1,721,108 research outputs found
Improving out-of-sample forecasts of stock price indexes with forecast reconciliation and clustering
No full textIn this paper, we propose a novel approach to improving forecasts of stock market indexes by considering common stock prices as hierarchical time series, combining clustering with forecast reconciliation. We propose grouping the individual stock price series in various ways including via metadata and using unsupervised learning techniques. The proposed approach is applied to the Dow Jones Industrial Average Index and the Standard & Poor 500 Index and their component stocks, and the results obtained with different grouping approaches are compared. The results empirically demonstrate that the combined use of clustering and reconciliation improves the forecast accuracy of the stock market indexes and their constituents
Cross-temporal probabilistic forecast reconciliation: Methodological and practical issues
Full text linkForecast reconciliation is a post-forecasting process that involves
transforming a set of incoherent forecasts into coherent forecasts which
satisfy a given set of linear constraints for a multivariate time series. In
this paper we extend the current state-of-the-art cross-sectional probabilistic
forecast reconciliation approach to encompass a cross-temporal framework, where
temporal constraints are also applied. Our proposed methodology employs both
parametric Gaussian and non-parametric bootstrap approaches to draw samples
from an incoherent cross-temporal distribution. To improve the estimation of
the forecast error covariance matrix, we propose using multi-step residuals,
especially in the time dimension where the usual one-step residuals fail. To
address high-dimensionality issues, we present four alternatives for the
covariance matrix, where we exploit the two-fold nature (cross-sectional and
temporal) of the cross-temporal structure, and introduce the idea of
overlapping residuals. We assess the effectiveness of the proposed
cross-temporal reconciliation approaches through a simulation study that
investigates their theoretical and empirical properties and two forecasting
experiments, using the Australian GDP and the Australian Tourism Demand
datasets. For both applications, the optimal cross-temporal reconciliation
approaches significantly outperform the incoherent base forecasts in terms of
the Continuous Ranked Probability Score and the Energy Score. Overall, the
results highlight the potential of the proposed methods to improve the accuracy
of probabilistic forecasts and to address the challenge of integrating
disparate scenarios while coherently taking into account short-term
operational, medium-term tactical, and long-term strategic planning
Going Beyond Counting First Authors in Author Co-citation Analysis
Full text linkThe present study examines one of the fundamental aspects of author co-citation analysis (ACA) - the way co-citation
counts are defined. Co-citation counting provides the data on which all subsequent statistical analyses and mappings
are based, and we compare ACA results based on two different types of co-citation counting - the traditional type that
only counts the first one among a cited work's authors on the one hand and a non-traditional type that takes into
account the first 5 authors of a cited work on the other hand. Results indicate that the picture produced through this non-traditional author co-citation counting contains more coherent author groups and is therefore considerably clearer. However, this picture represents fewer specialties in the research field being studied than that produced through the traditional first-author co-citation counting when the same number of top-ranked authors is selected and analyzed. Reasons for these effects are discussed
Variations on the Author
Full text link“Variations on the Author” discusses two of Eduardo Coutinho’s recent films (Um Dia na Vida, from 2010, and Últimas Conversas, posthumously released in 2015) and their contribution to the general question of documentary authorship. The director’s filmography is characterized by a consistent yet self-effacing form of authorial self-inscription: Coutinho often features as an interviewer that rather than express opinions propels discourses; an interviewer that is good at listening. This mode of self-inscription characterizes him as an author who is not expressive but who is nonetheless markedly present on the screen. In Um Dia na Vida, however, Coutinho is completely absent form the image, while Últimas Conversas, on the contrary, includes a confessional prologue that moves the director from the margins to the center of his films. This article examines the ways in which these works stand out in the filmography of a director who offers new insights into the notion of cinematic authorship
Appropriate Similarity Measures for Author Cocitation Analysis
Full text linkWe provide a number of new insights into the methodological discussion about author cocitation analysis. We first argue that the use of the Pearson correlation for measuring the similarity between authors’ cocitation profiles is not very satisfactory. We then discuss what kind of similarity measures may be used as an alternative to the Pearson correlation. We consider three similarity measures in particular. One is the well-known cosine. The other two similarity measures have not been used before in the bibliometric literature. Finally, we show by means of an example that our findings have a high practical relevance.information science;Pearson correlation;cosine;similarity measure;author cocitation analysis
Dispelling the Myths Behind First-author Citation Counts
Full text linkWe conducted a full-scale evaluative citation analysis study of scholars in the XML research field to explore just how different from each other author rankings resulting from different citation counting methods actually are, and to demonstrate the capability of emerging data and tools on the Web in supporting more realistic citation counting methods. Our results contest some common arguments for the continued
use of first-author citation counts in the evaluation of scholars, such as high correlations between author rankings by first-author citation counts and other citation
counting methods, and high costs of using more realistic citation counting methods that are not well-supported by the ISI databases. It is argued that increasingly available digital full text research papers make it possible for citation analysis studies to go beyond what the ISI databases have directly supported and to employ more
sophisticated methods
koamabayili/VECTRON-author-checklist: VECTRON author checklist
No full textWe have done our best to complete the author checklist relating to the use of animals in the hut study. Note that the objective for the hut study was to evaluate the IRS treatment applications for residual efficacy against Anopheles mosquitoes, including the local An. coluzzii mosquito population. Cows were only used to attract mosquitoes into the huts and no tests were carried out directly on the cows. The author checklist is intended for use with studies where experiments are carried out on animals, which is why we have had such difficulty in completing this for the hut study, as many of the questions do not relate to how the cows were used
Author-wise bibliometric analysis based on entropy.
No full textAuthor-wise bibliometric analysis based on entropy.</p
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