Forecasting in Business and Economics

  1. Advanced Forecasting Topics
    1. Combining Forecasts
      1. Rationale for Forecast Combination
        1. Simple Averaging
          1. Weighted Averaging
            1. Inverse Variance Weighting
              1. Performance-Based Weighting
              2. Regression-Based Combination
                1. Bayesian Model Averaging
                  1. Dynamic Combination Methods
                  2. Forecasting Intermittent and Lumpy Demand
                    1. Characteristics of Intermittent Demand
                      1. Traditional Methods Limitations
                        1. Croston's Method
                          1. Modified Croston Methods
                            1. Syntetos-Boylan Approximation
                              1. Teunter-Syntetos-Babai Method
                              2. Bootstrapping Approaches
                              3. Forecasting with Machine Learning Models
                                1. Data Preparation for Machine Learning
                                  1. Feature Engineering for Time Series
                                    1. Lag Features
                                      1. Rolling Statistics
                                        1. Seasonal Features
                                          1. Calendar Features
                                          2. Neural Networks
                                            1. Feedforward Neural Networks
                                              1. Architecture Design
                                                1. Activation Functions
                                                  1. Training Algorithms
                                                  2. Recurrent Neural Networks
                                                    1. Sequence Modeling
                                                      1. Vanishing Gradient Problem
                                                      2. Long Short-Term Memory Networks
                                                        1. LSTM Architecture
                                                          1. Handling Long-Term Dependencies
                                                            1. Bidirectional LSTM
                                                            2. Gradient Boosting Machines
                                                              1. Model Structure
                                                                1. Hyperparameter Tuning
                                                                  1. Feature Importance
                                                                  2. Random Forests
                                                                    1. Ensemble Learning
                                                                      1. Bootstrap Aggregating
                                                                        1. Variable Importance
                                                                        2. Support Vector Machines
                                                                          1. Kernel Methods
                                                                            1. Parameter Selection
                                                                          2. Volatility Forecasting
                                                                            1. Stylized Facts of Financial Returns
                                                                              1. ARCH Models
                                                                                1. Model Specification
                                                                                  1. Parameter Estimation
                                                                                    1. Limitations
                                                                                    2. GARCH Models
                                                                                      1. Model Extensions
                                                                                        1. EGARCH
                                                                                          1. TGARCH
                                                                                            1. GJR-GARCH
                                                                                            2. Forecasting Volatility
                                                                                              1. Multivariate GARCH
                                                                                            3. State Space Models
                                                                                              1. Model Structure
                                                                                                1. State Equation
                                                                                                  1. Observation Equation
                                                                                                  2. The Kalman Filter
                                                                                                    1. Recursive Estimation
                                                                                                      1. Prediction and Updating Steps
                                                                                                        1. Applications in Forecasting
                                                                                                        2. Unobserved Components Models
                                                                                                          1. Local Level Model
                                                                                                            1. Local Linear Trend Model
                                                                                                              1. Seasonal Models
                                                                                                            2. Regime-Switching Models
                                                                                                              1. Markov Switching Models
                                                                                                                1. Threshold Autoregressive Models
                                                                                                                  1. Smooth Transition Models
                                                                                                                  2. Forecasting with Big Data
                                                                                                                    1. High-Dimensional Data Challenges
                                                                                                                      1. Dimension Reduction Techniques
                                                                                                                        1. Regularization Methods
                                                                                                                          1. LASSO
                                                                                                                            1. Ridge Regression
                                                                                                                              1. Elastic Net
                                                                                                                              2. Factor Models
                                                                                                                                1. Dynamic Factor Models
                                                                                                                                  1. Principal Component Analysis

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                                                                                                                              6. Evaluating Forecast Accuracy and Performance

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                                                                                                                              8. Applications in Business Forecasting