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International journal of forecasting
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356
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324
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239
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227
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192
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ECONIS (ZBW)
323
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1
Accelerating peak dating in a dynamic factor Markov-switching model
Os, Bram van
;
Dijk, Dick van
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 313-323
Persistent link: https://www.econbiz.de/10014450273
Saved in:
2
Forecasting the equity premium with frequency-decomposed technical indicators
Stein, Tobias
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 6-28
Persistent link: https://www.econbiz.de/10014450132
Saved in:
3
Empirical probabilistic forecasting : an approach solely based on deterministic explanatory variables for the selection of past forecast errors
Romanus, Eduardo E.
;
Silva, Eugênio
;
Goldschmidt, …
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 184-201
Persistent link: https://www.econbiz.de/10014450266
Saved in:
4
Cross-temporal forecast reconciliation : optimal combination method and heuristic alternatives
Di Fonzo, Tommaso
;
Girolimetto, Daniele
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 39-57
Persistent link: https://www.econbiz.de/10014462764
Saved in:
5
Beta autoregressive moving average model selection with application to modeling and forecasting stored hydroelectric energy
Cribari-Neto, Francisco
;
Scher, Vinícius T.
;
Bayer, …
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 98-109
Persistent link: https://www.econbiz.de/10014462770
Saved in:
6
Data-based priors for vector error correction models
Prüser, Jan
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 209-227
Persistent link: https://www.econbiz.de/10014462776
Saved in:
7
Weekly economic activity : measurement and informational content
Wegmüller, Philipp
;
Glocker, Christian
;
Guggia, Valentino
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 228-243
Persistent link: https://www.econbiz.de/10014462777
Saved in:
8
Daily news sentiment and monthly surveys : a mixed-frequency dynamic factor model for nowcasting consumer confidence
Algaba, Andres
;
Borms, Samuel
;
Boudt, Kris
;
Verbeken, Brecht
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 266-278
Persistent link: https://www.econbiz.de/10014462779
Saved in:
9
Estimation of a dynamic multi-level factor model with possible long-range dependence
Ergemen, Yunus Emre
;
Rodríguez-Caballero, Carlos Vladimir
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 405-430
Persistent link: https://www.econbiz.de/10014462789
Saved in:
10
Multi-population mortality projection : the augmented common factor model with structural breaks
Wang, Pengjie
;
Pantelous, Athanasios A.
;
Vahid, Farshid
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 450-469
Persistent link: https://www.econbiz.de/10014462791
Saved in:
11
Predictability of bull and bear markets : a new look at forecasting stock market regimes (and returns) in the US
Haase, Felix
;
Neuenkirch, Matthias
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 587-605
Persistent link: https://www.econbiz.de/10014465071
Saved in:
12
Testing the predictive accuracy of COVID-19 forecasts
Coroneo, Laura
;
Iacone, Fabrizio
;
Paccagnini, Alessia
; …
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 606-622
Persistent link: https://www.econbiz.de/10014465074
Saved in:
13
An accurate and fully-automated ensemble model for weekly time series forecasting
Godahewa, Rakshitha
;
Bergmeir, Christoph
;
Webb, Geoffrey I.
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 641-658
Persistent link: https://www.econbiz.de/10014465078
Saved in:
14
Forecasting extreme financial risk : a score-driven approach
Fuentes, Fernanda
;
Herrera, Rodrigo
;
Clements, Adam
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 720-735
Persistent link: https://www.econbiz.de/10014465107
Saved in:
15
Time-varying variance and skewness in realized volatility measures
Opschoor, Anne
;
Lucas, André
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 827-840
Persistent link: https://www.econbiz.de/10014465151
Saved in:
16
A copula-based time series model for global horizontal irradiation
Müller, Alfred
;
Reuber, Matthias
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 869-883
Persistent link: https://www.econbiz.de/10014465159
Saved in:
17
Neural basis expansion analysis with exogenous variables : forecasting electricity prices with NBEATSx
Olivares, Kin G.
;
Challu, Cristian
;
Marcjasz, Grzegorz
; …
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 884-900
Persistent link: https://www.econbiz.de/10014465161
Saved in:
18
Real-time inflation forecasting using non-linear dimension reduction techniques
Hauzenberger, Niko
;
Huber, Florian
;
Klieber, Karin
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 901-921
Persistent link: https://www.econbiz.de/10014465163
Saved in:
19
The RWDAR model : a novel state-space approach to forecasting
Sbrana, Giacomo
;
Silvestrini, Andrea
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 922-937
Persistent link: https://www.econbiz.de/10014465165
Saved in:
20
Deep learning models for visibility forecasting using climatological data
Ortega, Luz C.
