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Journal articles on the topic 'For'

Author: Grafiati

Published: 4 June 2021

Last updated: 9 March 2023

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1

Forker, Diana. "More than just a modal particle." Functions of Language 27, no. 3 (June 4, 2020): 340–72. http://dx.doi.org/10.1075/fol.17011.for.

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Abstract Modal particles have been intensively studied in German and a few other European languages, but investigations of modal particles from little-known languages are rare. This paper examines in detail the morphosyntactic and the semantic properties of the Sanzhi Dargwa (Nakh-Daghestanian) modal particle =q’al. It is shown that the particle possesses the morphosyntactic properties that are commonly assumed for modal particles. The particle is then analyzed as presupposition trigger that interacts with focus and marks clauses as declarative sentences. It triggers two presuppositions, namely uncontroversiality and contrast/correction. Furthermore, it can express finiteness. The analysis suggests that accounting for modal particles as grammatical rather than lexical items with head status seems promising for further research.

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2

Russell, Bill, and Anindya Banerjee. "A markup model for forecasting inflation for the euro area." Journal of Forecasting 25, no. 7 (2006): 495–511. http://dx.doi.org/10.1002/for.1000.

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3

Ulvila, Jacob W. "Decision trees for forecasting." Journal of Forecasting 4, no. 4 (1985): 377–85. http://dx.doi.org/10.1002/for.3980040406.

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4

Bhattacharyya, Malay, Dileep Kumar M, and Ramesh Kumar. "Optimal sampling frequency for volatility forecast models for the Indian stock markets." Journal of Forecasting 28, no. 1 (January 2009): 38–54. http://dx.doi.org/10.1002/for.1080.

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5

Todd, Richard M. "Algorithms for explaining forecast revisions." Journal of Forecasting 11, no. 8 (December 1992): 675–85. http://dx.doi.org/10.1002/for.3980110805.

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6

Choi, In-Bong, and Masanobu Taniguchi. "Misspecified prediction for time series." Journal of Forecasting 20, no. 8 (2001): 543–64. http://dx.doi.org/10.1002/for.807.

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7

Liu, Shu-Ing. "Bayesian forecasts for cointegrated models." Journal of Forecasting 21, no. 3 (2002): 167–80. http://dx.doi.org/10.1002/for.826.

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8

Brooks, Chris, and Gita Persand. "Volatility forecasting for risk management." Journal of Forecasting 22, no. 1 (January 2003): 1–22. http://dx.doi.org/10.1002/for.841.

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9

Salo, Ahti, Tommi Gustafsson, and Ramakrishnan Ramanathan. "Multicriteria methods for technology foresight." Journal of Forecasting 22, no. 2-3 (2003): 235–55. http://dx.doi.org/10.1002/for.850.

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10

Artis, Michael J., Anindya Banerjee, and Massimiliano Marcellino. "Factor forecasts for the UK." Journal of Forecasting 24, no. 4 (2005): 279–98. http://dx.doi.org/10.1002/for.957.

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11

Hwang, Ruey-Ching, K. F. Cheng, and Jack C. Lee. "A semiparametric method for predicting bankruptcy." Journal of Forecasting 26, no. 5 (2007): 317–42. http://dx.doi.org/10.1002/for.1027.

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12

Lo, Shin‐Lian, Fu‐Kwun Wang, and James T. Lin. "Forecasting for the LCD monitor market." Journal of Forecasting 27, no. 4 (July 2008): 341–56. http://dx.doi.org/10.1002/for.1055.

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13

Lin, Eric S., Ping-Hung Chou, and Ta-Sheng Chou. "Testing for the usefulness of forecasts." Journal of Forecasting 30, no. 5 (October 14, 2010): 469–89. http://dx.doi.org/10.1002/for.1180.

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14

Angelini, Giovanni, and Luca De Angelis. "PARX model for football match predictions." Journal of Forecasting 36, no. 7 (April 11, 2017): 795–807. http://dx.doi.org/10.1002/for.2471.

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15

Kawakatsu, Hiroyuki. "Direct multiperiod forecasting for algorithmic trading." Journal of Forecasting 37, no. 1 (September 15, 2017): 83–101. http://dx.doi.org/10.1002/for.2488.

