𝔖 Bobbio Scriptorium

✦ LIBER ✦

A comparison of econometric, time series, and composite forecasting methods in predicting accounting variables

✍ Scribed by James S. Ang; Jess H. Chua; Ali M. Fatemi

Book ID: 116095886
Publisher: Elsevier Science
Year: 1983
Tongue: English
Weight: 854 KB
Volume: 35
Category: Article
ISSN: 0148-6195
DOI: 10.1016/0148-6195(83)90014-0

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

A comparison of approximate Bayesian for

A comparison of approximate Bayesian forecasting methods for non-Gaussian time series

✍ Raffaella Settimi; Jim Q. Smith 📂 Article 📅 2000 🏛 John Wiley and Sons 🌐 English ⚖ 187 KB

Determining the degree of chaos from ana

Determining the degree of chaos from analysis of ISI time series in the nervous system: a comparison between correlation dimension and nonlinear forecasting methods

✍ Gong Yunfan; Xu Jianxue; Ren Wei; Hu Sanjue; Wang Fuzhou 📂 Article 📅 1998 🏛 Springer-Verlag 🌐 English ⚖ 217 KB

A Comparison of Variable Time-Compressed

A Comparison of Variable Time-Compressed Speech and Normal Rate Speech Based on Time Spent and Performance in a Course Taught by Self-Instructional Methods

✍ S Harvey Short 📂 Article 📅 1977 🏛 John Wiley and Sons 🌐 English ⚖ 763 KB

River phytoplankton prediction model by

River phytoplankton prediction model by Artificial Neural Network: Model performance and selection of input variables to predict time-series phytoplankton proliferations in a regulated river system

✍ Kwang-Seuk Jeong; Dong-Kyun Kim; Gea-Jae Joo 📂 Article 📅 2006 🏛 Elsevier Science 🌐 English ⚖ 934 KB

Time series prediction: Forecasting the

Time series prediction: Forecasting the future and understanding the past: Neil A. Gershenfeld and Andreas S. Weigend, 1994, ‘The future of time series’, in: A.S. Weigend and N.A. Gershenfeld, eds., (Addison-Wesley, Reading, MA), 1-70.

✍ Chris Chatfield; Andreas S. Weigend 📂 Article 📅 1994 🏛 Elsevier Science 🌐 English ⚖ 306 KB

Non-linear methods for time series analy

Non-linear methods for time series analysis: Non-linear and Non-stationary Time Series Analysis. By M.B. Priestley. London: Academic Press. 1988. viii + 237 pp. Non-linear Time Series: A Dynamical System Approach. By Howell Tong. Oxford: Oxford University Press. 1990. xvi + 566 pp. ARCH Models in Finance. R.F. Engle and M. Rothschild, Eds. Journal of Econometrics Supplement, 52, 1/2. 1992. 311 pp.

✍ Marji Lines 📂 Article 📅 1993 🏛 Elsevier Science ⚖ 653 KB