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A dataset for NLP and climate change media researchers The dataset is made up of a number of data artifacts (JSON, JSONL & CSV text files & SQLite database) Climate news DB, Project's GitHub repository [394] ADGEfficiency Climatext Climatext is a dataset for sentence-based climate change topic detection. HF dataset [395] University of Zurich ...
Foundation models are built by optimizing a training objective(s), which is a mathematical function that determines how model parameters are updated based on model predictions on training data. [34] Language models are often trained with a next-tokens prediction objective, which refers to the extent at which the model is able to predict the ...
A year later, forecasters were sent an analysis of their forecasts and asked to submit their next forecast in November 1988. The final analysis and evaluation of the forecasts was done starting April 1991 when the actual, final values of the data including December 1990 were known to the collaborating companies.
Live election results and related data for Senate, House and governor’s races. Senate Outlook 2014 Forecasts for 2014’s Senate races, based on HuffPost Pollster’s poll-tracking model.
Forecast either to existing data (static forecast) or "ahead" (dynamic forecast, forward in time) with these ARMA terms. Apply the reverse filter operation (fractional integration to the same level d as in step 1) to the forecasted series, to return the forecast to the original problem units (e.g. turn the ersatz units back into Price).
Predicted atmospheric CO₂ concentrations for different shared socioeconomic pathways (SSPs) across the 21st century (projected by MAGICC7, a simple/reduced complexity climate model).
In time series analysis used in statistics and econometrics, autoregressive integrated moving average (ARIMA) and seasonal ARIMA (SARIMA) models are generalizations of the autoregressive moving average (ARMA) model to non-stationary series and periodic variation, respectively.
The price paid must ensure that the market portfolio's risk / return characteristics improve when the asset is added to it. The CAPM is a model that derives the theoretical required expected return (i.e., discount rate) for an asset in a market, given the risk-free rate available to investors and the risk of the market as a whole.