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16

Edmundson, R. H. "Decomposition; a strategy for judgemental forecasting." Journal of Forecasting 9, no. 4 (July 1990): 305–14. http://dx.doi.org/10.1002/for.3980090403.

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17

Meade, Nigel, and Towhidul Islam. "Prediction intervals for growth curve forecasts." Journal of Forecasting 14, no. 5 (September 1995): 413–30. http://dx.doi.org/10.1002/for.3980140502.

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18

Pollock, D. S. G. "Filters for short non-stationary sequences." Journal of Forecasting 20, no. 5 (2001): 341–55. http://dx.doi.org/10.1002/for.791.

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19

Koreisha, Sergio G., and Yue Fang. "Updating ARMA predictions for temporal aggregates." Journal of Forecasting 23, no. 4 (July 2004): 275–96. http://dx.doi.org/10.1002/for.913.

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20

Polanski, Arnold, and Evarist Stoja. "Dynamic density forecasts for multivariate asset returns." Journal of Forecasting 30, no. 6 (August 22, 2010): 523–40. http://dx.doi.org/10.1002/for.1192.

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21

Rua, António. "A wavelet approach for factor-augmented forecasting." Journal of Forecasting 30, no. 7 (October 15, 2010): 666–78. http://dx.doi.org/10.1002/for.1200.

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22

Tsai, Chih-Fong, and Yu-Feng Hsu. "A Meta-learning Framework for Bankruptcy Prediction." Journal of Forecasting 32, no. 2 (November 9, 2011): 167–79. http://dx.doi.org/10.1002/for.1264.

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23

Chu, Chi-Hsiang, Mong-Na Lo Huang, Shih-Feng Huang, and Ray-Bing Chen. "Bayesian structure selection for vector autoregression model." Journal of Forecasting 38, no. 5 (February 21, 2019): 422–39. http://dx.doi.org/10.1002/for.2573.

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24

Wall, Kent D., and Charles Correia. "A preference-based method for forecast combination." Journal of Forecasting 8, no. 3 (July 1989): 269–92. http://dx.doi.org/10.1002/for.3980080311.

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25

Guerard, John B. "Composite model building for foreign exchange rates." Journal of Forecasting 8, no. 3 (July 1989): 315–29. http://dx.doi.org/10.1002/for.3980080313.

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26

Harvey, A. C., and S. Peters. "Estimation procedures for structural time series models." Journal of Forecasting 9, no. 2 (March 1990): 89–108. http://dx.doi.org/10.1002/for.3980090203.

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27

Attwell, D. N., and J. Q. Smith. "A bayesian forecasting model for sequential bidding." Journal of Forecasting 10, no. 6 (November 1991): 565–77. http://dx.doi.org/10.1002/for.3980100603.

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28

Barbosa, Emanuel, and Jeff Harrison. "Variance estimation for multivariate dynamic linear models." Journal of Forecasting 11, no. 7 (November 1992): 621–28. http://dx.doi.org/10.1002/for.3980110704.

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29

Dua, Pami, and Subhash C. Ray. "A BVAR model for the connecticut economy." Journal of Forecasting 14, no. 3 (May 1995): 167–80. http://dx.doi.org/10.1002/for.3980140303.

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30

Koskinen, Lasse, and Lars-Erik Öller. "A classifying procedure for signalling turning points." Journal of Forecasting 23, no. 3 (April 2004): 197–214. http://dx.doi.org/10.1002/for.905.

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31

Wang, Yan, and Yudong Yao. "Measuring downside risk and severity for global output." Journal of Forecasting 26, no. 1 (January 2007): 23–32. http://dx.doi.org/10.1002/for.1004.

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32

Kolsrud, Dag. "Time-simultaneous prediction band for a time series." Journal of Forecasting 26, no. 3 (2007): 171–88. http://dx.doi.org/10.1002/for.1020.

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33

Fukuda, Kosei. "Forecasting real-time data allowing for data revisions." Journal of Forecasting 26, no. 6 (2007): 429–44. http://dx.doi.org/10.1002/for.1032.

