Página 15 dos resultados de 4919 itens digitais encontrados em 0.009 segundos

Verification of the AFWA 3-Element Severe Weather Forecast Algorithm

Pagliaro, Daniel E.
Fonte: Monterey, California. Naval Postgraduate School Publicador: Monterey, California. Naval Postgraduate School
Tipo: Tese de Doutorado Formato: xvi, 87 p. : maps ;
Relevância na Pesquisa
26.79%
Accurate severe thunderstorm forecasts are critical to providing sufficient leadtime to protect lives and property. The Air Force Weather Agency has developed a 3-Element Severe Weather Forecast Algorithm that when applied to model forecasts gives and outlook region for severe thunderstorms. Improvements were made in this study to enhance the algorithm's forecast skill, reduce its "false alarm" rate, and thereby increase the amount of lead-time for installation commanders to take decisive action to protect personnel and resources. This paper discusses the performance of the 3-Element Algorithm in its original form, and the adjustments made to overcome some of its limitations. The 3-Element Algorithm techniques and results of a performance evaluation are presented. Based on the amount of forecast improvement, eight configurations were retained for analysis across the entire dataset containing six severe weather cases. A new stability proxy, the Elevated Total-Totals Index, was developed and integrated into the algorithm to improve severe weather forecasts over high-elevation regions where some traditional severe weather indices cannot be accurately computed. Additionally, the horizontal gradient of convective available potential energy was studied as a new indicator to the presence of dynamic forcing. It is hoped that improvements discussed in this paper will make the 3-Element Algorithm an effective tool in the early forecasting of severe weather...

Empirical simultaneous prediction regions for path-forecasts

JORDA, Oscar; KNUEPPEL, Malte; MARCELLINO, Massimiliano
Fonte: Elsevier Science Bv Publicador: Elsevier Science Bv
Tipo: Artigo de Revista Científica
EN
Relevância na Pesquisa
26.79%
This paper investigates the problem of constructing prediction regions for forecast trajectories 1 to H periods into the future a path forecast. When the null model is only approximative, or completely unavailable, one cannot either derive the usual analytic expressions or resample from the null model. In this context, this paper derives a method for constructing approximate rectangular regions for simultaneous probability coverage that correct for serial correlation in the case of elliptical distributions. In both Monte Carlo studies and an empirical application to the Greenbook path-forecasts of growth and inflation, the performance of this method is compared to the performances of the Bonferroni approach and the approach which ignores simultaneity. (C) 2013 International Institute of Forecasters. Published by Elsevier B.V. All rights reserved.

The impact of IFRS on financial analysts' forecast accuracy in the Asia-Pacific region: The case of Australia, Hong Kong and New Zealand

Cheong, C.; Kim, S.; Zurbrugg, R.Y.
Fonte: Emerald Publishing Group Ltd Publicador: Emerald Publishing Group Ltd
Tipo: Artigo de Revista Científica
Publicado em //2010 EN
Relevância na Pesquisa
26.79%
Purpose – This paper aims to provide an investigation into whether financial analysts' forecast accuracy differs between the pre- and post-adoption of the international financial reporting standards (IFRS) in the Asia-Pacific region, namely, for the countries of Australia, Hong Kong and New Zealand. In particular, this study seeks to examine whether the treatment of intangibles capitalized in the post-IFRS period have positively aided analysts in forecasting future earnings of a firm. Design/methodology/approach – Panel data analysis is applied over a period from 2001 to 2008. Findings – Evidence is found to show intangibles capitalized under the new recognition and measurement rules of IFRS are negatively associated with analysts' earnings forecast errors. The results are robust to several model specifications across each of the countries, suggesting that the adoption of IFRS may indeed provide more value-relevant information in financial statements for the users of financial reports. Originality/value – This paper analyzed whether the adoption of IFRS has led to any changes in the accuracy of earnings forecasts. The results will be of help to analysts' earnings forecast activity and those with interest in the subject.; Chee Seng Cheong...

