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Sunday, 08/04/2013
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George Box's Contributions to Time Series Analysis and Forecasting
Greta M. Ljung, AIR Worldwide
2:55 PM
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High-Dimensional Forecasting for Web Data
Souvik Ghosh, LinkedIn Corp; Deepak Agarwal, LinkedIn
3:20 PM
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Comparing Maximum Likelihood Estimation with Generalized Prediction Problem Mean-Square Minimization Estimation on Time Series Data
Kevin Tolliver, U.S. Census Bureau; Tucker S. McElroy, U.S. Census Bureau
3:25 PM
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Hurricane Forecasting Using a Multivariate Spatial Functional Linear Model
Christopher Krut, North Carolina State University; Montserrat Fuentes, North Carolina State University; Brian J. Reich, North Carolina State University
4:20 PM
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Incorporating Geostrophic Wind Information for Improved Space-Time Short-Term Wind Speed Forecasting
Xinxin Zhu, Texas A&M University; Marc G. Genton, KAUST; Kenneth Bowman, Dept of ATMO, Texas A&M University
4:50 PM
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Monday, 08/05/2013
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Forecasting the Cognitive Status in an Aging Population
Georgios Tripodis, Boston University; Nikolaos Zirogiannis, University of Massachusetts-Amherst
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The Trilemma Between Accuracy, Timeliness, and Smoothness in Real-Time Forecasting and Signal Extraction
Marc Wildi; tucker mcelroy, census bureau
8:35 AM
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Statistical Forecasting of Hurricane Power Outages
Seth Guikema, Johns Hopkins University; Roshanak Nateghi, Johns Hopkins University; Steven Quiring, Texas A&M University
9:50 AM
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Adaptive Forecasting with a Functional AR Model
Ying Chen, National University of Singapore; Bo Li, National University of Singapore
3:05 PM
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Tuesday, 08/06/2013
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Prediction Intervals for Non-Negative Series
Keith Ord, Georgetown Univ
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ARIMA and General Regression Neural Network for Forecasting Rice Production in Sri Lanka
Manjari Dissanayake; Ferry Butar Butar, SHSU
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Volatility in International Migration Flows of Nordic Countries: Estimating Past Trends and Lessons for Forecasting with Uncertainty
Guy Abel, Wittgenstein Centre (IIASA, VID/OAW, WU), Vienna Institute of Demography
8:55 AM
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Forecasting Inflation from Disaggregated Data: The Colombian Case
Wilmer Martinez, Central Bank of Colombia; Eliana Rocio Gonzalez, Central Bank of Colombia
9:35 AM
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Time Series Forecasting with R
Deepak Sanjel
9:50 AM
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Forecasting VOD Demand Curves: A Functional Spatial-Temporal Approach
Yue Tian, University of Maryland
10:05 AM
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Malnutrition-Environmental Degradation, Risk Tradeoffs with Special Emphasis on Wheat Protein Forecasting
Michael E. Tarter, University of California, Berkeley
10:35 AM
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Forecasting Multivariate Realized Stock Market Volatility: PCA or MFA?
Xiaohang Wang, The University of Hong Kong; Jianhua Zhao, Yunnan University of Finance and Economics; Philip L.H. Yu, The University of Hong Kong
11:05 AM
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Testing the Economic Value of Asset Return Predictability
Michael McCracken, Federal Reserve Bank St. Louis
11:35 AM
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Bootstrap Prediction Intervals for Conditional Heteroskedastic Models with Cyclically Varying Unconditional Variance
Malaka Thilakaratne, Missouri University of Science & Technology; V A Samaranayake, Missouri University of Science and Technology
11:50 AM
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U.S. Fiscal Policy: Ex Ante and Ex Post
Simon van Norden, HEC Montréal; Dean Croushore, University of Richmond
2:05 PM
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Probability Forecasting for Inflation Warnings from the Federal Reserve
Shaun Vahey, ANU; Anthony Garratt, Birkbeck, University of Lodon; James Mitchell, Warwick University
2:45 PM
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Forecastting Macroeconomic Trends
Gabriel Perez Quiros, Bank Of Spain; Javier Perez Garcia, Bank of Spain; Joan Paredes, European Central Bank
3:05 PM
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Wednesday, 08/07/2013
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A Bayesian Stochastic Model for Batting Performance Evaluation in One-Day Cricket
Theodoro Koulis, University of Manitoba; Saman Muthukumarana, University of Manitoba
11:20 AM
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A Non-Gaussian Family of State-Space Models with Exact Marginal Likelihood
Dani Gamerman, Instituto De Matematica-UFRJ; Glaura da Conceição Franco, Universidade Federal de Minas Gerais; Thiago Rezende dos Santos, Universidade Federal de Minas Gerais
2:05 PM
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Markov-Switching Mixed Frequency VAR Models
Pierre Guérin, Bank of Canada; Claudia Foroni, Norges Bank; Massimiliano Marcellino, European University Institute
2:50 PM
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An Advanced Approach for Forecasting Export-Import Time Series Models
Silvey Shamsi, Jahangirnagar University; Mian Adnan, Jahangirnagar University; M Shamsuddin, Dhaka
3:35 PM
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