29
H index
51
i10 index
3704
Citations
Monash University | 29 H index 51 i10 index 3704 Citations RESEARCH PRODUCTION: 77 Articles 111 Papers 1 Chapters EDITOR: Series edited RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Rob J Hyndman. | Is cited by: | Cites to: |
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Monash Econometrics and Business Statistics Working Papers / Monash University, Department of Econometrics and Business Statistics | 100 |
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2022 | Comparative Analysis of ARIMA and Artificial Neural Network Techniques for Forecasting Non-Stationary Agricultural Output Time Series. (2022). Dias, Ronaldo ; Awe, Olushina Olawale. In: AGRIS on-line Papers in Economics and Informatics. RePEc:ags:aolpei:330100. Full description at Econpapers || Download paper | |
2022 | Forecasting agricultural commodity price using different models: a case study of widely consumed grains in Nigeria. (2022). Tabash, Mosab I ; Adeeko, Omotara ; Safi, Samir K ; Sanusi, Olajide I. In: Agricultural and Resource Economics: International Scientific E-Journal. RePEc:ags:areint:322724. Full description at Econpapers || Download paper | |
2022 | The ABARES Approach to Forecasting Agricultural Commodity Markets. (2022). Gooday, Peter ; Xia, Charley ; Cameron, Andrew ; Nelson, Rohan. In: Australasian Agribusiness Review. RePEc:ags:auagre:335271. Full description at Econpapers || Download paper | |
2022 | Enabling Users to Evaluate the Accuracy of ABARES Agricultural Forecasts. (2022). Nelson, Rohan ; Cameron, Andrew. In: Australasian Agribusiness Review. RePEc:ags:auagre:335272. Full description at Econpapers || Download paper | |
2022 | Impact of the Global COVID-19 Pandemic on FDI: Evidence from a Small Open Economy. (2022). Teeroovengadum, Viraiyan ; Fauzel, Sheereen ; Tandrayen-Ragoobur, Verena ; Seetanah, Boopen ; Jaffur, Zameelah Khan. In: Conference papers. RePEc:ags:pugtwp:333443. Full description at Econpapers || Download paper | |
2023 | Combined Forecasts of Intermittent Demand for Stock-keeping Units (SKUs). (2023). Utma, Gizem Halil ; Ikiz, Aysun Kapucugil. In: World Journal of Applied Economics. RePEc:ana:journl:v:9:y:2023:i:1:p:1-31. Full description at Econpapers || Download paper | |
2023 | Time Series Forecasting of the Covid-19 Pandemic: A Critical Assessment in Retrospect. (2023). Gungor, Murat. In: Alphanumeric Journal. RePEc:anm:alpnmr:v:11:y:2023:i:1:p:85-100. Full description at Econpapers || Download paper | |
2023 | Deep Dynamic Factor Models. (2020). Ricco, Giovanni ; Izzo, Cosimo ; Andreini, Paolo. In: Papers. RePEc:arx:papers:2007.11887. Full description at Econpapers || Download paper | |
2023 | Time-Varying Parameters as Ridge Regressions. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2009.00401. Full description at Econpapers || Download paper | |
2022 | High Dimensional Forecast Combinations Under Latent Structures. (2020). Su, Liangjun ; Shi, Zhentao ; Xie, Tian. In: Papers. RePEc:arx:papers:2010.09477. Full description at Econpapers || Download paper | |
2022 | Forecasting Quarterly Brazilian GDP: Univariate Models Approach. (2020). Coelho, Felipe Leite ; Sales, Kleyton Vieira ; da Silva, Josiane. In: Papers. RePEc:arx:papers:2010.13259. Full description at Econpapers || Download paper | |
2023 | Functional Principal Component Analysis of Cointegrated Functional Time Series. (2020). Seo, Won-Ki. In: Papers. RePEc:arx:papers:2011.12781. Full description at Econpapers || Download paper | |
