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A hybrid model of kernel density estimation and quantile regression for GEFCom2014 probabilistic load forecasting
Haben, Stephen; Giasemidis, Georgios - In: International journal of forecasting 32 (2016) 3, pp. 1017-1022
Persistent link: https://www.econbiz.de/10011621987
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Predicting LGD distributions with mixed continuous and discrete ordinal outcomes
Hwang, Ruey-Ching; Chu, Chih-Kang; Yu, Kaizhi - In: International journal of forecasting 36 (2020) 3, pp. 1003-1022
Persistent link: https://www.econbiz.de/10012497162
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Distributional regression and its evaluation with the CRPS : bounds and convergence of the minimax risk
Pic, Romain; Dombry, Clément; Naveau, Philippe; … - In: International journal of forecasting 39 (2023) 4, pp. 1564-1572
Persistent link: https://www.econbiz.de/10014465329
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Semiparametric quantile averaging in the presence of high-dimensional predictors
Gooijer, Jan G. de; Zerom Godefay, Dawit - In: International journal of forecasting 35 (2019) 3, pp. 891-909
Persistent link: https://www.econbiz.de/10012305189
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Semiparametric time series models driven by latent factor
Maia, Gisele de Oliveira; Barreto-Souza, Wagner; … - In: International journal of forecasting 37 (2021) 4, pp. 1463-1479
Persistent link: https://www.econbiz.de/10013274294
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Macroeconomic forecasting for Australia using a large number of predictors
Panagiotelis, Anastasios; Athanasopoulos, George; … - In: International journal of forecasting 35 (2019) 2, pp. 616-633
Persistent link: https://www.econbiz.de/10012300705
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Mining big data using parsimonious factor, machine learning, variable selection and shrinkage methods
Kim, Hyun Hak; Swanson, Norman R. - In: International journal of forecasting 34 (2018) 2, pp. 339-354
Persistent link: https://www.econbiz.de/10012030940
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Prediction intervals in conditionally heteroscedastic time series with stochastic components
Pellegrini, Santiago; Ruiz, Esther; Espasa Terrades, Antoni - In: International journal of forecasting 27 (2011) 2, pp. 308-319
Persistent link: https://www.econbiz.de/10009247501
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Interpreting estimates of forecast bias
Ericsson, Neil R. - In: International journal of forecasting 33 (2017) 2, pp. 563-568
Persistent link: https://www.econbiz.de/10011922928
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Threshold stochastic volatility : properties and forecasting
Mao, Xiuping; Ruiz, Esther; Veiga, Helena - In: International journal of forecasting 33 (2017) 4, pp. 1105-1123
Persistent link: https://www.econbiz.de/10011746949