Financial analysts' forecast accuracy before and after AIFRS

Cheong, C.; Masum, M.; Zurbrugg, R.Y.
Fonte: AFAANZ; online Publicador: AFAANZ; online
Tipo: Conference paper
Publicado em //2009 EN
Relevância na Pesquisa
26.79%
We examine whether financial analysts‟ forecast accuracy differs between the pre- and post- adoption of Australian Equivalents to International Financial Reporting Standards (AIFRS). We find that forecast accuracy has improved after Australia adopted AIFRS implying that it has aided analysts in their market valuation of firms. As a secondary objective, this paper also investigates the role of financial analysts in reducing information asymmetry in the Australian capital market. We find evidence that the information effect of more analysts following a stock helps to improve forecast accuracy by bringing more firm-specific information to the market.; Chee Seng Cheong, Mahmud Masum and Ralf Zurbruegg

Rockslides in a Changing Climate: Establishing Relationships Between Meteorological Conditions and Rockslides in Southwestern Norway for the Purposes of Developing a Hazard Forecast System

Dunlop, STEPHEN
Fonte: Quens University Publicador: Quens University
Tipo: Tese de Doutorado Formato: 10091069 bytes; application/pdf
EN; EN
Relevância na Pesquisa
26.79%
The steep, mountainous terrain of southwestern Norway is prone to a high frequency of rockslides. It is known that many of these rockslides are triggered by meteorological conditions, yet there have been few studies dedicated to quantifying the link between rockslides and the runoff conditions and freeze/thaw processes that trigger failure. With recent climate research indicating that southwestern Norway will experience warmer temperatures and increased precipitation, it has become apparent that a better understanding of this link is required to help prepare for future events. Rockslides in Norway lead to road closures, property damage and fatalities every year, and one of the biggest challenges for Norwegian authorities is to react to rockslides as they happen and to reopen roads as soon as possible. This is especially true when several rockslides occur on the same day in multiple locations. As a result, authorities wish to implement a hazard mapping system that uses a weather forecast to predict when and where geohazards are likely to occur. To this end, this thesis is aimed at providing a rockslide forecast map that changes every day based on the weather forecast. By comparing a rockslide database to historic weather records, the work carried out for this thesis has indicated that extreme runoff during winter storms is responsible for triggering the majority of rockslides in the region. Using this knowledge as a basis...

Managing forecast variability in a build-to-order environment

Einhorn, Marshall
Fonte: Massachusetts Institute of Technology Publicador: Massachusetts Institute of Technology
Tipo: Tese de Doutorado Formato: 61 p.
ENG
Relevância na Pesquisa
26.79%
In any production environment, managing demand variability is a delicate balancing act. Firms must constantly weigh potential obsolescence costs of unused inventory (should sales not materialize) against potential expedite costs or lost sales (should demand outpace available inventory). For build-to-order manufacturers such as Dell, the balancing act is even more challenging. While it offers a wide array of products, Dell does not hold its safety stock in the form of finished goods inventory. Instead, safety stock is held as parts inventory, sitting in supplier-owned supplier logistics centers. As a result, supplier stocking decisions may impact Dell's ability to respond to forecast variability. Other factors, such as globalization, product proliferation, and geo-manufacturing, all magnify the impact variability has on the forecasting process. This thesis discusses two methods of dealing with demand variability. First, it examines the potential application of statistical modeling techniques to the part-level forecasting process.; (cont.) In particular, it looks at the use of time series models to forecast part-level demand. While the results did not merit a recommendation to utilize time series forecasts across the board (in lieu of the current process)...

Modelo estadístico de pronóstico de convección para la zona norte de la Provincia de Mendoza

Simonelli, Silvia Carmen
Fonte: Facultad de Ciencias Exactas y Naturales. Universidad de Buenos Aires Publicador: Facultad de Ciencias Exactas y Naturales. Universidad de Buenos Aires
Tipo: info:eu-repo/semantics/doctoralThesis; tesis doctoral; info:eu-repo/semantics/publishedVersion Formato: application/pdf
Publicado em //2000 SPA
Relevância na Pesquisa
26.79%
En la provincia de Mendoza los fenómenos meteorológicos de mesoescala ocupan un lugar de importancia; entre ellos la convección adquiere características particulares y produce una gran variedad de fenómenos de tiempo que pueden considerarse "severos" y que representan un riesgo económico y social. La zona norte de Mendoza es singular en cuanto al inicio, desarrollo y evolución de la convección, dada su ubicación geográfica a sotavento de la Cordillera de los Andes y de la Precordillera, las que modifican el flujo de aire en forma muy compleja, y afectan la circulación de aire del oeste en la mayor parte de su extensión vertical. El período de ocurrencia de los desarrollos convectivos comprende la temporada cálida y están asociados a pasajes frontales, inestabilidad de masa de aire o al enfriamiento en niveles medios de la atmósfera. Las técnicas estadísticas avanzadas permiten separar de una muestra eventos convectivos y no convectivos, y finalmente obtener un porcentaje de probabilidad de ocurrencia de convección. Ello hace posible aplicar el análisis discriminante escalonado que elige los mejores predictores de una serie seleccionada a partir de la información meteorológica de superficie y de altura. Los mejores predictores de la ocurrencia de convección en la escala temporal y de precipitación convectiva en la escala espacial...

