A classifying procedure for signalling turning points

Journal of Forecasting

Volumn 23, Issue 3, 2004, Pages 197-214

  Koskinen, Lasse ^a   Öller, Lars Erik ^b,c  

^a Insurance Supervisory Authority   (Finland)

^b STATISTICS SWEDEN   (Sweden)

^c STOCKHOLM UNIVERSITY   (Sweden)

Author keywords

Business cycle; Feature extraction; Hidden Markov Switching Regime Model; Leading indicator; Probability forecast

Indexed keywords

DATA REDUCTION; ESTIMATION; FEATURE EXTRACTION; FORECASTING; MATHEMATICAL MODELS; PROBABILITY; PROBLEM SOLVING; VECTORS;

BUSINESS CYCLE; HIDDEN MARKOV SWITCHING-REGIME MODEL; LEADING INDICATORS; PROBABILITY FORECAST;

MARKOV PROCESSES;

EID: 2342596456     PISSN: 02776693     EISSN: None     Source Type: Journal    
DOI: 10.1002/for.905     Document Type: Article

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