The extreme forecast index at the seasonal scale

Frameworks for Visualization at the Extreme Scale

The challenges of visualization at the extreme scale involve issues of scale, complexity, temporal exploration and uncertainty. The Visualization and Analytics Center for Enabling Technologies (VACET) focuses on leveraging scientific visualization and analytics software technology as an enabling technology to increased scientific discovery and insight. In this paper, we introduce new uses of vi...

S4CAST seasonal forecast model

Introduction Conclusions References

Program Behavior at Extreme Scale

Can the Gold Coin Futures Prices Forecast the Gold Coin Spot Prices at the Maturity Date?

This paper examines whether the gold coin futures prices in the Iran Mercantile Exchange can forecast accurately the gold coin spot prices at the maturity date. For this, it uses daily data of both futures and spot prices from Azar 1387 to Tir 1397. A cointegration analysis shows that in horizons shorter than 100 days, there is a significant one-to-one relation between these two prices which im...

Weather Derivatives and Seasonal Forecast

The purpose of this paper is to incorporate the CPC (Climate Prediction Center) seasonal forecast in the temperature process so that conditional means and conditional variances of both the temperature and the CDD (Cooling Degree Day) may be redetermined in accordance with the seasonal forecasting probabilities. Under the Gaussian property of the underlying process, the prices of the CDD options...