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type_genre:"Arbeitspapier"
type_genre:"Sammelwerk"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~person:"Frazier, David T."
~subject:"Prognoseverfahren"
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Prognoseverfahren
Forecasting model
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Theory
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5
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5
Proper scoring rules
3
Time series analysis
3
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Approximate Bayesian computation
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Forecast Combination
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Forecast Combination Puzzle
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M4 forecasting competition
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One-step Versus Two-step Estimation
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Optimal Forecast Combinations
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Frazier, David T.
Hyndman, Rob J.
30
Athanasopoulos, George
20
Martin, Gael M.
12
Snyder, Ralph D.
12
Panagiotelis, Anastasios
8
Koehler, Anne B.
7
Gamakumara, Puwasala
5
Loiza-Maya, Ruben
5
Ord, John Keith
5
Beaumont, Adrian
4
McCabe, Brendan Peter Martin
4
Poskitt, Donald Stephen
4
Vahid, Farshid
4
Ben Taieb, Souhaib
3
Kourentzes, Nikolaos
3
Maneesoonthorn, Worapree
3
Anderson, Heather M.
2
Forbes, Catherine Scipione
2
Gao, Jiti
2
Harris, David
2
Inder, Brett A.
2
Kang, Yanfei
2
King, Maxwell L.
2
Koo, Bonsoo
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Montero-Manso, Pablo
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Seo, Myung Hwan
2
Shu Fan
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Smith-Miles, Kate
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Talagala, Thiyanga S.
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Wickramasuriya, Shanika L.
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Affan, Mohamed
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Ahmed, Roman A.
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Akram, Muhammad
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Ali, Mohammad M.
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Auld, Tom
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Booth, Heather
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Covey, Ryan
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Di Fonzo, Tommaso
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Working paper / Department of Econometrics and Business Statistics, Monash University
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ABC-based forecasting in state space models
Weerasinghe, Chaya
;
Loiza-Maya, Ruben
;
Martin, Gael M.
; …
-
2023
Persistent link: https://www.econbiz.de/10014452518
Saved in:
2
Solving the forecast combination puzzle
Frazier, David T.
;
Covey, Ryan
;
Martin, Gael M.
; …
-
2023
Persistent link: https://www.econbiz.de/10014452579
Saved in:
3
Bayesian forecasting in the 21st century : a modern review
Martin, Gael M.
;
Frazier, David T.
;
Loiza-Maya, Ruben
; …
-
2023
Persistent link: https://www.econbiz.de/10014315412
Saved in:
4
Variational Bayes in state space models : inferential and predictive accuracy
Frazier, David T.
;
Loiza-Maya, Ruben
;
Martin, Gael M.
-
2022
Persistent link: https://www.econbiz.de/10013193949
Saved in:
5
The impact of sampling variability on estimated combinations of distributional forecasts
Zischke, Ryan
;
Martin, Gael M.
;
Frazier, David T.
; …
-
2022
Persistent link: https://www.econbiz.de/10013494329
Saved in:
6
Focused Bayesian prediction
Loiza-Maya, Ruben
;
Martin, Gael M.
;
Frazier, David T.
-
2020
Persistent link: https://www.econbiz.de/10012606751
Saved in:
7
Optimal probabilistic forecasts : when do they work?
Martin, Gael M.
;
Loiza-Maya, Ruben
;
Frazier, David T.
; …
-
2020
Persistent link: https://www.econbiz.de/10012610795
Saved in:
8
Approximate Bayesian forecasting
Frazier, David T.
;
Maneesoonthorn, Worapree
;
Martin, Gael M.
-
2018
Persistent link: https://www.econbiz.de/10012583287
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