Applied Forecasting

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The Analytic DFA: A Breakthrough for the DFA

This entry is without a doubt by far the most important one in this young Blog (subsidiary, this gives an upper bound on the quality of my past contributions).

This entry is fresh and subject to revisions: it will be stabilized in the next 24 hours (appologize any gross missprints so far: I'm a...

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The Analytical DFA: A Breakthrough for the DFA

This entry is without a doubt by far the most important one in this young Blog (subsidiary, this gives an upper bound on the quality of my past contributions).

This entry is fresh and subject to revisions: it will be stabilized in the next 24 hours (appologize any gross missprints so far: I'm a...

Read more...
 

Analytic DFA: a Reply by Fabien Guggemos

As announced in 1 I'll emphasize the new `analytic DFA' in a series of Blog-entries. Recent progresses by Michel Grun-Rehomme, Fabien Guggemos and Dominique Ladiray has inspired my work during and since JSM2010 in Vancouver. I asked these red fat guys (my emphasize of their text-charac...

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Analytical DFA: a Reply by Fabien Guggemos

As announced in 1 I'll emphasize the new `analytic DFA' in a series of Blog-entries. Recent progresses by Michel Grun-Rehomme, Fabien Guggemos and Dominique Ladiray has inspired my work during and since JSM2010 in Vancouver. I asked these red fat guys (my emphasize of their text-charac...

Read more...
 

Inconsistencies in Leading Economic Indicators

At the joint statistical meeting in Vancouver I briefly discussed the Leading Economic Index (LEI) of the conference board with Gian-Luigi Mazzi. As it happens we disagreed on the `meaning' or `interpretability ' of the indicator: I argued that it emphasizes the classical cycle (since it's supp...

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Real vs. Perceived Implementation Failures

An alarming percentage of major software implementations fail to be delivered on time, on budget, or even at all. Implementations of new forecasting software, or of new forecasting processes, are not immune from this legacy of failure. Why does this happen, and is there anything we can do about i...
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