Despite the state of flux in media today, television remains the dominant player globally for advertising spending. Since television advertising time is purchased on the basis of projected future ratings, and ad costs have skyrocketed, there is increasingly pressure to forecast television...

Electricity spot prices exhibit strong time series properties, including substantial periodicity, both inter-day and intraday serial correlation, heavy tails and skewness. In this paper we capture these characteristics using a first order vector autoregressive model with exogenous effects and a...

The television environment has become increasingly complex over the past decade, but scant attention has been paid to the modeling and forecasting of television ratings. In this study we use a little-known version of the nested logit model that is suitable for aggregate choice decision data,...

We suggest a new approach for forecasting energy demand at an intraday resolution. The demand in each intraday period is modeled using semiparametric regression smoothing to account for calendar and weather components. Residual serial dependence is captured by one of two multivariate stationary...