Combining forecast densities from VARs with uncertain instabilities

Sofie Jore, Anne; Mitchell, James; Vahey, Shaun
Fonte: John Wiley & Sons Inc Publicador: John Wiley & Sons Inc
Tipo: Artigo de Revista Científica
Relevância na Pesquisa
26.79%
Recursive-weight forecast combination is often found to an ineffective method of improving point forecast accuracy in the presence of uncertain instabilities. We examine the effectiveness of this strategy for forecast densities using (many) vector autoreg

Assimilation of the seabird and ship drift data in the north-eastern sea of Japan into an operational ocean nowcast/forecast system

Miyazawa, Yasumasa; Guo, Xinyu; Varlamov, Sergey M.; Miyama, Toru; Yoda, Ken; Sato, Katsufumi; Kano, Toshiyuki; Sato, Keiji
Fonte: Nature Publishing Group Publicador: Nature Publishing Group
Tipo: Artigo de Revista Científica
Publicado em 03/12/2015 EN
Relevância na Pesquisa
26.79%
At the present time, ocean current is being operationally monitored mainly by combined use of numerical ocean nowcast/forecast models and satellite remote sensing data. Improvement in the accuracy of the ocean current nowcast/forecast requires additional measurements with higher spatial and temporal resolution as expected from the current observation network. Here we show feasibility of assimilating high-resolution seabird and ship drift data into an operational ocean forecast system. Data assimilation of geostrophic current contained in the observed drift leads to refinement in the gyre mode events of the Tsugaru warm current in the north-eastern sea of Japan represented by the model. Fitting the observed drift to the model depends on ability of the drift representing geostrophic current compared to that representing directly wind driven components. A preferable horizontal scale of 50 km indicated for the seabird drift data assimilation implies their capability of capturing eddies with smaller horizontal scale than the minimum scale of 100 km resolved by the satellite altimetry. The present study actually demonstrates that transdisciplinary approaches combining bio-/ship- logging and numerical modeling could be effective for enhancement in monitoring the ocean current.

Forecast Bias Correction: A Second Order Method

Crowell, Sean; Lakshmivarahan, S.
Fonte: Universidade Cornell Publicador: Universidade Cornell
Tipo: Artigo de Revista Científica
Publicado em 05/11/2010
Relevância na Pesquisa
26.79%
The difference between a model forecast and actual observations is called forecast bias. This bias is due to either incomplete model assumptions and/or poorly known parameter values and initial/boundary conditions. In this paper we discuss a method for estimating corrections to parameters and initial conditions that would account for the forecast bias. A set of simple experiments with the logistic ordinary differential equation is performed using an iterative version of a first order version of our method to compare with the second order version of the method.; Comment: 27 Pages, 3 figures, 8 tables

Week 50 Influenza Forecast for the 2012-2013 U.S. Season

Shaman, Jeffrey; Karspeck, Alicia; Lipsitch, Marc
Fonte: Universidade Cornell Publicador: Universidade Cornell
Tipo: Artigo de Revista Científica
Publicado em 22/12/2012
Relevância na Pesquisa
26.79%
We present results of a forecast initiated following assimilation of observations for week Week 50 (i.e. the forecast begins December 16, 2012) of the 2012-2013 influenza season for municipalities in the United States. The forecast was made on December 21, 2012. Results from forecasts initiated the three previous weeks (Weeks 47-49) are also presented. Also results from forecasts generated with an SIRS model without absolute humidity forcing (no AH) are shown.; Comment: arXiv admin note: text overlap with arXiv:1212.4678

