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Forecasting UK Industrial Production with Multivariate Singular Spectrum Analysis

Author

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  • Hossein Hassani
  • Saeed Heravi
  • Anatoly Zhigljavsky

Abstract

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Suggested Citation

  • Hossein Hassani & Saeed Heravi & Anatoly Zhigljavsky, 2013. "Forecasting UK Industrial Production with Multivariate Singular Spectrum Analysis," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 32(5), pages 395-408, August.
    • Handle: RePEc:wly:jforec:v:32:y:2013:i:5:p:395-408
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    Citations

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    Cited by:

    1. Huang, Xu & Hassani, Hossein & Ghodsi, Mansi & Mukherjee, Zinnia & Gupta, Rangan, 2017. "Do trend extraction approaches affect causality detection in climate change studies?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 469(C), pages 604-624.
    2. Bógalo, Juan & Poncela, Pilar & Senra, Eva, 2017. "Automatic Signal Extraction for Stationary and Non-Stationary Time Series by Circulant SSA," MPRA Paper 76023, University Library of Munich, Germany.
    3. Hossein Hassani & Emmanuel Sirimal Silva, 2015. "A Kolmogorov-Smirnov Based Test for Comparing the Predictive Accuracy of Two Sets of Forecasts," Econometrics, MDPI, vol. 3(3), pages 1-20, August.
    4. Hassani, Hossein & Silva, Emmanuel Sirimal & Antonakakis, Nikolaos & Filis, George & Gupta, Rangan, 2017. "Forecasting accuracy evaluation of tourist arrivals," Annals of Tourism Research, Elsevier, vol. 63(C), pages 112-127.
    5. Degiannakis, Stavros & Filis, George & Hassani, Hossein, 2015. "Forecasting implied volatility indices worldwide: A new approach," MPRA Paper 72084, University Library of Munich, Germany.
    6. de Carvalho, Miguel & Rua, António, 2017. "Real-time nowcasting the US output gap: Singular spectrum analysis at work," International Journal of Forecasting, Elsevier, vol. 33(1), pages 185-198.
    7. Hossein Hassani & Emmanuel Sirimal Silva & Rangan Gupta & Mawuli K. Segnon, 2015. "Forecasting the price of gold," Applied Economics, Taylor & Francis Journals, vol. 47(39), pages 4141-4152, August.
    8. Hatice Öncel Çekim & Ahmet Koyuncu, 2022. "The Impact of Google Trends on the Tourist Arrivals: A Case of Antalya Tourism," Alphanumeric Journal, Bahadir Fatih Yildirim, vol. 10(1), pages 1-14, June.
    9. Han Liu & Yongjing Wang & Haiyan Song & Ying Liu, 2023. "Measuring tourism demand nowcasting performance using a monotonicity test," Tourism Economics, , vol. 29(5), pages 1302-1327, August.
    10. Kun Zhang & Xing Huo & Kun Shao, 2023. "Temperature Time Series Prediction Model Based on Time Series Decomposition and Bi-LSTM Network," Mathematics, MDPI, vol. 11(9), pages 1-16, April.
    11. Peijun Li & Yuanyuan Zha & Liangsheng Shi & Hua Zhong & Chak-Hau Michael Tso & Mousong Wu, 2022. "Assessing the Global Relationships Between Teleconnection Factors and Terrestrial Water Storage Components," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 36(1), pages 119-133, January.
    12. Josu Arteche & Javier García‐Enríquez, 2022. "Singular spectrum analysis for value at risk in stochastic volatility models," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(1), pages 3-16, January.
    13. Hassani, Hossein & Silva, Emmanuel Sirimal & Gupta, Rangan & Das, Sonali, 2018. "Predicting global temperature anomaly: A definitive investigation using an ensemble of twelve competing forecasting models," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 509(C), pages 121-139.
    14. Hassani, Hossein & Huang, Xu & Gupta, Rangan & Ghodsi, Mansi, 2016. "Does sunspot numbers cause global temperatures? A reconsideration using non-parametric causality tests," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 460(C), pages 54-65.
    15. Hassani, Hossein & Rua, António & Silva, Emmanuel Sirimal & Thomakos, Dimitrios, 2019. "Monthly forecasting of GDP with mixed-frequency multivariate singular spectrum analysis," International Journal of Forecasting, Elsevier, vol. 35(4), pages 1263-1272.
    16. Barbara Rossi, 2019. "Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them," Working Papers 1162, Barcelona School of Economics.
    17. Hossein Hassani & Jan Coreman & Saeed Heravi & Joshy Easaw, 2018. "Forecasting Inflation Rate: Professional Against Academic, Which One is More Accurate," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 16(3), pages 631-646, September.
    18. Andrea Saayman & Jacques de Klerk, 2019. "Forecasting tourist arrivals using multivariate singular spectrum analysis," Tourism Economics, , vol. 25(3), pages 330-354, May.
    19. Golyandina, Nina & Korobeynikov, Anton & Shlemov, Alex & Usevich, Konstantin, 2015. "Multivariate and 2D Extensions of Singular Spectrum Analysis with the Rssa Package," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 67(i02).
    20. Silva, Emmanuel Sirimal & Ghodsi, Zara & Ghodsi, Mansi & Heravi, Saeed & Hassani, Hossein, 2017. "Cross country relations in European tourist arrivals," Annals of Tourism Research, Elsevier, vol. 63(C), pages 151-168.
    21. repec:ipg:wpaper:2014-480 is not listed on IDEAS
    22. Huang, Xu & Maçaira, Paula Medina & Hassani, Hossein & Cyrino Oliveira, Fernando Luiz & Dhesi, Gurjeet, 2019. "Hydrological natural inflow and climate variables: Time and frequency causality analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 516(C), pages 480-495.
    23. Hassani, Hossein & Webster, Allan & Silva, Emmanuel Sirimal & Heravi, Saeed, 2015. "Forecasting U.S. Tourist arrivals using optimal Singular Spectrum Analysis," Tourism Management, Elsevier, vol. 46(C), pages 322-335.
    24. Juan B'ogalo & Pilar Poncela & Eva Senra, 2020. "Understanding fluctuations through Multivariate Circulant Singular Spectrum Analysis," Papers 2007.07561, arXiv.org, revised Aug 2023.

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