Concept

Forecasting

Related publications (243)

Incomplete information, idiosyncratic volatility and stock returns

When investors have incomplete information, expected returns, as measured by an econometrician, deviate from those predicted by standard asset pricing models by including a term that is the product of the stock's idiosyncratic volatility and the investors' ...

2012

Mean-square analysis of continuous-time distributed estimation strategies

Ali H. Sayed

In this work, we study the mean-square-error performance of a diffusion strategy for continuous-time estimation over networks. We derive differential equations that describe the evolution of the mean and correlation of the weight-error vector, and provide ...

IEEE2012

Cutting torque and tangential cutting force coefficient identification from spindle motor current

Paul Xirouchakis, Saurabh Aggarwal, Nenad Nesic

This article presents an enhanced methodology for cutting torque prediction from the spindle motor current, readily available in modern machine tool controllers. This methodology includes the development of the spindle power model which takes into account ...

Springer-Verlag2012

A collaborative demand forecasting process with event-based fuzzy judgements

Philippe Wieser, Naoufel Cheikhrouhou, Omar Ayadi

Mathematical forecasting approaches can lead to reliable demand forecast in some environments by extrapolating regular patterns in time-series. However, unpredictable events that do not appear in historical data can reduce the usefulness of mathematical fo ...

Elsevier2011

Flood management in the Upper Rhone River basin: from forecast to decision

Anton Schleiss, Javier García Hernández, Tristan Jonas Brauchli

The MINERVE project of flood forecast and management upstream from Lake Geneva is nowadays operational. It aims to protect against inundations in the Rhone Valley, through the Valais and Vaud Cantons. Two main objectives are expected. The first is the hydr ...

2011

Accounting for Observational Uncertainty in Forecast Verification: An Information-Theoretical View on Forecasts, Observations, and Truth

Steven Vincent Weijs, Nicolaas Cornelis van de Giesen

Recently, an information-theoretical decomposition of Kullback–Leibler divergence into uncertainty, reliability, and resolution was introduced. In this article, this decomposition is generalized to the case where the observation is uncertain. Along with a ...

2011

New Challenges in Disaggregate Behavioral Modeling

Thomas Robin

This thesis tackles new challenges associated with the disaggregate modeling of the human behavior. Decision-aid tools help in making decisions, by providing quantitative insights on the decisions and associated consequences. They are useful in complex sit ...

EPFL2011

A Semantically Enabled Service Architecture for Mashups over Streaming and Stored Data

Jean Paul Calbimonte Perez, Manolis Karpathiotakis

Sensing devices are increasingly being deployed to monitor the physical world around us. One class of application for which sensor data is pertinent is environmental decision support systems, e.g. flood emergency response. However, in order to interpret th ...

Springer Berlin Heidelberg2011

Dissecting the Dynamics of the US Trade Balance in an Estimated Equilibrium Model

In an estimated two-country DSGE model, we find that efficiency shocks specific to investment account for more than half of the forecast variance of cyclical fluctuations in the US trade balance. Both domestic and foreign investment-specific shocks have a ...

Ghent University Faculty of Economics and Business Administration Working Paper 2008/5442011

Flood management in a complex river basin with a real-time decision support system based on hydrological forecasts

Javier García Hernández

In alpine valleys with strong urban development, river training works for flood safety become more and more difficult to implement because of economic and environmental constraints. Thus flood management has a great importance especially in river basins eq ...

EPFL - LCH2011

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