Browsing by Subject "Forecasting"

Browsing by Subject "Forecasting"

Sort by: Order: Results:

  • Determinants of asymmetric return comovements of gold and other financial assets 
    Poshakwale, Sunil S.; Mandal, Anandadeep (Elsevier, 2016-08-18)
    Using conditional time-varying copula models, we characterize the dependence structure of return comovements of gold and other financial assets (stocks, bonds, real estate and oil) during economic expansion and contraction ...
  • Prognostic Modelling with Dynamic Bayesian Networks 
    McNaught, K.; Zagorecki, A. (2009-11-04)
    In this paper, we review the application of dynamic Bayesian networks to prognostic modelling. An example is provided for illustration. With this example, we show how the equipment’s reliability decays over time in ...
  • A systematic review of multivariate uncertainty quantification for engineering systems 
    Grenyer, Alex; Erkoyuncu, John Ahmet; Zhao, Yifan; Roy, Rajkumar (Elsevier, 2021-03-31)
    Engineering systems must function effectively whilst maintaining reliability in service. Predicting maintenance costs and asset availability raises varying degrees of uncertainty from multiple sources. Previous reviews in ...