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CC = Vancouver Convention Centre   F = Fairmont Waterfront Vancouver
* = applied session       ! = JSM meeting theme

Activity Details

576 * Wed, 8/1/2018, 2:00 PM - 3:50 PM CC-East 16
Advanced Methodological Contributions in Time Series and Forecasting — Topic Contributed Papers
Business and Economic Statistics Section
Organizer(s): Beatriz Etchegaray Garcia, IBM Research
Chair(s): Ines Wilms, KU Leuven
2:05 PM Forecasting Consumer Interests from Search Query Data Using Large-Scale, Semiparametric Probabilistic Prediction Algorithms
Georg Goerg
2:25 PM Multivariate Bayesian Predictive Synthesis in Macroeconomic Forecasting
Knut Are Aastveit, Norges Bank; Kenichiro Mcalinn, Booth School of Business, University of Chicago; Jouchi Nakajima, Bank for International Settlements; Mike West, Duke University
2:45 PM Analytical Likelihood Derivatives for State Space Forecasting Models

Jonathan R. M. Hosking, Amazon; Ramesh Natarajan, Amazon
3:05 PM Robust Time Series Using Linked Exponential Smoothing Cells
Aleksandr Aravkin, University of Washington, Seattle; Avner Abrami, IBM TJ Watson Research Center; Younghun Kim, Utopus Insights
3:25 PM Floor Discussion