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Combining disaggregate forecasts for inflation: The SNB's ARIMA model
(2013)Swiss National Bank Economic StudyThis study documents the SNB's ARIMA model based on disaggregated CPI data used to produce inflation forecasts over the short-term horizon, and evaluates its forecasting performance. Our findings suggest that the disaggregate ARIMA model for the Swiss CPI performed better than relevant benchmarks. In particular, estimating ARIMA models for individual CPI expenditure items and aggregating the forecasts from these models gives better results ...Report -
Schlussbericht ASTRA 2010/020 Werkzeug zur aktuellen Gangliniennorm
(2013)SchriftenreiheDieser Bericht enthält die Beschreibung und Erklärung eines Excel-Programms, das als Hilfs- mittel zur Norm SN 640 005b erstellt wurde. Mit diesem Hilfsmittel kann aus einer Messreihe die zugehörige Wochenganglinie schnell ermittelt werden. Im vorliegenden Bericht wird das Funktionsprinzip an Hand der einzelnen Tabellenblätter des Excel-Programms erläutert. Es gibt zwei Tabellenblätter auf welchen die Messwerte eingegeben werden können ...Report -
Robust and Controllable Quadrangulation of Triangular and Rectangular Regions
(2013)Technical Report / ETH Zurich, Department of Computer ScienceReport -
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Regression estimators in forest inventories with three-phase sampling and two multivariate components of auxiliary information
(2013)We consider three-phase sampling schemes where one multivariate component of the auxiliary information is known in the very large sample of the so-called null phase ("almost exhaustive") and the second multivariate component is available only in the large sample of the rst phase, whereas the second phase provides the terrestrial inventory data. We extend the generalized regression estimator with partially exhaustive information to this ...Report -
Quasi-Monte Carlo finite element methods for elliptic PDEs with log-normal random coefficient
(2013)SAM Research ReportIn this paper we analyze the numerical approximation of diffusion problems over polyhedral domains in $R^d$ (d=1,2,3), with diffusion coefficient a(x,ω) given as a lognormal random field, i.e., a(x,ω)=exp(Z(x,ω)) where x is the spatial variable and Z(x,⋅) is a Gaussian random field. The analysis presents particular challenges since the corresponding bilinear form is not uniformly bounded away from 0 or ∞ over all possible realizations of ...Report -
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Sparse Approximation Algorithms for High Dimensional Parametric Initial Value Problems
(2013)SAM Research ReportWe consider the efficient numerical approximation on nonlinear systems of initial value Ordinary Differential Equations (ODEs) on Banach state spaces $\mathcal{S}$ over $\mathbb{R}$ or $\mathbb{C}$. We assume the right hand side depends $in$ $affine$ $fashion$ on a vector $y =(y_j)_{j \geq 1}$ of possibly countably many parameters, normalized such that $|y_j| \leq 1$. Such affine parameter dependence of the ODE arises, among others, in ...Report