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  • Search: subject:"Quantile forecasts"
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Subject
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Forecasting model 11 Prognoseverfahren 11 Theorie 8 Theory 8 Forecast 7 Prognose 7 Quantile forecasts 6 quantile forecasts 6 Bayes-Statistik 3 Bayesian inference 3 Regression analysis 3 Regressionsanalyse 3 Demand 2 Gaussian approximation 2 Nachfrage 2 Probabilistic forecasts 2 Probability theory 2 Risikomaß 2 Risk measure 2 Time series analysis 2 Value at Risk 2 Wahrscheinlichkeitsrechnung 2 Zeitreihenanalyse 2 count time series 2 estimation error 2 expert combination 2 predictive performance 2 ARCH model 1 ARCH-Modell 1 Aggregation 1 Air passenger transport 1 Airport 1 Artificial intelligence 1 Bayesian analysis 1 Bayesian model 1 Bayesian quantile regression 1 Bootstrap approach 1 Bootstrap-Verfahren 1 Börsenkurs 1 Combination forecast 1
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Undetermined 9 Free 2
Type of publication
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Article 12
Type of publication (narrower categories)
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Article in journal 11 Aufsatz in Zeitschrift 11 Article 1
Language
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English 12
Author
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Grushka-Cockayne, Yael 4 Lichtendahl, Kenneth C. 3 Winkler, Robert L. 3 Alwan, Layth C. 2 Frahm, Gabriel 2 Guo, Xiaojia 2 Göb, Rainer 2 Homburg, Annika 2 Bruzda, Joanna 1 Chen, Zhi 1 Clements, Adam 1 De Reyck, Bert 1 Gaba, Anil 1 Hurn, Stan 1 Hyndman, Rob J. 1 Iseringhausen, Martin 1 Jose, Victor Richmond R. 1 Kang, Yanfei 1 Kolassa, Stephan 1 Li, Feng 1 Li, Zili 1 Tsetlin, Ilia 1 Wang, Xiaoqian 1 Weiß, Christian 1 Weiß, Christian H. 1
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Published in...
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International journal of forecasting 4 Manufacturing & service operations management : M & SOM 2 Central European journal of operations research 1 Econometrics 1 Econometrics : open access journal 1 Energy economics 1 Management science : journal of the Institute for Operations Research and the Management Sciences 1 Operations research 1
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Source
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ECONIS (ZBW) 11 EconStor 1
Showing 1 - 10 of 12
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Bayesian ensembles of exponentially smoothed life-cycle forecasts
Guo, Xiaojia; Lichtendahl, Kenneth C.; … - In: Manufacturing & service operations management : M & SOM 27 (2025) 1, pp. 230-248
Persistent link: https://www.econbiz.de/10015432385
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Forecast combinations : an over 50-year review
Wang, Xiaoqian; Hyndman, Rob J.; Li, Feng; Kang, Yanfei - In: International journal of forecasting 39 (2023) 4, pp. 1518-1547
Persistent link: https://www.econbiz.de/10014465324
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A time-varying skewness model for Growth-at-Risk
Iseringhausen, Martin - In: International journal of forecasting 40 (2024) 1, pp. 229-246
Persistent link: https://www.econbiz.de/10014450268
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Evaluating Approximate Point Forecasting of Count Processes
Homburg, Annika; Weiß, Christian; Alwan, Layth C.; … - In: Econometrics : open access journal 7 (2019) 3/30
In forecasting count processes, practitioners often ignore the discreteness of counts and compute forecasts based on Gaussian approximations instead. For both central and non-central point forecasts, and for various types of count processes, the performance of such approximate point forecasts is...
Persistent link: https://www.econbiz.de/10012161530
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Evaluating Approximate Point Forecasting of Count Processes
Homburg, Annika; Weiß, Christian H.; Alwan, Layth C.; … - In: Econometrics 7 (2019) 3, pp. 1-28
In forecasting count processes, practitioners often ignore the discreteness of counts and compute forecasts based on Gaussian approximations instead. For both central and non-central point forecasts, and for various types of count processes, the performance of such approximate point forecasts is...
Persistent link: https://www.econbiz.de/10012696245
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Evaluating quantile forecasts in the M5 uncertainty competition
Chen, Zhi; Gaba, Anil; Tsetlin, Ilia; Winkler, Robert L. - In: International journal of forecasting 38 (2022) 4, pp. 1531-1545
Persistent link: https://www.econbiz.de/10014381153
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Commentary on the M5 forecasting competition
Kolassa, Stephan - In: International journal of forecasting 38 (2022) 4, pp. 1562-1568
Persistent link: https://www.econbiz.de/10014381166
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Forecasting airport transfer passenger flow using real-time data and machine learning
Guo, Xiaojia; Grushka-Cockayne, Yael; De Reyck, Bert - In: Manufacturing & service operations management : M & SOM 24 (2022) 6, pp. 3193-3214
Persistent link: https://www.econbiz.de/10014299372
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Multistep quantile forecasts for supply chain and logistics operations : bootstrapping, the GARCH model and quantile regression based approaches
Bruzda, Joanna - In: Central European journal of operations research 28 (2020) 1, pp. 309-336
Persistent link: https://www.econbiz.de/10012221866
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Forecasting quantiles of day-ahead electricity load
Li, Zili; Hurn, Stan; Clements, Adam - In: Energy economics 67 (2017), pp. 60-71
Persistent link: https://www.econbiz.de/10011897867
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