Posts Tagged ‘ forecast ’

Unit root, or not ? is it a big deal ?

September 10, 2012
By
Unit root, or not ? is it a big deal ?

Consider a time series, generated using set.seed(1) E=rnorm(240) X=rep(NA,240) rho=0.8 X=0 for(t in 2:240){X=rho*X+E} The idea is to assume that an autoregressive model can be considered, but we don't know the value of the parameter. ...

Read more »

Time horizon in forecasting, and rules of thumb

April 7, 2011
By
Time horizon in forecasting, and rules of thumb

I recently received an email about forecasting and rules of thumb. "Dans la profession se transmet une règle empirique qui voudrait que l'on prenne un historique du double de l'horizon de prévision : 20 ans de données pour une prévision

Read more »

From one extreme (0) to another (1): challenge failed, but who cares…

January 9, 2011
By
From one extreme (0) to another (1): challenge failed, but who cares…

Just after arriving in Montréal, at the beginning of September, I discussed statistics of my blog, and said that it might be possible - or likely - that by new year's Eve, over a million page would have been viewed on my blog (from Google's count...

Read more »

I really need to find hot (and sexy) topics

December 15, 2010
By
I really need to find hot (and sexy) topics

50 days ago (here), I was supposed to be very optimistic about the probability that I could reach a million viewed pages on that blog (over a bit more than two years). Unfortunately, the wind has changed and today, the probability is quite low... ...

Read more »

Statistique de l’assurance STT6705V, partie 12 bis

December 7, 2010
By
Statistique de l’assurance STT6705V, partie 12 bis

In the previous post (here) discussing forecasts of actuarial quantities, I did not mention much how to forecast the temporal component in the Lee-Carter model. Actually, many things can be done. Consider here some exponential smoothing techniques ...

Read more »

Statistique de l’assurance STT6705V, partie 12

December 2, 2010
By
Statistique de l’assurance STT6705V, partie 12

The final course (since courses end this week in Montréal) can be watched here and there. The drawings from the course can be downloaded here (including last week's). First, to come back on last week's course , we considered Lee-carter model, i.e....

Read more »

Updating meteorological forecasts, part 1

November 7, 2010
By
Updating meteorological forecasts, part 1

As Mark Twain said "the art of prophecy is very difficult, especially about the future" (well, actually I am not sure Mark Twain was the  first one to say so, but if you're interested by that sentence, you can look here). I have been rather su...

Read more »

A million ? what are the odds…

October 27, 2010
By
A million ? what are the odds…

50 days ago, I published a post, here, on forecasting techniques. I was wondering what could be the probability to have, by the end of this year, one million pages viewed (from Google Analytics) on this blog. Well, initially, it was on my blog at t...

Read more »