2022 | Bayesian forecast combination using time-varying features. (2021). Li, Feng ; Kang, Yanfei. In: Papers. RePEc:arx:papers:2108.02082. Full description at Econpapers || Download paper | |
2022 | The DONUT Approach to EnsembleCombination Forecasting. (2022). Krange, Kjartan ; Ankile, Lars Lien. In: Papers. RePEc:arx:papers:2201.00426. Full description at Econpapers || Download paper | |
2022 | Dynamic Factor Model for Functional Time Series: Identification, Estimation, and Prediction. (2022). Salish, Nazarii ; Otto, Sven. In: Papers. RePEc:arx:papers:2201.02532. Full description at Econpapers || Download paper | |
2022 | Predicting Default Probabilities for Stress Tests: A Comparison of Models. (2022). Guth, Martin. In: Papers. RePEc:arx:papers:2202.03110. Full description at Econpapers || Download paper | |
2023 | Scarring effects of the COVID-19 pandemic on the Italian labour market. (2022). Fiaschi, Davide ; Tealdi, Cristina. In: Papers. RePEc:arx:papers:2202.13317. Full description at Econpapers || Download paper | |
2022 | Feature-based intermittent demand forecast combinations: bias, accuracy and inventory implications. (2022). Li, Feng ; Petropoulos, Fotios ; Kang, Yanfei. In: Papers. RePEc:arx:papers:2204.08283. Full description at Econpapers || Download paper | |
2022 | Optimal reconciliation with immutable forecasts. (2022). Li, Feng ; Panagiotelis, Anastasios ; Kang, Yanfei ; Zhang, Bohan. In: Papers. RePEc:arx:papers:2204.09231. Full description at Econpapers || Download paper | |
2022 | Forecasting Electricity Prices. (2022). Weron, Rafał ; Uniejewski, Bartosz ; Maciejowska, Katarzyna. In: Papers. RePEc:arx:papers:2204.11735. Full description at Econpapers || Download paper | |
2022 | A Market for Trading Forecasts: A Wagering Mechanism. (2022). Grammatico, Sergio ; Kazempour, Jalal ; Pinson, Pierre ; Raja, Aitazaz Ali. In: Papers. RePEc:arx:papers:2205.02668. Full description at Econpapers || Download paper | |
2022 | Nowcasting the Portuguese GDP with Monthly Data. (2022). Fernandes, Pedro Afonso ; Assunccao, Joao B. In: Papers. RePEc:arx:papers:2206.06823. Full description at Econpapers || Download paper | |
2022 | Distributional neural networks for electricity price forecasting. (2022). Ziel, Florian ; Weron, Rafal ; Narajewski, Michal ; Marcjasz, Grzegorz. In: Papers. RePEc:arx:papers:2207.02832. Full description at Econpapers || Download paper | |
2022 | Application of Hawkes volatility in the observation of filtered high-frequency price process in tick structures. (2022). Lee, Kyungsub. In: Papers. RePEc:arx:papers:2207.05939. Full description at Econpapers || Download paper | |
2023 | Global combinations of expert forecasts. (2022). Vasnev, Andrey L ; Thompson, Ryan ; Qian, Yilin. In: Papers. RePEc:arx:papers:2207.07318. Full description at Econpapers || Download paper | |
2022 | Macroeconomic Predictions using Payments Data and Machine Learning. (2022). Desai, Ajit ; James, . In: Papers. RePEc:arx:papers:2209.00948. Full description at Econpapers || Download paper | |
2022 | Causal Effect Estimation with Global Probabilistic Forecasting: A Case Study of the Impact of Covid-19 Lockdowns on Energy Demand. (2022). Bergmeir, Christoph ; Weng, Angela Dieyu ; Grecov, Priscila ; Prasanna, Ankitha Nandipura. In: Papers. RePEc:arx:papers:2209.08885. Full description at Econpapers || Download paper | |
2023 | Predicting Performances of Mutual Funds using Deep Learning and Ensemble Techniques. (2022). Tran, Hien ; Nguyen, Huy ; Pham, Nga ; Dao, Binh ; Chu, Nghia. In: Papers. RePEc:arx:papers:2209.09649. Full description at Econpapers || Download paper | |
