Zobrazeno 1 - 10 of 55 pro vyhledávání: '"Rainer Göb"'
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Akademický článek
Evaluating Approximate Point Forecasting of Count Processes
Autor: Annika Homburg, Christian H. Weiß, Layth C. Alwan, Gabriel Frahm, Rainer Göb
Publikováno v: Econometrics, Vol 7, Iss 3, p 30 (2019)
In forecasting count processes, practitioners often ignore the discreteness of counts and compute forecasts based on Gaussian approximations instead. For both central and non-central point forecasts, and for various types of count processes, the perf
Externí odkaz: https://doaj.org/article/20fe36b675ad4c4cb5c7dda9961d4c9c
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3
Efficient accounting for estimation uncertainty in coherent forecasting of count processes
Autor: Annika Homburg, Gabriel Frahm, Rainer Göb, Layth C. Alwan, Christian H. Weiß
Publikováno v: Journal of Applied Statistics. 49:1957-1978
Coherent forecasting techniques for count processes generate forecasts that consist of count values themselves. In practice, forecasting always relies on a fitted model and so the obtained forecast values are affected by estimation uncertainty. Thus,
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d1fcaf4c7924bef3284eb4108cc7f8fb
https://doi.org/10.1080/02664763.2021.1887104
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5
On the estimation of the size of a subgroup in industrial production: The test gate method
Autor: Rainer Göb, Lennart Kann, Daniel Herrmann
Publikováno v: Quality Engineering. 31:279-288
Even in high quality manufacturing, some units may exhibit deviations. Although such units are not actually nonconforming to usage requirements when sent to the field, the deviations may lead to a reduced lifetime. It is therefore imperative to estim
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::2fdae933f77fb6583d19c13903837dc5
https://doi.org/10.1080/08982112.2018.1490423
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6
Analysis and forecasting of risk in count processes
Autor: Christian H. Weiß, Layth C. Alwan, Gabriel Frahm, Rainer Göb, Annika Homburg
Publikováno v: Journal of Risk and Financial Management, Vol 14, Iss 182, p 182 (2021)
Journal of Risk and Financial Management
Volume 14
Issue 4
Risk measures are commonly used to prepare for a prospective occurrence of an adverse event. If we are concerned with discrete risk phenomena such as counts of natural disasters, counts of infections by a serious disease, or counts of certain economi
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::450d87dd6156f5b5e56e7a237c83b82a
https://hdl.handle.net/10419/239598
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7
A performance analysis of prediction intervals for count time series
Autor: Gabriel Frahm, Layth C. Alwan, Rainer Göb, Christian H. Weiß, Annika Homburg
One of the major motivations for the analysis and modeling of time series data is the forecasting of future outcomes. The use of interval forecasts instead of point forecasts allows us to incorporate the apparent forecast uncertainty. When forecastin
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::631e16245169616cfd4c5b5da2a4698d
https://doi.org/10.1002/for.2729
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10
Evaluating Approximate Point Forecasting of Count Processes
Autor: Rainer Göb, Christian H. Weiß, Gabriel Frahm, Layth C. Alwan, Annika Homburg
Publikováno v: Econometrics, Vol 7, Iss 3, p 30 (2019)
Econometrics
Volume 7
Issue 3
In forecasting count processes, practitioners often ignore the discreteness of counts and compute forecasts based on Gaussian approximations instead. For both central and non-central point forecasts, and for various types of count processes, the perf
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::c721b459848bb3b37a1b169a4a33c886
https://hdl.handle.net/10419/247530
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