistula Surgery in Italy) study: A retrospective survey on the surgical management of anal fistulas in Italy over the last 15 years
2021
Background: Surgical treatment of anal fistulas is still a challenge. The aims of this study were to evaluate the adoption and healing rates for the different surgical techniques used in Italy over the past 15 years. Methods: This was a multicenter retrospective observational study of patients affected by simple and complex anal fistulas of cryptoglandular origin who were surgically treated in the period 2003–2017. Surgical techniques were grouped as sphincter-cutting or sphincter-sparing and as technology-assisted or techno-free. All patients included in the study were followed for at least 12 months. Results: A total of 9,536 patients (5,520 simple; 4,016 complex fistulas) entered the stu…
Cyclooxygenase inhibitors – current status and future prospects
2001
Prostaglandins are formed from arachidonic acid by the action of cyclooxygenase and subsequent downstream synthetases. Two closely related forms of the cyclooxygenase have been identified which are now known as COX-1 and COX-2. Both isoenzymes transform arachidonic acid to prostaglandins, but differ in their distribution and their physiological roles. Meanwhile, the responsible genes and their regulation have been clarified. COX-1, the pre-dominantly constitutive form of the enzyme, is expressed throughout the body and performs a number of homeostatic functions such as maintaining normal gastric mucosa and influencing renal blood flow and platelet aggregation. In contrast, the inducible for…
Modelling the dynamics of the students’ academic performance in the German region of the North Rhine-Westphalia: an epidemiological approach with unc…
2013
Student academic underachievement is a concern of paramount importance in Europe, where around 15% of the students in the last high school courses do not achieve the minimum knowledge academic requirement. In this paper, we propose a model based on a system of differential equations to study the dynamics of the students academic performance in the German region of North Rhine-Westphalia. This approach is supported by the idea that both, good and bad study habits, are a mixture of personal decisions and influence of classmates. This model allows us to forecast the student academic performance by means of confidence intervals over the next few years.
A 45-year sub-annual reconstruction of seawater temperature in the Bay of Brest, France, using the shell oxygen isotope composition of the bivalve Gl…
2020
A reconstruction of sea surface temperature (SST) spanning 45 years (1966–2011) was developed from δ18O obtained from the aragonitic shells of Glycymeris glycymeris, collected from the Bay of Brest, France. Bivalve sampling was undertaken monthly between 2014 and 2015 using a dredge. In total, 401 live specimens and 243 articulated paired valves from dead specimens were collected, of which 24 individuals were used to reconstruct SST. Temperatures determined using the palaeotemperature equation of Royer et al. compared well with observed SST during the growing season between 1998 and 2010 (Pearson’s correlation: p = 0.002, r = 0.760). Furthermore, a significant negative correlation was foun…
A new approach to portfolio selection based on forecasting
2023
In this paper we analyze the portfolio selection problem from a novel perspective based on the analysis and prediction of the time series corresponding to the portfolio’s value. Namely, we define the value of a particular portfolio at the time of its acquisition. Using the time series of historical prices of the different financial assets, we calculate backward the value that said portfolio would have had in past time periods. A damped trend model is then used to analyze this time series and to predict the future values of the portfolio, providing estimates of the mean and variance for different forecasting horizons. These measures are used to formulate the portfolio selection problem, whic…
Hybrid Particle Swarm Optimization With Genetic Algorithm to Train Artificial Neural Networks for Short-Term Load Forecasting
2019
This research proposes a new training algorithm for artificial neural networks (ANNs) to improve the short-term load forecasting (STLF) performance. The proposed algorithm overcomes the so-called training issue in ANNs, where it traps in local minima, by applying genetic algorithm operations in particle swarm optimization when it converges to local minima. The training ability of the hybridized training algorithm is evaluated using load data gathered by Electricity Generating Authority of Thailand. The ANN is trained using the new training algorithm with one-year data to forecast equal 48 periods of each day in 2013. During the testing phase, a mean absolute percentage error (MAPE) is used …
Daily Peak Temperature Forecasting with Elman Neural Networks
2005
This work presents a forecaster based on an Elman artificial neural network trained with resilient backpropagation algorithm for predicting the daily peak temperatures one day ahead. The available time series was recorded at Petrosino (TP), in the west coast of Sicily, Italy and it is composed by temperature (min and max values), the humidity (min and max values) and the rainfall value between January 1st, 1995 and May 14th, 2003. Performances and reliabilities of the proposed model were evaluated by a number of measures, comparing different neural models. Experimental results show very good prediction performances.
Multiple criteria assessment of methods for forecasting building thermal energy demand
2020
Abstract Nowadays worldwide directives have focused the attention on improving energy efficiency in the building sector. The research of models able to predict the energy consumption from the first design and energy planning phase is conducted to improve building sustainability. Use of traditional forecasting tools for building thermal energy demand tends to encounter difficulties relevant to the amount of data required, implementation of the models, computational costs and inability to generalize the output. Therefore, many studies focused on the research and development of alternative resolution methods, but the choice of the most convenient is not clear and simple. Single comparison of s…