An application of vector GARCH model in semiconductor demand planning

DOI10.1016/J.EJOR.2006.06.014zbMath1121.90382OpenAlexW2037447475MaRDI QIDQ872265

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

time seriesGARCHforecastingmaximum-likelihoodcombinational forecast

Mathematics Subject Classification ID

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

Related Items (2)

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

Cites Work

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• Estimating the dimension of a model
• Determining when to update the weights in combined forecasts for product demand -- an application of the CUSUM technique.
• The value of combining forecasts in inventory management - a case study in banking
• Regression and time series model selection in small samples
• Adaptive Regression by Mixing

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