2022 | DNN-ForwardTesting: A New Trading Strategy Validation using Statistical Timeseries Analysis and Deep Neural Networks. (2022). Dyoub, Abeer ; de Gasperis, Giovanni ; della Penna, Giuseppe ; Letteri, Ivan. In: Papers. RePEc:arx:papers:2210.11532. Full description at Econpapers || Download paper | |
2023 | Prediction intervals for economic fixed-event forecasts. (2022). Plett, Hendrik ; Kruger, Fabian. In: Papers. RePEc:arx:papers:2210.13562. Full description at Econpapers || Download paper | |
2022 | Spatio-temporal Event Studies for Air Quality Assessment under Cross-sectional Dependence. (2022). Pelagatti, Matteo Maria ; Maranzano, Paolo. In: Papers. RePEc:arx:papers:2210.17529. Full description at Econpapers || Download paper | |
2023 | Reservoir Computing for Macroeconomic Forecasting with Mixed Frequency Data. (2022). Ortega, Juan-Pablo ; van Huellen, Sophie ; Hirt, Marcel ; Grigoryeva, Lyudmila ; Dellaportas, Petros ; Ballarin, Giovanni. In: Papers. RePEc:arx:papers:2211.00363. Full description at Econpapers || Download paper | |
2023 | Copula Variational LSTM for High-dimensional Cross-market Multivariate Dependence Modeling. (2023). Cao, Longbing ; Xu, Jia. In: Papers. RePEc:arx:papers:2305.08778. Full description at Econpapers || Download paper | |
2023 | Machine Learning for Socially Responsible Portfolio Optimisation. (2023). van Zyl, Terence L ; Nundlall, Taeisha. In: Papers. RePEc:arx:papers:2305.12364. Full description at Econpapers || Download paper | |
2023 | Hierarchical forecasting for aggregated curves with an application to day-ahead electricity price auctions. (2023). Ziel, Florian ; Ghelasi, Paul. In: Papers. RePEc:arx:papers:2305.16255. Full description at Econpapers || Download paper | |
2023 | Not feeling the buzz: Correction study of mispricing and inefficiency in online sportsbooks. (2023). Cartlidge, John ; Clegg, Lawrence. In: Papers. RePEc:arx:papers:2306.01740. Full description at Econpapers || Download paper | |
2023 | Maximally Machine-Learnable Portfolios. (2023). Goebel, Maximilian ; Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2306.05568. Full description at Econpapers || Download paper | |
2023 | Noise reduction for functional time series. (2023). Wouters, Bram ; Diks, Cees. In: Papers. RePEc:arx:papers:2307.02154. Full description at Econpapers || Download paper | |
2023 | Exploring the Dynamics of the Specialty Insurance Market Using a Novel Discrete Event Simulation Framework: a Lloyds of London Case Study. (2023). Tua, Alan ; Feng, Zhe ; Kam, Keith ; Ahmed, Akhil ; Olmez, Sedar. In: Papers. RePEc:arx:papers:2307.05581. Full description at Econpapers || Download paper | |
2023 | Comparative Analysis of Machine Learning, Hybrid, and Deep Learning Forecasting Models Evidence from European Financial Markets and Bitcoins. (2023). Ampountolas, Apostolos. In: Papers. RePEc:arx:papers:2307.08853. Full description at Econpapers || Download paper | |
2023 | The Bayesian Context Trees State Space Model for time series modelling and forecasting. (2023). Kontoyiannis, Ioannis ; Papageorgiou, Ioannis. In: Papers. RePEc:arx:papers:2308.00913. Full description at Econpapers || Download paper | |
2023 | Econometrics of Machine Learning Methods in Economic Forecasting. (2023). Striaukas, Jonas ; Ghysels, Eric ; Babii, Andrii. In: Papers. RePEc:arx:papers:2308.10993. Full description at Econpapers || Download paper | |
2023 | Hedging Forecast Combinations With an Application to the Random Forest. (2023). Wolf, Michael ; Kozbur, Damian ; Beck, Elliot. In: Papers. RePEc:arx:papers:2308.15384. Full description at Econpapers || Download paper | |
