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Production Forecasting of Taiwan's Technology Industrial Cluster: A Bayesian Autoregression Approach

2005· article· en· W1988410504 on OpenAlexvenueno aff
Jack C. Lee, Chi‐Hsiu Wang, Po‐Hsuan Hsu, Hsien‐Che Lai

Bibliographic record

VenueCanadian Journal of Administrative Sciences / Revue Canadienne des Sciences de l Administration · 2005
Typearticle
Languageen
FieldDecision Sciences
TopicForecasting Techniques and Applications
Canadian institutionsnot available
Fundersnot available
KeywordsBayesian vector autoregressionVector autoregressionAutoregressive modelBayesian probabilityEconometricsHumanitiesComputer scienceEconomicsArtificial intelligenceArt

Abstract

fetched live from OpenAlex

Abstract This study proposes a forecasting method that combines the clustering effect and non‐informative diffuse‐prior Bayesian vector autoregression (NDBVAR) model to forecast the productions of technology industries. Two empirical cases are examined to verify the proposed method: the semiconductor industry and computer manufacturing industry in Taiwan. It is found that the NDBVAR model outperforms the other three conventional time series models including the autoregression (AR), vector autoregression (VAR), and Litterman Bayesian VAR (LBVAR) models. Moreover, the NDBVAR model also outperforms the forecast reports from leading market information providers over the past several years. The forecasting method proposed is therefore concluded to be a feasible approach for production prediction, especially for technology industries in volatile environments. Résumé La présente étude propose une méthode prévisionnelle qui combine les effets de regroupement et le non‐informative diffuse‐prior Bayesian vector autoregression model (NDBVAR) pour prévoir les productions des industries de technologie. Pour évaluer la méthode proposée, l'étude examine deux cas empiriques: les industries taiwanaises du semiconducteur et de fabrication d'ordinateur. Elle révèle que le modèle NDBVAR est plus performant que les trois modèles conventionnels en série chronologique notamment le modèle d'autoregression (AR), le modèle de vecteur d'autoregression (VAR), et le modèle Litterman Bayesian (LBVAR). L'étude montre aussi qu'au cours des dernières années, les modèles NDBVAR ont été plus performants que les rapports prévisionnels des prestataires d'informations qui dominent le marché. Elle débouche sur la constatation que la méthode prévisionnelle proposée est une approche réalisable pour la prévision de la production, en particulier pour les industries de la technologie dans un environnement volatile.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.010
metaresearch head score (Gemma)0.009
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesMetaresearch, Science and technology studies
Consensus categoriesScience and technology studies
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Theoretical or conceptual · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.388
Threshold uncertainty score0.999

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0100.009
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0010.000
Bibliometrics0.0020.005
Science and technology studies0.0020.007
Scholarly communication0.0010.001
Open science0.0020.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.291
GPT teacher head0.389
Teacher spread0.099 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; both teacher heads agree on what is shown here.

Study designTheoretical or conceptual
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations2
Published2005
Admission routes1
Has abstractyes

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