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Record W2203957490

THETA MODEL FORECASTS REAL ESTATE VALUES

2006· preprint· en· W2203957490 on OpenAlexaboutno aff
Vassilios Assimakopoulos, Akrivi Litsa, Elli Pagourtzi

Bibliographic record

VenueRePEc: Research Papers in Economics · 2006
Typepreprint
Languageen
FieldEconomics, Econometrics and Finance
TopicHousing Market and Economics
Canadian institutionsnot available
Fundersnot available
KeywordsReal estateIndex (typography)sortEconometricsTerm (time)Series (stratigraphy)Computer scienceOperations researchEconomicsActuarial scienceFinanceMathematicsDatabase
DOInot available

Abstract

fetched live from OpenAlex

The paper compares time series techniques that were used to forecast housing prices in UK, both at each region separately and as a whole. The tool used to provide forecasts is Theta Forecaster, a forecasting information system designed and developed at the Forecasting Systems Unit of National Technical University of Athens. This tool includes the Theta Model and several others, well-established forecasting methods. Theta Forecaster allows the combination of two or more techniques, which in many cases produces better forecasts than using a stand-alone method. The main feature of the Theta Model is that it applies different techniques to deal with sort-term and long-term forecasts and allows giving different weights in the sort and long-term components. The results show that Theta is always among the best forecasting methods and in many cases the most accurate one. The time series data used for forecasting is provided from the Halifax House Price Index, the UK's longest running monthly house price series covering the whole country from January 1983. The UK Index is derived from the mortgage data of the country's largest mortgage lender, which provides a robust and representative sample of the entire UK market. There are a number of national indices covering different categories of buyers (all, first-time buyers and home-movers) and houses, concerning the age (all, new and existing) and the type (all, detached, flats etc) of property. Regional indices for the 12 standard planning regions of the UK are available on a quarterly basis, while nationwide indices are produced monthly as well.

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 machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.001
metaresearch head score (Gemma)0.004
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Simulation or modeling · Consensus signal: Simulation or modeling
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.024
Threshold uncertainty score0.047

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0010.004
Meta-epidemiology (narrow)0.0010.000
Meta-epidemiology (broad)0.0010.001
Bibliometrics0.0010.001
Science and technology studies0.0000.000
Scholarly communication0.0010.001
Open science0.0010.000
Research integrity0.0010.001
Insufficient payload (model declined to judge)0.0050.002

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 head0.063
GPT teacher head0.294
Teacher spread0.231 · 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; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designSimulation or modeling
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

Citations1
Published2006
Admission routes1
Has abstractyes

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Same venueRePEc: Research Papers in EconomicsSame topicHousing Market and EconomicsFrench-language works237,207