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  • Search: subject:"Probabilistic Forecast"
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Year of publication
Subject
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Forecasting model 21 Prognoseverfahren 21 Probabilistic forecast 17 Theorie 16 Theory 16 probabilistic forecast 16 Forecast 13 Prognose 13 Probability theory 9 Wahrscheinlichkeitsrechnung 9 Energieprognose 6 Energy forecast 6 Regression analysis 5 Regressionsanalyse 5 Time series analysis 5 Zeitreihenanalyse 5 Day-ahead market 4 Electricity price 4 Electricity price forecasting 4 Quantile regression 4 Statistical distribution 4 Statistische Verteilung 4 Strompreis 4 Autoregression 3 Economic forecast 3 Electric power industry 3 Elektrizitätswirtschaft 3 Factor model 3 JLS model 3 Neural network 3 Neural networks 3 Neuronale Netze 3 Seasonality 3 Wirtschaftsprognose 3 density forecast 3 forecast calibration 3 predictive distribution 3 probability integral transform 3 scoring rule 3 Artificial intelligence 2
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Online availability
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Free 18 Undetermined 16
Type of publication
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Article 21 Book / Working Paper 14
Type of publication (narrower categories)
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Article in journal 15 Aufsatz in Zeitschrift 15 Working Paper 7 Arbeitspapier 6 Graue Literatur 6 Non-commercial literature 6 Article 1
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Language
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English 24 Undetermined 11
Author
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Sornette, Didier 4 Weron, Rafał 4 Tsyplakov, Alexander 3 Woodard, Ryan 3 Yan, Wanfeng 3 Zhou, Wei-Xing 3 Becker, Christoph 2 Cocchi, Daniela 2 Dürsch, Peter 2 Eife, Thomas A. 2 Glas, Alexander 2 Hyndman, Rob J. 2 Iacopini, Matteo 2 Li, Han 2 Marcjasz, Grzegorz 2 Martinek, László 2 Narzo, Antonio Fabio Di 2 Ravazzolo, Francesco 2 Rossini, Luca 2 Zhang, Qun 2 Zhang, Qunzhi 2 Alessandri, Andrea 1 Avilés, Alex 1 Barta, Gergő 1 Ben Taieb, Souhaib 1 Borbély, Gyula 1 Catalano, Franco 1 Cauwels, Peter 1 Costa Sperb, Luis Felipe 1 Célleri, Rolando 1 De Felice, Matteo 1 Demos, Guilherme 1 Feng, Xuesong 1 Filimonov, Vladimir 1 Grothe, Oliver 1 Johnson, Johnnie E. V. 1 Kanda, Isao 1 Kazi, Sándor 1 Keilman, Nico 1 Krüger, Fabian 1
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Institution
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Dipartimento di Scienze Statistiche "Paolo Fortunati", Alma Mater Studiorum - Università di Bologna 2 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 2 Department of Management, Technology and Economics (D-MTEC), Eidgenössische Technische Hochschule Zürich (ETHZ) 1 Hugo Steinhaus Center for Stochastic Methods, Politechnika Wrocławska 1
Published in...
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International journal of forecasting 6 Energy economics 2 MPRA Paper 2 Quaderni di Dipartimento 2 Research paper series / Swiss Finance Institute 2 Swiss Finance Institute Research Paper 2 AWI Discussion Paper Series 1 AWI discussion paper series 1 Annual review of resource economics 1 Applied Econometrics 1 Applied Energy 1 Astin bulletin : the journal of the International Actuarial Association 1 CAMP working paper series 1 Faculty & research / Insead : working paper series 1 HSC Research Reports 1 Insurance / Mathematics & economics 1 International Journal of Forecasting 1 International journal of production research 1 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 1 Journal of forecasting 1 Physica A: Statistical Mechanics and its Applications 1 Risks 1 Risks : open access journal 1 Swiss Finance Institute Research Paper Series 1 Water Resources Management 1 Working Papers / Department of Management, Technology and Economics (D-MTEC), Eidgenössische Technische Hochschule Zürich (ETHZ) 1 Working paper / Department of Econometrics and Business Statistics, Monash University 1
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Source
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ECONIS (ZBW) 21 RePEc 12 EconStor 2
Showing 1 - 10 of 35
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Using point forecasts to anchor probabilistic survey scales
Becker, Christoph; Dürsch, Peter; Eife, Thomas A.; … - 2024
We present the results of an experiment where a random subset of the participants in the Bundesbank's household panel receive personalized response scales, centered at each participant's point forecast. Personalized response scales offer two advantages over the standard scale which is centered...
Persistent link: https://www.econbiz.de/10014494993
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Using point forecasts to anchor probabilistic survey scales
Becker, Christoph; Dürsch, Peter; Eife, Thomas A.; … - 2024
We present the results of an experiment where a random subset of the participants in the Bundesbank's household panel receive personalized response scales, centered at each participant's point forecast. Personalized response scales offer two advantages over the standard scale which is centered...
Persistent link: https://www.econbiz.de/10014481221
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Fair skill brier score : evaluating probabilistic forecasts of one-off events with different numbers of categorical outcomes
Wang, Junnan; Mellers, Barbara A.; Ungar, Lyle H.; … - 2023
Persistent link: https://www.econbiz.de/10014364753
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Proper scoring rules for evaluating density forecasts with asymmetric loss functions
Iacopini, Matteo; Ravazzolo, Francesco; Rossini, Luca - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 2, pp. 482-496
Persistent link: https://www.econbiz.de/10014448252
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Electricity demand forecasting and risk management using Gaussian process model with error propagation
Wen, Kuangyu; Wu, Wenbin; Wu, Ximing - In: Journal of forecasting 42 (2023) 4, pp. 957-969
Persistent link: https://www.econbiz.de/10014292889
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From point forecasts to multivariate probabilistic forecasts : the Schaake shuffle for day-ahead electricity price forecasting
Grothe, Oliver; Kächele, Fabian; Krüger, Fabian - In: Energy economics 120 (2023), pp. 1-13
Persistent link: https://www.econbiz.de/10014283270
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Uncertainty in population forecasts for the twenty-first century
Keilman, Nico - In: Annual review of resource economics 12 (2020), pp. 449-470
Persistent link: https://www.econbiz.de/10012404920
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Proper scoring rules for evaluating asymmetry in density forecasting
Iacopini, Matteo; Ravazzolo, Francesco; Rossini, Luca - 2020
Persistent link: https://www.econbiz.de/10012437475
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Analysis of stochastic reserving models by means of NAIC claims data
Martinek, László - In: Risks 7 (2019) 2, pp. 1-27
In the past two decades increasing computational power resulted in the development of more advanced claims reserving techniques, allowing the stochastic branch to overcome the deterministic methods, resulting in forecasts of enhanced quality. Hence, not only point estimates, but predictive...
Persistent link: https://www.econbiz.de/10013200480
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Analysis of stochastic reserving models by means of NAIC claims data
Martinek, László - In: Risks : open access journal 7 (2019) 2/62, pp. 1-27
In the past two decades increasing computational power resulted in the development of more advanced claims reserving techniques, allowing the stochastic branch to overcome the deterministic methods, resulting in forecasts of enhanced quality. Hence, not only point estimates, but predictive...
Persistent link: https://www.econbiz.de/10012018974
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