backcast

backcast

(ˈbækˌkɑːst)
n
1. fishing a backward casting of a fishing rod
2. Northern English a setback; relapse
adj
thrown backwards
References in periodicals archive ?
Doyle's package of chicken livers he used for bait caught the eye of some of the park's resident ducks, who would occasionally make a halfhearted grab at the bait during the boy's backcast, then hover about below the nearby park bench.
Not having to worry about the backcast means you can chuck a spinner in places that would be a nightmare on the fly, so I was on a bit of a mission to get a fish out from among the snags.
There is a smoother transition between your backcast and forward stroke.
I was reminded of this experience recently at a workshop where participants were asked to "backcast"--work back to the present from a future vision.
India rose by five places compared with the backcast 2017 data to land at 58th on the list.
India rose by five places compared with the backcast 2017 data to land at 58th on the list.According the the WEF report, that represents the largest gain among the G20 economies.
Table 1 DAILY RETURN EGARCH ANALYSIS (January 4, 1999 - December 31, 2016) Dependent Variable: RETURNS Method: ML - ARCH (Marquardt) - Normal distribution Date: 12/02/18 Time: 15:24 Sample (adjusted): 2 4197 Included observations: 4196 after adjustments Convergence achieved after 16 iterations Pre-sample variance: backcast (parameter = 0.7) LOG (GARCH) = C(4) + C(5)* ABS(RESID(-1)/@SQRT(GARCH(-1))) + (6) *RESID(-1)/@SQRT(GARCH(-1)) + C(7)*LOG(GARCH(-1) Variable Coefficient Std.
The Economic Census was used to establish the 2007 and 2012 pillar estimates for the time series, and the 2007 level was backcast to 1997 using data from BTS.
RCOP Method: ML-ARCH Date: 05/18/17 Time 02 05 Sample (adjusted) 3/20/2014 3/03/2017 Included observations 743 after adjustments Convergence achieved after 31 Iterations Presample variance backcast (parameter-0 7) GARCH = C(2) + C(3)*RESID(-1)[ademas]2 + C(4)*GARCH(-1) Variable Coefficient Std Error Statistic Prob C 0.000384 0.000365 1.053776 0.2920 Variance Equation C 4.62E-06 1.17E-06 3.956894 0.0001 RESID(-1)[and]2 0.071406 0.016237 4.397777 0.0000 GARCHI(-1) 0.885830 0024651 35 97594 0.0000 R-squared -0 000099 Mean dependent var 0 000486 Adjusted R-squared -0.000099 S.D.
The 'Baseline Medium' TA-level projected populations were used as an input in the following stages, including a backcast projection from 2013 (the base year of the TA-level projections) to 2006.
Colombian opium Production estimates in 2014 and 2009 were backcast in 2015 with production: newly available yield data.
La Bolsa de Valores de Lima en funcion de las demas bolsas Fuente: Elaboracion propia Dependent Variable: RBVL Method: ML ARCH--Normal distribution (BFGS / Marquardt steps) Date: 06/20/17 Time: 15:40 Sample (adjusted): 1 51 Included observations: 51 after adjustments Convergence achieved after 23 iterations Coefficient covariance computed using outer product of gradients Presample variance: backcast (parameter = 0,7) GARCH = C(6) + C(7)*RESID(-1)A2 + C(8)*GARCH(-1) Variable Coefficient Std.