An application of vector GARCH model in semiconductor demand planning

DOI10.1016/J.EJOR.2006.06.014MaRDI QIDQ872265zbMATH OpenOpenAlexFDO

Authors Feng Zhang

Publication date 27 March 2007

Published in European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.ejor.2006.06.014

zbMATH Keywords

forecastingtime seriesGARCHmaximum-likelihoodcombinational forecast

Mathematics Subject Classification ID

Management decision making, including multiple objectives (90B50) Production models (90B30)

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Cites work

• scientific article; zbMATH DE number 3565994 (Why is no real title available?)
• scientific article; zbMATH DE number 3444596 (Why is no real title available?)
• Adaptive Regression by Mixing
• Determining when to update the weights in combined forecasts for product demand -- an application of the CUSUM technique.
• Estimating the dimension of a model
• Regression and time series model selection in small samples
• The value of combining forecasts in inventory management - a case study in banking

Cited in

(2)

• A combined forecasting approach based on fuzzy soft sets
• Product demand forecasts using wavelet kernel support vector machine and particle swarm optimization in manufacture system

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