On the relation between forecast precision and trading profitability of financial analysts

Marinelli, Carlo; Weissensteiner, Alex
Fonte: Universidade Cornell Publicador: Universidade Cornell
Tipo: Artigo de Revista Científica
Publicado em 28/01/2013
Relevância na Pesquisa
26.79%
We analyze the relation between earning forecast accuracy and expected profitability of financial analysts. Modeling forecast errors with a multivariate Gaussian distribution, a complete characterization of the payoff of each analyst is provided. In particular, closed-form expressions for the probability density function, for the expectation, and, more generally, for moments of all orders are obtained. Our analysis shows that the relationship between forecast precision and trading profitability need not to be monotonic, and that, for any analyst, the impact on his expected payoff of the correlation between his forecasts and those of the other market participants depends on the accuracy of his signals. Furthermore, our model accommodates a unique full-communication equilibrium in the sense of Radner (1979): if all information is reflected in the market price, then the expected payoff of all market participants is equal to zero.; Comment: 26 pages, 3 figures

Week 51 Influenza Forecast for the 2012-2013 U.S. Season

Shaman, Jeffrey; Karspeck, Alicia; Lipsitch, Marc
Fonte: Universidade Cornell Publicador: Universidade Cornell
Tipo: Artigo de Revista Científica
Publicado em 29/12/2012
Relevância na Pesquisa
26.79%
This document is part of a series of near real-time weekly influenza forecasts made during the 2012-2013 influenza season. Here we present results of a forecast initiated following assimilation of observations for Week 51 (i.e. the forecast begins December 23, 2012) for municipalities in the United States. The forecast was made on December 28, 2012. Results from forecasts initiated the four previous weeks (Weeks 47-50) are also presented. Predictions generated with an alternate SIRS model, run without absolute humidity forcing (no AH), are also presented.; Comment: arXiv admin note: text overlap with arXiv:1212.5750

A Hybrid Forecast of Exchange Rate based on ARFIMA,Discrete Grey-Markov, and Fractal Kalman Model

Kim, Gol; Yun, Ri Suk
Fonte: Universidade Cornell Publicador: Universidade Cornell
Tipo: Artigo de Revista Científica
Publicado em 08/07/2012
Relevância na Pesquisa
26.79%
We propose a hybrid forecast based on extended discrete grey Markov and variable dimension Kalman model and show that our hybrid model can improve much more the performance of forecast than traditional grey Markov and Kalman models. Our simulation results are given to demonstrate that our hybrid forecast method combined with degree of grey incidence are better than grey Markov and ARFIMA model or Kalman methods.

A Hybrid Forecast of Exchange Rate based on Discrete Grey-Markov and Grey Neural Network Model

Kim, Gol; Yun, Ri Suk
Fonte: Universidade Cornell Publicador: Universidade Cornell
Tipo: Artigo de Revista Científica
Publicado em 10/07/2012
Relevância na Pesquisa
26.79%
We propose a hybrid forecast model based on discrete grey-fuzzy Markov and grey neural network model and show that our hybrid model can improve much more the performance of forecast than traditional grey-Markov model and neural network models. Our simulation results are shown that our hybrid forecast method with the combinational weight based on optimal grey relation degree method is better than the hybrid model with combinational weight based minimization of error-squared criterion.

Week 49 Influenza Forecast for the 2012-2013 U.S. Season

Shaman, Jeffrey; Karspeck, Alicia; Lipstich, Marc
Fonte: Universidade Cornell Publicador: Universidade Cornell
Tipo: Artigo de Revista Científica
Publicado em 19/12/2012
Relevância na Pesquisa
26.79%
We present results of a forecast initiated Week 49 (beginning December 9, 2012) of the 2012-2013 influenza season for municipalities in the United States. The forecast was made on December 14, 2012. Results from forecasts initiated the two previous weeks (Weeks 47 and 48) are also presented. Also results from the forecast generated with the SIRS model without AH forcing (no AH) are shown

Bidding Strategy with Forecast Technology Based on Support Vector Machine in Electrcity Market

