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Wyświetlanie 1-4 z 4
Tytuł:
Forecasting the sales of console games for the Italian market
Autorzy:
Rossetti, Renato
Powiązania:
https://bibliotekanauki.pl/articles/425197.pdf
Data publikacji:
2019
Wydawca:
Wydawnictwo Uniwersytetu Ekonomicznego we Wrocławiu
Tematy:
exponential smoothing
SARIMA
forecast
videogames
Opis:
In videogames industry, time series analysis can be very useful in determining the general evolution and behaviour of the market dynamics. These methods are applicable to any time series forecasting problem, regardless of the application sector. This article discusses time series approaches to forecast the sales of console games for the Italian market. In particular two univariate techniques were evaluated, exponential smoothing and the SARIMA technique. The aim is to exploit the capabilities of these statistical methods in order to have a comparison of the results and to choose the most accurate model through an ex-post evaluation. Using monthly time-series data from November 2005 to September 2017, the selection of the most suitable model was indicated by the smallest value of the measures of accuracy (MAPE, sMAPE, RMSE) for the out-of-sample observations regarding the period October 2017-September 2018. The implementation of the models was done using Forecast PRO and Gretl. The time series involved is related to the sales regarding the first party manufacturers of consoles and handhelds (Microsoft, Sony and Nintendo).
Źródło:
Econometrics. Ekonometria. Advances in Applied Data Analytics; 2019, 23, 3; 76-96
1507-3866
Pojawia się w:
Econometrics. Ekonometria. Advances in Applied Data Analytics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Do managers really care about shareholders’ expectations? Evidence on dividend smoothing on Latin American emerging stock markets
Czy menedżerowie spółek starają się uwzględniać oczekiwania akcjonariuszy? Analiza zjawiska wygładzania dywidend na wybranych giełdowych rynkach Ameryki Łacińskiej.
Autorzy:
Mosionek-Schweda, Magdalena
Mrzygłód, Urszula
Nowak, Sabina
Powiązania:
https://bibliotekanauki.pl/articles/424937.pdf
Data publikacji:
2017
Wydawca:
Wydawnictwo Uniwersytetu Ekonomicznego we Wrocławiu
Tematy:
payout policy
dividend smoothing
emerging markets
Latin American stock markets
Opis:
The main goal of the paper is to examine dividend smoothing behaviour among companies listed on the stock markets in Brazil, Chile, Colombia, Mexico and Peru in the period of 1994-2015. The research sample consisted of 227 companies and 4968 observations. On the basis of Lintner’s dividend partial adjustment model, we calculated the speed of dividend adjustment (SOA) in response to the change in earnings. We found many companies with low SOA values, which on the grounds of the classic Linter’s approach implies the existence of dividend smoothing. However, the obtained average SOA values varied in four out of five analyzed stock markets from 0.731 for Chile to 0.914 for Brazil.This means that on selected emerging stock markets of Latin America – except Peru – the dividend smoothing has not been confirmed. Moreover, the obtained SOA levels varied among the selected stock markets, which implies that the differences in the speed of dividend adjustment may be driven by either national or stock markets characteristics.
Źródło:
Econometrics. Ekonometria. Advances in Applied Data Analytics; 2017, 2 (56); 67-91
1507-3866
Pojawia się w:
Econometrics. Ekonometria. Advances in Applied Data Analytics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Wykorzystanie modeli wyrównywania wykładniczego w prognozowaniu zmiennych o wysokiej częstotliwości w warunkach braku pełnej informacji
Application of exponential smoothing models in forecasting high frequency time series in the condition of lack of full information
Autorzy:
Szmuksta-Zawadzka, Maria
Zawadzki, Jan
Powiązania:
https://bibliotekanauki.pl/articles/425251.pdf
Data publikacji:
2015
Wydawca:
Wydawnictwo Uniwersytetu Ekonomicznego we Wrocławiu
Tematy:
forecasting
high frequency time series
complex seasonality
exponential smoothing models
systematic gaps in the data
Opis:
The paper will present the results of the application of the modified additive and multiplicative exponential smoothing models (Brown, Holt and Holt-Winters) in the interpolation and extrapolation forecasting of demand for power energy in the agglomeration A in hour periods, based on time series with systematic gaps. The basis for the construction of forecasts will be time series, from which twelve month, weekly and twenty-four hour fluctuation cycles have been eliminated. Additionally the comparative analysis of accuracy of forecasts built for classical time series models with complex seasonal fluctuations will be conducted. There also will be presented an assess of the criteria for selecting the optimal values of the smoothing constants in terms of building an ex ante forecasts.
Źródło:
Econometrics. Ekonometria. Advances in Applied Data Analytics; 2015, 4 (50); 228-239
1507-3866
Pojawia się w:
Econometrics. Ekonometria. Advances in Applied Data Analytics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Modele ekonometryczne jako narzędzie sterowania procesami technologicznymi
Econometric models as a tool for technological process control
Autorzy:
Wołkowicz, Artur
Powiązania:
https://bibliotekanauki.pl/articles/424875.pdf
Data publikacji:
2015
Wydawca:
Wydawnictwo Uniwersytetu Ekonomicznego we Wrocławiu
Tematy:
exponential smoothing model with creeping trend
Brown model
regression function
multiple and threshold regression
linear programming
Opis:
This paper presents a proposal for process control applications based on econo-metric models. They are a tool which aim is to determine short-term forecasts, which are the basis to control the devices of production infrastructure. The article describes the application of the method of forecast errors corrective device in a real production process. Econometric models are presented: the exponential smoothing model and creeping trend adaptive model with harmonic scales. The calculations are used and the regression function is indicated by the linear programming problem. The method is presented on the example of classical tech-nological process used in the energy sector. The study indicates the possibility of another perspective on the control processes, not necessarily based on the existing methods of regu-lation. The idea of this study is to demonstrate the possibility of using econometrics in the industry.
Źródło:
Econometrics. Ekonometria. Advances in Applied Data Analytics; 2015, 2 (48); 67-77
1507-3866
Pojawia się w:
Econometrics. Ekonometria. Advances in Applied Data Analytics
Dostawca treści:
Biblioteka Nauki
Artykuł
    Wyświetlanie 1-4 z 4

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