;
Otero, Luis Daniel
;
Solomon, Mitchell
; …
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 992-1004
Persistent link: https://www.econbiz.de/10014465190
Saved in:
21
Improving variance forecasts : the role of Realized Variance features
Papantonis, Ioannis
;
Rompolis, Leonidas
;
Tzavalis, Elias
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1221-1237
Persistent link: https://www.econbiz.de/10014465267
Saved in:
22
Forecasting electricity prices using bid data
Ciarreta, Aitor
;
Martínez, Blanca
;
Nasirov, Shahriyar
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1253-1271
Persistent link: https://www.econbiz.de/10014465268
Saved in:
23
Bayesian forecast combination using time-varying features
Li, Li
;
Kang, Yanfei
;
Li, Feng
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1287-1302
Persistent link: https://www.econbiz.de/10014465281
Saved in:
24
LoMEF : a framework to produce local explanations for global model time series forecasts
Rajapaksha, Dilini
;
Bergmeir, Christoph
;
Hyndman, Rob J.
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1424-1447
Persistent link: https://www.econbiz.de/10014465291
Saved in:
25
Nowcasting GDP with a pool of factor models and a fast estimation algorithm
Eraslan, Sercan
;
Schröder, Maximilian
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1460-1476
Persistent link: https://www.econbiz.de/10014465295
Saved in:
26
On the evaluation of hierarchical forecasts
Athanasopoulos, George
;
Kourentzes, Nikolaos
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1502-1511
Persistent link: https://www.econbiz.de/10014465310
Saved in:
27
Forecasting the variability of stock index returns with the multifractal random walk model for realized volatilities
Sattarhoff, Cristina
;
Lux, Thomas
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1678-1697
Persistent link: https://www.econbiz.de/10014465344
Saved in:
28
Volatility analysis for the GARCH-Itô-Jumps model based on high-frequency and low-frequency financial data
Fu, Jin-Yu
;
Lin, Jin-Guan
;
Hao, Hong-Xia
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1698-1712
Persistent link: https://www.econbiz.de/10014465345
Saved in:
29
Endemic-epidemic models with discrete-time serial interval distributions for infectious disease prediction
Bracher, Johannes
;
Held, Leonhard
- In:
International journal of forecasting
38
(
2022
)
3
,
pp. 1221-1233
Persistent link: https://www.econbiz.de/10013349779
Saved in:
30
The Kernel trick for nonlinear factor modeling
Kutateladze, Varlam
- In:
International journal of forecasting
38
(
2022
)
1
,
pp. 165-177
Persistent link: https://www.econbiz.de/10013347745
Saved in:
31
Spatio-temporal probabilistic forecasting of wind power for multiple farms : a copula-based hybrid model
Arrieta-Prieto, Mario
;
Schell, Kristen R.
- In:
International journal of forecasting
38
(
2022
)
1
,
pp. 300-320
Persistent link: https://www.econbiz.de/10013347791
Saved in:
32
A Bayesian approach for predicting food and beverage sales in staff canteens and restaurants
Posch, Konstantin
;
Truden, Christian
;
Hungerländer, Philipp
- In:
International journal of forecasting
38
(
2022
)
1
,
pp. 321-338
Persistent link: https://www.econbiz.de/10013347792
Saved in:
33
COVID-19 : forecasting confirmed cases and deaths with a simple time series model
Petropoulos, Fotios
;
Makridakis, Spyros G.
;
Stylianou, …
- In:
International journal of forecasting
38
(
2022
)
2
,
pp. 439-452
Persistent link: https://www.econbiz.de/10013348603
Saved in:
34
Comparing the accuracy of several network-based COVID-19 prediction algorithms
Achterberg, Massimo A.
;
Prasse, Bastian
;
Ma, Long
; …
- In:
International journal of forecasting
38
(
2022
)
2
,
pp. 489-504
Persistent link: https://www.econbiz.de/10013348612
Saved in:
35
Forecasting : theory and practice
Petropoulos, Fotios
;
Apiletti, Daniele
;
Assimakopoulos, V.