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34

Skintzi, Vasiliki D., and Spyros Xanthopoulos-Sisinis. "Evaluation of correlation forecasting models for risk management." Journal of Forecasting 26, no. 7 (2007): 497–526. http://dx.doi.org/10.1002/for.1036.

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35

Andrawis, Robert R., and Amir F. Atiya. "A new Bayesian formulation for Holt's exponential smoothing." Journal of Forecasting 28, no. 3 (April 2009): 218–34. http://dx.doi.org/10.1002/for.1094.

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36

Kışınbay, Turgut. "The use of encompassing tests for forecast combinations." Journal of Forecasting 29, no. 8 (December 9, 2009): 715–27. http://dx.doi.org/10.1002/for.1170.

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37

Cubadda, Gianluca, and Alain Hecq. "Testing for common autocorrelation in data-rich environments." Journal of Forecasting 30, no. 3 (June 9, 2010): 325–35. http://dx.doi.org/10.1002/for.1186.

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38

Lorca, Pedro, Manuel Landajo, and Javier De Andrés. "Nonparametric Quantile Regression-Based Classifiers for Bankruptcy Forecasting." Journal of Forecasting 33, no. 2 (December 19, 2013): 124–33. http://dx.doi.org/10.1002/for.2280.

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39

Yang, Hongxia, Jonathan R. M. Hosking, and Yasuo Amemiya. "Dynamic Latent Class Model Averaging for Online Prediction." Journal of Forecasting 34, no. 1 (November 28, 2014): 1–14. http://dx.doi.org/10.1002/for.2315.

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40

Clements, Adam, Ayesha Scott, and Annastiina Silvennoinen. "On the Benefits of Equicorrelation for Portfolio Allocation." Journal of Forecasting 34, no. 6 (June 9, 2015): 507–22. http://dx.doi.org/10.1002/for.2357.

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41

Jouini, Tarek. "Efficient Multistep Forecast Procedures for Multivariate Time Series." Journal of Forecasting 34, no. 7 (August 18, 2015): 604–18. http://dx.doi.org/10.1002/for.2363.

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42

Angers, Jean-François, Atanu Biswas, and Raju Maiti. "Bayesian Forecasting for Time Series of Categorical Data." Journal of Forecasting 36, no. 3 (May 9, 2016): 217–29. http://dx.doi.org/10.1002/for.2426.

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43

Andersson, Michael K., Ted Aranki, and André Reslow. "Adjusting for information content when comparing forecast performance." Journal of Forecasting 36, no. 7 (April 18, 2017): 784–94. http://dx.doi.org/10.1002/for.2470.

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44

Sun, Xinyu, Tao Liu, and Jiayin Wang. "A Bayesian structural model for predicting algal blooms." Journal of Forecasting 38, no. 8 (April 10, 2019): 788–802. http://dx.doi.org/10.1002/for.2583.

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45

Bucci, Andrea. "Cholesky–ANN models for predicting multivariate realized volatility." Journal of Forecasting 39, no. 6 (February 17, 2020): 865–76. http://dx.doi.org/10.1002/for.2664.

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46

Aczel, Amir D., and Norman H. Josephy. "Using the bootstrap for improved ARIMA model identification." Journal of Forecasting 11, no. 1 (January 1992): 71–80. http://dx.doi.org/10.1002/for.3980110107.

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47

Jarrell, Stephen B., and T. D. Stanley. "A note on diagrams for turning-point diagnostics." Journal of Forecasting 11, no. 4 (June 1992): 325–30. http://dx.doi.org/10.1002/for.3980110406.

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48

Scott Armstrong, J., and Fred Collopy. "Causal forces: Structuring knowledge for time-series extrapolation." Journal of Forecasting 12, no. 2 (February 1993): 103–15. http://dx.doi.org/10.1002/for.3980120205.

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49

Dargahi-Noubary, G. R. "An envelope function model for forecasting athletics records." Journal of Forecasting 13, no. 1 (January 1994): 11–20. http://dx.doi.org/10.1002/for.3980130103.

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50

Gil-Alana, L. A. "A fractionally integrated exponential model for UK unemployment." Journal of Forecasting 20, no. 5 (2001): 329–40. http://dx.doi.org/10.1002/for.790.

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