Gao, C.; Bompard, E.; Napoli, R.; Wan, Q.
Fonte: Universidade Cornell Publicador: Universidade Cornell
Tipo: Artigo de Revista Científica
Publicado em 24/09/2007
Relevância na Pesquisa
26.79%
The participants of the electricity market concern very much the market price evolution. Various technologies have been developed for price forecast. SVM (Support Vector Machine) has shown its good performance in market price forecast. Two approaches for forming the market bidding strategies based on SVM are proposed. One is based on the price forecast accuracy, with which the being rejected risk is defined. The other takes into account the impact of the producer's own bid. The risks associated with the bidding are controlled by the parameters setting. The proposed approaches have been tested on a numerical example.; Comment: 8pages, 13figures, paper for the conference "Applications of Physics in Financial Analysis 6th International Conference"

Probabilistic Forecast of Real-Time LMP and Network Congestion

Ji, Yuting; Tong, Lang; Thomas, Robert J.
Fonte: Universidade Cornell Publicador: Universidade Cornell
Tipo: Artigo de Revista Científica
Publicado em 20/03/2015
Relevância na Pesquisa
26.79%
The problem of short-term forecast of real-time locational marginal price (LMP) and network congestion is considered from a system operator perspective. A new probabilistic forecast technique is proposed based on a multiparametric programming formulation that partitions the uncertainty parameter space into critical regions from which the conditional probability distribution of the real-time LMP/congestion is obtained. The proposed method incorporates load/generation forecast, time varying operation constraints, and probabilistic contingency models. By shifting the computation cost associated with multiparametric program offline, the online computation cost is significantly reduced.

The ecological forecast horizon, and examples of its uses and determinants

Petchey, Owen L; Pontarp, Mikael; Massie, Thomas M; Kéfi, Sonia; Ozgul, Arpat; Weilenmann, Maja; Palamara, Gian Marco; Altermatt, Florian; Matthews, Blake; Levine, Jonathan M; Childs, Dylan Z; McGill, Brian J; Schaepman, Michael E; Schmid, Bernhard; Spaa
Fonte: John Wiley & Sons, Ltd Publicador: John Wiley & Sons, Ltd
Tipo: Text
EN
Relevância na Pesquisa
26.79%
Forecasts of ecological dynamics in changing environments are increasingly important, and are available for a plethora of variables, such as species abundance and distribution, community structure and ecosystem processes. There is, however, a general absence of knowledge about how far into the future, or other dimensions (space, temperature, phylogenetic distance), useful ecological forecasts can be made, and about how features of ecological systems relate to these distances. The ecological forecast horizon is the dimensional distance for which useful forecasts can be made. Five case studies illustrate the influence of various sources of uncertainty (e.g. parameter uncertainty, environmental variation, demographic stochasticity and evolution), level of ecological organisation (e.g. population or community), and organismal properties (e.g. body size or number of trophic links) on temporal, spatial and phylogenetic forecast horizons. Insights from these case studies demonstrate that the ecological forecast horizon is a flexible and powerful tool for researching and communicating ecological predictability. It also has potential for motivating and guiding agenda setting for ecological forecasting research and development.

DEA as a business failure prediction tool: Application to the case of galician SMEs

de Llano Monelos,Pablo; Piñeiro Sánchez,Carlos; Rodríguez López,Manuel
Fonte: Facultad de Contaduría y Administración, UNAM Publicador: Facultad de Contaduría y Administración, UNAM
Tipo: Artigo de Revista Científica Formato: text/html
Publicado em 01/06/2014 EN
Relevância na Pesquisa
26.79%
In the research group we are working to provide further empirical evidence on the business failure forecast. Complex fitting modelling; the study of variables such as the audit impact on business failure; the treatment of traditional variables and ratios have led us to determine a starting point based on a reference mathematical model. In this regard, we have restricted the field of study to non-financial galician SMEs in order to develop a model¹ to diagnose and forecast business failure. We have developed models based on relevant financial variables from the perspective of the financial logic, voltage and financial failure, applying three methods of analysis: discriminant, logit and multivariate linear. Finally, we have closed the first cycle using mathematical programming -DEA or Data Envelopment Analysis- to support the failure forecast. The simultaneous use of models was intended to compare their respective conclusions and to look for inter-relations. We can say that the resulting models are satisfactory on the basis of their capacity for prediction. Nevertheless, DEA contains significant points of criticism regarding its applicability to business failure.