JAGS Simulation with Multivariate State-Space Model: The G7 on Food Security

The 49th G7 summit was held recently in Japan. Ukraine was one of the most critical issues at the meeting; most of the session topic was related to problems stemming from Russia’s invasion of Ukraine. One of the problems, aforementioned is food security. Because of the war, energy prices have been up. And that has stimulated food inflation. Of course,Continue reading “JAGS Simulation with Multivariate State-Space Model: The G7 on Food Security”

Predicting the Real USD/TRY Rates with MARS

The ongoing debate recently in Turkey is that the Turkish government has suppressed US Dollar/Turkish Lira exchange rates (USD/TRY) to prevent economic turmoil. Many authorities in the business, especially exporters, think that the USD/TRY parity should be in the range of 24-25 Turkish Lira. To look through that, we will predict for the whole yearContinue reading “Predicting the Real USD/TRY Rates with MARS”

Forecasting Disney Stock Prices as the Latest Earnings Beat Estimates

Walt Disney (NYSE: DIS) recently announced significant labor cuts to ease shareholders’ pressure on reducing costs due to rising streaming investment. These cuts and some structural changes in the company have provided some boost to stock prices. We will examine these price changes based on earnings per share (EPS) and their consensus forecasts. But these EPSs are announcedContinue reading “Forecasting Disney Stock Prices as the Latest Earnings Beat Estimates”

The Falling of ARK Innovation ETF: Forecasting with Boosted ARIMA Regression Model

During the pandemic, the stock prices almost doubled, but their trends have recently declined. One of the reasons for that might be the interest rates. To examine this, we will take a consideration ARK Innovation ETF (ARKK), which is a long-term growth capital by investing mostly in tech companies. First, we will create our datasets.Continue reading “The Falling of ARK Innovation ETF: Forecasting with Boosted ARIMA Regression Model”

Asia Against Dollar: Forecasting with Modeltime

While the US midterm election escalated, the dollar’s performance weakened; especially this situation happened against the Asian currencies. South Korean won(KRW) is the best performer among them. The Chinese yuan(CNY) was behind its counterparts because of their aggressive public health measures related to the zero-COVID protocol. Let’s add the Japanese yen(JPY) and Malaysian ringgit(MYR) toContinue reading “Asia Against Dollar: Forecasting with Modeltime”

Food Crisis Analysis and, Forecasting with Neural Network Autoregression

The war between Russia and Ukraine has affected the global food supply other than many vital things. Primarily cereal crop products have been affected the most because the imports have been provided to the world mainly through Ukraine and Russia. Let’s check the situation we’ve mentioned for G20 countries. We will get a look atContinue reading “Food Crisis Analysis and, Forecasting with Neural Network Autoregression”

Nuclear Threat Projection with Neural Network Time Series Forecasting

Unfortunately, we have been through tough times recently as going on Russian invasion in Ukraine. As Putin stacked to the corner via sanctions and lost in the field, he has been getting to be more dangerous. He has even threatened to use nuclear weapons if necessary. Because of the nuclear danger we’ve just mentioned above,Continue reading “Nuclear Threat Projection with Neural Network Time Series Forecasting”

Meta-Learning: Boosting and Bagging for Time Series Forecasting

I am always struggled to model the changes in gasoline prices as a categorical variable, especially in a small amount of time-series data. The answer to improving the performance of modeling such a dataset can be to combine more than one model. This method of combining and aggregating the predictions of multiple models is calledContinue reading “Meta-Learning: Boosting and Bagging for Time Series Forecasting”

Lagged Predictors in Regression Models and Improving by Bootstrapping and Bagging

Huge lines at gas stations have been seen around Turkey in recent days. Under the reason for this is the rise in the prices so often, in the last few months and the expectation to continue this. Of course, it is known that the rise in the exchange rate (US dollar to Turkish lira) hasContinue reading “Lagged Predictors in Regression Models and Improving by Bootstrapping and Bagging”

Dynamic Regression with ARIMA Errors: The Students on the Streets

The higher education students have had trouble being housing in Turkey in recent days. There have been people who even sleep on the streets like a homeless. The government has been accused of investing inadequate dormitories for sheltering the students. Let’s examine the ongoing sheltering problem of students. The dataset we have built for thisContinue reading “Dynamic Regression with ARIMA Errors: The Students on the Streets”