Forecasting Using Relative Entropy
Author: John C. Robertson
Publisher:
Published: 2002
Total Pages: 36
ISBN-13:
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Author: John C. Robertson
Publisher:
Published: 2002
Total Pages: 36
ISBN-13:
DOWNLOAD EBOOKAuthor: Graham Elliott
Publisher: Newnes
Published: 2013-08-23
Total Pages: 719
ISBN-13: 0444536841
DOWNLOAD EBOOKThe highly prized ability to make financial plans with some certainty about the future comes from the core fields of economics. In recent years the availability of more data, analytical tools of greater precision, and ex post studies of business decisions have increased demand for information about economic forecasting. Volumes 2A and 2B, which follows Nobel laureate Clive Granger's Volume 1 (2006), concentrate on two major subjects. Volume 2A covers innovations in methodologies, specifically macroforecasting and forecasting financial variables. Volume 2B investigates commercial applications, with sections on forecasters' objectives and methodologies. Experts provide surveys of a large range of literature scattered across applied and theoretical statistics journals as well as econometrics and empirical economics journals. The Handbook of Economic Forecasting Volumes 2A and 2B provide a unique compilation of chapters giving a coherent overview of forecasting theory and applications in one place and with up-to-date accounts of all major conceptual issues. - Focuses on innovation in economic forecasting via industry applications - Presents coherent summaries of subjects in economic forecasting that stretch from methodologies to applications - Makes details about economic forecasting accessible to scholars in fields outside economics
Author: G. Elliott
Publisher: Elsevier
Published: 2006-07-14
Total Pages: 1071
ISBN-13: 0444513957
DOWNLOAD EBOOKSection headings in this handbook include: 'Forecasting Methodology; 'Forecasting Models'; 'Forecasting with Different Data Structures'; and 'Applications of Forecasting Methods.'.
Author: Ana Jesus Lopez-Menendez
Publisher: MDPI
Published: 2020-12-29
Total Pages: 200
ISBN-13: 3039364871
DOWNLOAD EBOOKThis book shows the potential of entropy and information theory in forecasting, including both theoretical developments and empirical applications. The contents cover a great diversity of topics, such as the aggregation and combination of individual forecasts, the comparison of forecasting performance, and the debate concerning the tradeoff between complexity and accuracy. Analyses of forecasting uncertainty, robustness, and inconsistency are also included, as are proposals for new forecasting approaches. The proposed methods encompass a variety of time series techniques (e.g., ARIMA, VAR, state space models) as well as econometric methods and machine learning algorithms. The empirical contents include both simulated experiments and real-world applications focusing on GDP, M4-Competition series, confidence and industrial trend surveys, and stock exchange composite indices, among others. In summary, this collection provides an engaging insight into entropy applications for forecasting, offering an interesting overview of the current situation and suggesting possibilities for further research in this field.
Author: Terence C. Mills
Publisher: Springer
Published: 2009-06-25
Total Pages: 1406
ISBN-13: 0230244408
DOWNLOAD EBOOKFollowing theseminal Palgrave Handbook of Econometrics: Volume I , this second volume brings together the finestacademicsworking in econometrics today andexploresapplied econometrics, containing contributions onsubjects includinggrowth/development econometrics and applied econometrics and computing.
Author: Gareth Hughes
Publisher: MDPI
Published: 2021-04-14
Total Pages: 238
ISBN-13: 3036503161
DOWNLOAD EBOOK• Applications of Information Theory to Epidemiology collects recent research findings on the analysis of diagnostic information and epidemic dynamics. • The collection includes an outstanding new review article by William Benish, providing both a historical overview and new insights. • In research articles, disease diagnosis and disease dynamics are viewed from both clinical medicine and plant pathology perspectives. Both theory and applications are discussed. • New theory is presented, particularly in the area of diagnostic decision-making taking account of predictive values, via developments of the predictive receiver operating characteristic curve. • New applications of information theory to the analysis of observational studies of disease dynamics in both human and plant populations are presented.
Author: Tim Palmer
Publisher: Cambridge University Press
Published: 2006-07-27
Total Pages: 693
ISBN-13: 1139458205
DOWNLOAD EBOOKWith contributions by leading experts, including an unpublished paper by Ed Lorenz, this book, first published in 2006, covers many topics in weather and climate predictability. It will interest those in the fields of environmental science and weather and climate forecasting, from graduate students to researchers, by examining theoretical and practical aspects of predictability.
Author: Lukas Boer
Publisher: International Monetary Fund
Published: 2023-08-04
Total Pages: 69
ISBN-13:
DOWNLOAD EBOOKWe use structural scenario analysis to show that the climate policy mix—supply-side versus demand-side policies—can lead to different oil price paths with diverging distributional consequences in a netzero emissions scenario. When emission reduction is driven by demand-side policies, prices would decline to around 25 USD per barrel in 2030, benefiting consuming countries. Vice versa, supply-side climate policies aimed at curbing oil production would push up prices to above 130 USD per barrel, benefiting those producing countries that take the political decision to keep on producing. Consequently, it is wrong to assume that oil prices will necessarily decline due to the clean energy transition. As policies are mostly formulated at the country level and hard to predict at the global level, the transition will raise uncertainty about the price outlook.
Author: Huijuan Cui
Publisher: MDPI
Published: 2019-03-07
Total Pages: 512
ISBN-13: 3038972223
DOWNLOAD EBOOKEntropy theory has wide applications to a range of problems in the fields of environmental and water engineering, including river hydraulic geometry, fluvial hydraulics, water monitoring network design, river flow forecasting, floods and droughts, river network analysis, infiltration, soil moisture, sediment transport, surface water and groundwater quality modeling, ecosystems modeling, water distribution networks, environmental and water resources management, and parameter estimation. Such applications have used several different entropy formulations, such as Shannon, Tsallis, Rényi, Burg, Kolmogorov, Kapur, configurational, and relative entropies, which can be derived in time, space, or frequency domains. More recently, entropy-based concepts have been coupled with other theories, including copula and wavelets, to study various issues associated with environmental and water resources systems. Recent studies indicate the enormous scope and potential of entropy theory in advancing research in the fields of environmental and water engineering, including establishing and explaining physical connections between theory and reality. The objective of this Special Issue is to provide a platform for compiling important recent and current research on the applications of entropy theory in environmental and water engineering. The contributions to this Special Issue have addressed many aspects associated with entropy theory applications and have shown the enormous scope and potential of entropy theory in advancing research in the fields of environmental and water engineering.
Author: Richard W. Katz
Publisher: Cambridge University Press
Published: 1997
Total Pages: 244
ISBN-13: 9780521435710
DOWNLOAD EBOOKWeather and climate extremes can significantly impact the economics of a region. This book examines how weather and climate forecasts can be used to mitigate the impact of the weather on the economy. Interdisciplinary in scope, it explores the meteorological, economic, psychological, and statistical aspects to weather prediction. The contributors encompass forecasts over a wide range of temporal scales, from weather over the next few hours to the climate months or seasons ahead, and address the impact of these forecasts on human behaviour. Economic Value of Weather and Climate Forecasts seeks to determine the economic benefits of existing weather forecasting systems and the incremental benefits of improving these systems, and will be an interesting and essential reference for economists, statisticians, and meteorologists.