- In:
International journal of forecasting
38
(
2022
)
3
,
pp. 705-871
Persistent link: https://www.econbiz.de/10013349395
Saved in:
36
A data-driven approach to forecasting ground-level ozone concentration
Marvin, Dario
;
Nespoli, Lorenzo
;
Strepparava, Davide
; …
- In:
International journal of forecasting
38
(
2022
)
3
,
pp. 970-987
Persistent link: https://www.econbiz.de/10013349626
Saved in:
37
Dynamic functional time-series forecasts of foreign exchange implied volatility surfaces
Shang, Han Lin
;
Kearney, Fearghal
- In:
International journal of forecasting
38
(
2022
)
3
,
pp. 1025-1049
Persistent link: https://www.econbiz.de/10013349639
Saved in:
38
The M5 competition : background, organization, and implementation
Makridakis, Spyros G.
;
Spiliotis, Evangelos
; …
- In:
International journal of forecasting
38
(
2022
)
4
,
pp. 1325-1336
Persistent link: https://www.econbiz.de/10014381084
Saved in:
39
M5 accuracy competition : results, findings, and conclusions
Makridakis, Spyros G.
;
Spiliotis, Evangelos
; …
- In:
International journal of forecasting
38
(
2022
)
4
,
pp. 1346-1364
Persistent link: https://www.econbiz.de/10014381087
Saved in:
40
The M5 uncertainty competition : results, findings and conclusions
Makridakis, Spyros G.
;
Spiliotis, Evangelos
; …
- In:
International journal of forecasting
38
(
2022
)
4
,
pp. 1365-1385
Persistent link: https://www.econbiz.de/10014381091
Saved in:
41
A fast and scalable ensemble of global models with long memory and data partitioning for the M5 forecasting competition
Bandara, Kasun
;
Hewamalage, Hansika
;
Godahewa, Rakshitha
; …
- In:
International journal of forecasting
38
(
2022
)
4
,
pp. 1400-1404
Persistent link: https://www.econbiz.de/10014381097
Saved in:
42
Robust recurrent network model for intermittent time-series forecasting
Jeon, Yunho
;
Seong, Sihyeon
- In:
International journal of forecasting
38
(
2022
)
4
,
pp. 1415-1425
Persistent link: https://www.econbiz.de/10014381100
Saved in:
43
Forecasting with gradient boosted trees : augmentation, tuning, and cross-validation strategies : winning solution to the M5 uncertainty competition
Lainder, A. David
;
Wolfinger, Russell D.
- In:
International journal of forecasting
38
(
2022
)
4
,
pp. 1426-1433
Persistent link: https://www.econbiz.de/10014381101
Saved in:
44
The performance of the global bottom-up approach in the M5 accuracy competition : a robustness check
Ma, Shaohui
;
Fildes, Robert
- In:
International journal of forecasting
38
(
2022
)
4
,
pp. 1492-1499
Persistent link: https://www.econbiz.de/10014381130
Saved in:
45
Exploring the representativeness of the M5 competition data
Theodorou, Evangelos
;
Wang, Shengjie
;
Kang, Yanfei
; …
- In:
International journal of forecasting
38
(
2022
)
4
,
pp. 1500-1506
Persistent link: https://www.econbiz.de/10014381135
Saved in:
46
Data snooping in equity premium prediction
Dichtl, Hubert
;
Drobetz, Wolfgang
;
Neuhierl, Andreas
; …
- In:
International journal of forecasting
37
(
2021
)
1
,
pp. 72-94
Persistent link: https://www.econbiz.de/10012692602
Saved in:
47
Forecasting high resolution electricity demand data with additive models including smooth and jagged components
Amato, Umberto
;
Antoniadis, Anestis
;
De Feis, Italia
; …
- In:
International journal of forecasting
37
(
2021
)
1
,
pp. 171-185
Persistent link: https://www.econbiz.de/10012692688
Saved in:
48
A critical overview of privacy-preserving approaches for collaborative forecasting
Gonçalves, Carla
;
Bessa, Ricardo J.
;
Pinson, Pierre
- In:
International journal of forecasting
37
(
2021
)
1
,
pp. 322-342
Persistent link: https://www.econbiz.de/10012692721
Saved in:
49
Expert forecasting with and without uncertainty quantification and weighting : What do the data say?
Cooke, Roger M.
;
Marti, Deniz
;
Mazzuchi, Thomas
- In:
International journal of forecasting
37
(
2021
)
1
,
pp. 378-387
Persistent link: https://www.econbiz.de/10012693076
Saved in:
50
On using predictive-ability tests in the selection of time-series prediction models : a Monte Carlo evaluation
Costantini, Mauro
;
Kunst, Robert M.
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 445-460
Persistent link: https://www.econbiz.de/10012792843
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