Forecasting has always been at the forefront of decision making and planning. The
uncertainty that surrounds the future is both exciting and challenging, with individuals and …

The dendritic neuron model artificial neural network, in which the dendrites in the biological
neuron are added to the artificial neural network model, has been able to perform better …

In Extreme Value Theory, we are essentially interested in the estimation of quantities related
to extreme events. Whenever the focus is in large values, estimation is usually performed …

Boot. EXPOS is an automatic computational procedure for forecasting time series developed
in the environment joining two very popular methodologies: the exponential smoothing and …

In the last decades, some work has been developed in parameter estimation of extreme
values jointly with time series analysis. Those results show relevant asymptotic properties …

The development of new forecasting algorithms has shown an increasing interest due to the
emerging of new fields of application like machine learning and forecasting competitions …

abstract Forecasting has always been at the forefront of decision making and planning. The
uncertainty that surrounds the future is both exciting and challenging, with individuals and …

Financial investments on commodity markets have attracted many investigations due to its
importance to the global economy, and worldwide trade as a whole. The radical price …

No estudo das séries temporais um dos principais objetivos é obter previsões. Os métodos
de alisamento exponencial (EXPOS) destacam-se pela sua versatilidade na vasta opção de …

The Boot. EXPOS procedure is an algorithm that combines the use of exponential smoothing
methods with the bootstrap methodology for obtaining forecasts. In previous works the …