FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W2019960288> ?p ?o ?g. }

• W2019960288 endingPage "99" @default.
• W2019960288 startingPage "88" @default.
• W2019960288 abstract "The paper investigates whether transforming a time series leads to an improvement in forecasting accuracy. The class of transformations that is considered is the Box–Cox power transformation, which applies to series measured on a ratio scale. We propose a nonparametric approach for estimating the optimal transformation parameter based on the frequency domain estimation of the prediction error variance, and also conduct an extensive recursive forecast experiment on a large set of seasonal monthly macroeconomic time series related to industrial production and retail turnover. In about a fifth of the series considered, the Box–Cox transformation produces forecasts which are significantly better than the untransformed data at the one-step-ahead horizon; in most cases, the logarithmic transformation is the relevant one. As the forecast horizon increases, the evidence in favour of a transformation becomes less strong. Typically, the naïve predictor that just reverses the transformation leads to a lower mean square error than the optimal predictor at short forecast lead times. We also discuss whether the preliminary in-sample frequency domain assessment conducted here provides reliable guidance as to which series should be transformed in order to improve the predictive performance significantly." @default.
• W2019960288 created "2016-06-24" @default.
• W2019960288 creator A5041462602 @default.
• W2019960288 creator A5065670291 @default.
• W2019960288 date "2013-01-01" @default.
• W2019960288 modified "2023-10-02" @default.
• W2019960288 title "Does the Box–Cox transformation help in forecasting macroeconomic time series?" @default.
• W2019960288 cites W1721315448 @default.
• W2019960288 cites W1964820520 @default.
• W2019960288 cites W1976578188 @default.
• W2019960288 cites W1976728325 @default.
• W2019960288 cites W1986425626 @default.
• W2019960288 cites W2000159326 @default.
• W2019960288 cites W2000842688 @default.
• W2019960288 cites W2000855527 @default.
• W2019960288 cites W2001299586 @default.
• W2019960288 cites W2004761762 @default.
• W2019960288 cites W2012102239 @default.
• W2019960288 cites W2016503085 @default.
• W2019960288 cites W2020791101 @default.
• W2019960288 cites W2059353207 @default.
• W2019960288 cites W2063336542 @default.
• W2019960288 cites W2065744481 @default.
• W2019960288 cites W2082971569 @default.
• W2019960288 cites W2089502686 @default.
• W2019960288 cites W2112297175 @default.
• W2019960288 cites W2132887120 @default.
• W2019960288 cites W2136158063 @default.
• W2019960288 cites W2146201712 @default.
• W2019960288 cites W2151218794 @default.
• W2019960288 cites W2152209375 @default.
• W2019960288 cites W2795391743 @default.
• W2019960288 cites W2797655308 @default.
• W2019960288 cites W3122535970 @default.
• W2019960288 cites W3123542686 @default.
• W2019960288 cites W4251759968 @default.
• W2019960288 doi "https://doi.org/10.1016/j.ijforecast.2012.06.001" @default.
• W2019960288 hasPublicationYear "2013" @default.
• W2019960288 type Work @default.
• W2019960288 sameAs 2019960288 @default.
• W2019960288 citedByCount "33" @default.
• W2019960288 countsByYear W20199602882013 @default.
• W2019960288 countsByYear W20199602882014 @default.
• W2019960288 countsByYear W20199602882015 @default.
• W2019960288 countsByYear W20199602882016 @default.
• W2019960288 countsByYear W20199602882017 @default.
• W2019960288 countsByYear W20199602882018 @default.
• W2019960288 countsByYear W20199602882019 @default.
• W2019960288 countsByYear W20199602882020 @default.
• W2019960288 countsByYear W20199602882021 @default.
• W2019960288 countsByYear W20199602882022 @default.
• W2019960288 countsByYear W20199602882023 @default.
• W2019960288 crossrefType "journal-article" @default.
• W2019960288 hasAuthorship W2019960288A5041462602 @default.
• W2019960288 hasAuthorship W2019960288A5065670291 @default.
• W2019960288 hasBestOaLocation W20199602882 @default.
• W2019960288 hasConcept C102366305 @default.
• W2019960288 hasConcept C104317684 @default.
• W2019960288 hasConcept C105795698 @default.
• W2019960288 hasConcept C121955636 @default.
• W2019960288 hasConcept C134306372 @default.
• W2019960288 hasConcept C143724316 @default.
• W2019960288 hasConcept C149782125 @default.
• W2019960288 hasConcept C151406439 @default.
• W2019960288 hasConcept C151730666 @default.
• W2019960288 hasConcept C154945302 @default.
• W2019960288 hasConcept C162324750 @default.
• W2019960288 hasConcept C174303752 @default.
• W2019960288 hasConcept C185592680 @default.
• W2019960288 hasConcept C196083921 @default.
• W2019960288 hasConcept C204241405 @default.
• W2019960288 hasConcept C208788 @default.
• W2019960288 hasConcept C2776436953 @default.
• W2019960288 hasConcept C33923547 @default.
• W2019960288 hasConcept C39927690 @default.
• W2019960288 hasConcept C41008148 @default.
• W2019960288 hasConcept C55493867 @default.
• W2019960288 hasConcept C86803240 @default.
• W2019960288 hasConceptScore W2019960288C102366305 @default.
• W2019960288 hasConceptScore W2019960288C104317684 @default.
• W2019960288 hasConceptScore W2019960288C105795698 @default.
• W2019960288 hasConceptScore W2019960288C121955636 @default.
• W2019960288 hasConceptScore W2019960288C134306372 @default.
• W2019960288 hasConceptScore W2019960288C143724316 @default.
• W2019960288 hasConceptScore W2019960288C149782125 @default.
• W2019960288 hasConceptScore W2019960288C151406439 @default.
• W2019960288 hasConceptScore W2019960288C151730666 @default.
• W2019960288 hasConceptScore W2019960288C154945302 @default.
• W2019960288 hasConceptScore W2019960288C162324750 @default.
• W2019960288 hasConceptScore W2019960288C174303752 @default.
• W2019960288 hasConceptScore W2019960288C185592680 @default.
• W2019960288 hasConceptScore W2019960288C196083921 @default.
• W2019960288 hasConceptScore W2019960288C204241405 @default.
• W2019960288 hasConceptScore W2019960288C208788 @default.
• W2019960288 hasConceptScore W2019960288C2776436953 @default.
• W2019960288 hasConceptScore W2019960288C33923547 @default.
• W2019960288 hasConceptScore W2019960288C39927690 @default.
• W2019960288 hasConceptScore W2019960288C41008148 @default.

• next