Time series forecasting methods for the Baltic Dry Index

DOI10.1002/FOR.2780MaRDI QIDQ5012737zbMATH OpenOpenAlexFDO

Authors Christos Katris, Manolis G. Kavussanos

Publication date 25 November 2021

Published in Journal of Forecasting (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/for.2780

zbMATH Keywords

BDIforecast combinationsforecastingmachine learningtime series

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Applications of statistics to economics (62P20) Learning and adaptive systems in artificial intelligence (68T05) Economic time series analysis (91B84)

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(3)

• The Baltic Dry Index and performance excellence in a crisis environment
• Case study: shipping trend estimation and prediction via multiscale variance stabilisation
• GARTFIMA process and its empirical spectral density based estimation

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