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  • Search: subject:"probabilistic forecasts"
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Year of publication
Subject
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Forecasting model 16 Prognoseverfahren 16 Theorie 12 Theory 12 probabilistic forecasts 11 Forecast 10 Probabilistic forecasts 10 Prognose 10 MCMC 5 Time series analysis 4 Zeitreihenanalyse 4 Artificial intelligence 3 Competition 3 Frühindikator 3 Künstliche Intelligenz 3 Leading indicator 3 M competitions 3 Markov chain 3 Markov-Kette 3 Multivariate probabilistic forecasts 3 Negative Binomial 3 Probability theory 3 Regression analysis 3 Regressionsanalyse 3 Retail sales forecasting 3 Risiko 3 Risikomanagement 3 Risk 3 Risk management 3 Stochastic process 3 Stochastischer Prozess 3 Uncertainty 3 Wahrscheinlichkeitsrechnung 3 Wettbewerb 3 bond risk premia 3 heterogeneity 3 mixed Poisson regression 3 overdispersed count data 3 zero-adjusted models 3 zero-inflated Poisson 3
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Online availability
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Free 15 Undetermined 8 CC license 1
Type of publication
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Article 13 Book / Working Paper 12
Type of publication (narrower categories)
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Working Paper 10 Article in journal 9 Aufsatz in Zeitschrift 9 Arbeitspapier 7 Graue Literatur 7 Non-commercial literature 7
Language
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English 19 Undetermined 6
Author
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Denuit, Michel 5 Klein, Nadja 5 Kneib, Thomas 5 Lang, Stefan 5 D'Amico, Stefania 3 Orphanides, Athanasios 3 Chen, Zhi 2 Dumas, Jonathan 2 Gaba, Anil 2 Pflugfelder, Yannik 2 Schinke-Nendza, Aiko 2 Sheybanivaziri, Samaneh 2 Tsetlin, Ilia 2 Weber, Christoph 2 Winkler, Robert L. 2 Andersson, Jonas 1 Arató, N. Miklós 1 Assimakopoulos, V. 1 Berge, Travis J. 1 Breton, Simon-Philippe 1 Carreau, Julie 1 Cheng, Jie 1 Everingham, YL 1 G.R. McGregor 1 Galvão, Ana Beatriz C. 1 Giroux, Jean-Sébastien 1 Hammer, GL 1 Harris, David 1 Hyndman, Rob J. 1 Jefferson, Michael 1 Jónsson, Tryggvi 1 Kang, Yanfei 1 Kazmi, Hussain 1 Lainder, A. David 1 Le Dréau, Jérôme 1 Li, Feng 1 Lopresto, Marta 1 Madsen, Henrik 1 Makridakis, Spyros G. 1 Martin, Gael M. 1
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Institution
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Federal Reserve Bank of Chicago 1 Institut für Finanzwissenschaft, Fakultät für Volkswirtschaft und Statistik 1
Published in...
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International journal of forecasting 4 Discussion paper / Department of Business and Management Science 2 Empirical economics : a quarterly journal of the Institute for Advanced Studies 1 Energy 1 Energy Policy 1 HEMF Working Paper 1 HEMF working paper 1 Insurance / Mathematics & economics 1 Insurance: Mathematics and Economics 1 Journal of forecasting 1 Les cahiers du GERAD 1 National Institute economic review : journal of the National Institute of Economic and Social Research 1 Risks : open access journal 1 Working Paper 1 Working Paper Series / Federal Reserve Bank of Chicago 1 Working Papers / Institut für Finanzwissenschaft, Fakultät für Volkswirtschaft und Statistik 1 Working Papers in Economics and Statistics 1 Working paper / Department of Econometrics and Business Statistics, Monash University 1 Working papers / Federal Reserve Bank of Chicago 1 Working papers in economics and statistics 1
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Source
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ECONIS (ZBW) 16 RePEc 5 EconStor 3 BASE 1
Showing 1 - 10 of 25
Cover Image
Deriving multivariate probabilistic solar generation forecasts based on hourly imbalanced data
Pflugfelder, Yannik; Schinke-Nendza, Aiko; Dumas, Jonathan - 2024
Accurate forecasting of solar PV generation is critical for integrating renewable energy into power systems. This paper presents a multivariate probabilistic forecasting model that addresses the challenges posed by imbalanced data resulting from day and night-time periods in solar photovoltaic...
Persistent link: https://www.econbiz.de/10015166196
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Cover Image
Deriving multivariate probabilistic solar generation forecasts based on hourly imbalanced data
Pflugfelder, Yannik; Schinke-Nendza, Aiko; Dumas, Jonathan - 2024
Accurate forecasting of solar PV generation is critical for integrating renewable energy into power systems. This paper presents a multivariate probabilistic forecasting model that addresses the challenges posed by imbalanced data resulting from day and night-time periods in solar photovoltaic...
Persistent link: https://www.econbiz.de/10015135416
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Cover Image
Forecasting price spikes in day-ahead electricity markets : techniques, challenges, and the road ahead
Sheybanivaziri, Samaneh; Le Dréau, Jérôme; Kazmi, Hussain - 2024
Persistent link: https://www.econbiz.de/10014517919
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Cover Image
Interpolation-free deep learning for meteorological downscaling on unaligned grids across multiple domains with application to wind power
Giroux, Jean-Sébastien; Breton, Simon-Philippe; … - 2024
Persistent link: https://www.econbiz.de/10015073702
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Probabilistic forecasting of electricity prices using an augmented LMARX-model
Andersson, Jonas; Sheybanivaziri, Samaneh - 2023
Persistent link: https://www.econbiz.de/10014431328
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Modelling and forecasting risk dependence and portfolio VaR for cryptocurrencies
Cheng, Jie - In: Empirical economics : a quarterly journal of the … 65 (2023) 2, pp. 899-924
Persistent link: https://www.econbiz.de/10014329089
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The Quality of reserve risk calculation models under solvency II and IFRS 17
Arató, N. Miklós; Martinek, László - In: Risks : open access journal 10 (2022) 11, pp. 1-13
We analyse four stochastic claims reserving methods in terms of their capability to estimate reserve risk and how successful they are at predicting distributions and VaRs of claim developments in particular. Both actual data and hypothetical claim triangles support our results. The...
Persistent link: https://www.econbiz.de/10014225942
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Cover Image
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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Cover Image
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
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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
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