Time-series data analysis for commodity demand forecasting : construction output modeling and prediction by Peng, Shibo

“…Before economic time series are selected in the research, the first thing is to check their stationarity by unit root tests such as augmented Dickey-Fuller (ADF) and Kwiatkowski-Phillips-Schmidt-Shin (KPSS) tests. …”
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Some Results on ℓ1 Polynomial Trend Filtering by Hiroshi Yamada, Ruixue Du

“…ℓ1 polynomial trend filtering, which is a filtering method described as an ℓ1-norm penalized least-squares problem, is promising because it enables the estimation of a piecewise polynomial trend in a univariate economic time series without prespecifying the number and location of knots. …”
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On the mathematical basis of inter-temporal optimization by Hendry, D, Mizon, G

“…Almost no economic time series is either weakly or strictly stationary: distributions of economic variables shift over time. …”

On the mathematical basis of inter-temporal optimization. by Hendry, D, Mizon, G

“…Almost no economic time series is either weakly or strictly stationary: distributions of economic variables shift over time. …”

J. Denis Sargan and the Origins of LSE Econometric Methodology. by Hendry, D

“…Despite his unassuming demeanor and his location at LSE--which had earlier dismissed a substantive role for econometric evidence--Sargan nevertheless radically altered the econometric approach of a generation, establishing a powerful approach to empirical modeling of economic time series. His main contributions to econometric methodology, and the subsequent research, are discussed as a complement to the other papers in this memorial volume.…”

Forecasting currency in circulation in Malaysia using arch and garch models by Abdul Razak, Nur Azreen, Khamis, Azme, Abdullah, Mohd Asrul Affendi, Sufahani, Suliadi Firdaus

“…The monthly economic time series commonly contains the volatility periods and it is suitable to apply the Heteroscedastic model to it where the conditional variance is not constant throughout the time trend. …”
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Use of tempered stable distributions in GARCH(1, 1) models by Uladzimir S. Tserakh

“…Such models are applied for the analysis of financial and economic time series, which have several special properties: volatility clustering, heavy tails and asymmetry of residuals distributions. …”
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Relative efficiency of absolute data and first differences in regression analysis : the case of autocorrelated disturbances by Neary, J

“…In two recent articles, Geary and Tillman have compared the efficiency of using data in absolute form or in the form of first differences in regression analysis of economic time series. Both authors take a highly unfavourable view of the widely-used method of first differences: Geary concludes that this method will usually be highly inefficient and suggests instead the inclusion of a time trend along with the independent variable X in its original form. …”

Relative efficiency of absolute data and first differences in regression analysis : the case of autocorrelated disturbances by Neary, J

“…In two recent articles, Geary and Tillman have compared the efficiency of using data in absolute form or in the form of first differences in regression analysis of economic time series. Both authors take a highly unfavourable view of the widely-used method of first differences: Geary concludes that this method will usually be highly inefficient and suggests instead the inclusion of a time trend along with the independent variable X in its original form. …”

Where is Austria’s Economy Heading? by Pierre Rostan, Alexandra Rostan

“…The applied spectral analysis reveals hidden periodicities in the studied country’s economic data which are to be associated with cyclical behaviour or recurring processes in economic time series. The 2018-2030 period forecasts of Austria’s real GDP, government budget deficit or surplus in current prices, current account balance and total population respectively are all bullish, including unemployment rate doomed to expand at an annual rate of 0.58% until 2030.…”
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Do Seasonal Adjustments Induce Noncausal Dynamics in Inflation Rates? by Alain Hecq, Sean Telg, Lenard Lieb

“…This result has has important implications for modelling economic time series driven by expectation relationships. …”
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Design and implementation of the controller scheduling-time in SDN by Zhenping LU, Fucai CHEN, Guozhen CHENG

“…Introducing multiple controllers to software defined network so that dynamically altering the mapping relationship between controller and the underlying network is an effective method to ease the security threats in control plane.However,little previous work has been done to investigate the economical time in dynamic-scheduling controllers.Firstly,the importance of scheduling-time in dynamic control plane based on security in SDN and dynamic control plane was introduced.Further,this problem was modeled as a renewal reward process and an optimal algorithm in deciding the right time to schedule was proposed.In our experiments,Simulations based on real network attack dataset are conducted and it demonstrate that proposed algorithm outperforms fixed-cycle algorithms and random algorithm.…”
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Design and implementation of the controller scheduling-time in SDN by LU Zhenping , CHEN Fucai, CHENG Guozhen

“…However, little previous work has been done to investigate the economical time in dynamic-scheduling controllers. Firstly, the importance of scheduling-time in dynamic control plane based on security in SDN and dynamic control plane was introduced. …”
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Virtual education: Benefits and limitations by F Shahbeigi, S Nazari

“…Then, their benefits and limitations are considered from different aspects such as economic, time, culture and education. Finally, the changes in role and position of teachers in virtual education are reviewed and also their benefits and limitations are discussed.…”
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On Winning Forecasting Competitions in Economics. by Clements, M, Hendry, D

“…To explain which methods might win forecasting competitions on economic time series, we consider forecasting in an evolving economy subject to structural breaks, using mis-specified, data-based models. …”

Implementation of the ARIMA model for prediction of economic variables: evidence from the health sector in Brazil by Claudimar Pereira da Veiga, Cássia Rita Pereira da Veiga, Felipe Mendes Girotto, Diego Antonio Bittencourt Marconatto, Zhaohui Su

“…Identifying the most appropriate models for predicting economic time series behaviors during crises is a pressing challenge. …”
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A note on the timing of dividend receipts in share returns by Paul Van Rensburg, Kevin Slaney, Phillipe Hardy

“…This article argues that this procedure misrepresents the economic timing of shareholder returns. A theoretical discussion of the ex-dividend effect and an empirical investigation of this phenomenon on the Johannesburg Stock Exchange are used to motivate the contention that researchers would be more correct to incorporate dividend receipts in share returns on their 'ex dividend' rather than payment dates. …”
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An economic forecasting based on association rules and neural network. by Defit, Sarjon, Md. Sap, Mohd. Noor

“…It is a complex and challenging task because of the following reasons: i) there is no economic model which carries conviction, ii) economic time series are intrinsically very unreliable and generally have poor signal to accurate results, iii) non stationary and iv) non linearity. …”
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Staff experiences of participation in everyday life of older people with intellectual disability who live in group homes by Ida Kåhlin, Anette Kjellberg, Jan-Erik Hagberg

“…They also expressed the view that participation was influenced by organizational and physical contextual factors such as economics, time and space as well as the social environment. …”
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Analysis of the share of extensive and intensive factors on changes of the output on all levels of the economy. Zusammenfassung: Analyse des Einflussanteiles der extensiven und int... by Jiri Mihola, Petr Wawrosz

“…The paper answers one of the typical problems of economic theory - how it is in practice possible to measure and to interpret the quality of economic time series oat all economic levels. The task is on the macroeconomic level solved by weighted geometric aggregation of input factors (labour and capital) into summary input factor (SIF) - the method is similar to the Cobb-Douglas production function. …”
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