2022 | Performance of 109 Machine Learning Algorithms across Five Forecasting Tasks: Employee Behavior Modeling, Online Communication, House Pricing, IT Support and Demand Planning. (2022). Gerunov, Anton A. In: Economic Studies journal. RePEc:bas:econst:y:2022:i:2:p:15-43. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2022 | Macroeconomic Predictions Using Payments Data and Machine Learning. (2022). Desai, Ajit ; Chapman, James. In: Staff Working Papers. RePEc:bca:bocawp:22-10. Full description at Econpapers || Download paper | |
2023 | A tool to nowcast tourist overnight stays with payment data and complementary indicators. (2023). Mariani, Vincenzo ; Crispino, Marta. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_746_23. Full description at Econpapers || Download paper | |
2022 | Stock return predictability: Evaluation based on interval forecasts. (2022). Kim, Jae H ; Darne, Olivier ; Charles, Amelie. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:74:y:2022:i:2:p:363-385. Full description at Econpapers || Download paper | |
2022 | Dynamic modelling of mortality via mixtures of skewed distribution functions. (2022). Scarpa, Bruno ; Mazzuco, Stefano ; Aliverti, Emanuele. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:185:y:2022:i:3:p:1030-1048. Full description at Econpapers || Download paper | |
2022 | Long?term prediction intervals with many covariates. (2022). Wu, Wei Biao ; Chud, Marek ; Karmakar, Sayar. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:43:y:2022:i:4:p:587-609. Full description at Econpapers || Download paper | |
2022 | Do job vacancies variations anticipate employment variations by sector? Some preliminary evidence from Italy. (2022). Lovaglio, Pietro Giorgio. In: LABOUR. RePEc:bla:labour:v:36:y:2022:i:1:p:71-93. Full description at Econpapers || Download paper | |
2022 | The negative binomial process: A tractable model with composite likelihood?based inference. (2022). Ombao, Hernando ; Barretosouza, Wagner. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:49:y:2022:i:2:p:568-592. Full description at Econpapers || Download paper | |
2023 | Recent developments in multivariate wind and solar power forecasting. (2023). Madsen, Henrik ; Bacher, Peder ; Moller, Jan K ; Bjerregrd, Mathias B ; Nystrup, Peter ; Sorensen, Mikkel L. In: Wiley Interdisciplinary Reviews: Energy and Environment. RePEc:bla:wireae:v:12:y:2023:i:2:n:e465. Full description at Econpapers || Download paper | |
2022 | Forecasting actuarial time series: a practical study of the effect of statistical pre-adjustments. (2022). Sagianou, Aliki ; Hatzopoulos, Peter ; Galanopoulos, Nikolaos G ; Milionis, Alexandros E. In: Working Papers. RePEc:bog:wpaper:297. Full description at Econpapers || Download paper | |
2023 | Parameter least-squares estimation for time-inhomogeneous Ornstein–Uhlenbeck process. (2023). Getut, Pramesti. In: Monte Carlo Methods and Applications. RePEc:bpj:mcmeap:v:29:y:2023:i:1:p:1-32:n:5. Full description at Econpapers || Download paper | |
2023 | The Human Multiple Births Database (HMBD). (2023). Pison, Gilles ; Caporali, Arianna ; Torres, Catalina. In: Demographic Research. RePEc:dem:demres:v:48:y:2023:i:4. Full description at Econpapers || Download paper | |
2023 | A validation workflow for mortality forecasting. (2023). Bohk-Ewald, Christina ; Scholey, Jonas ; Duerst, Ricarda. In: MPIDR Working Papers. RePEc:dem:wpaper:wp-2023-020. Full description at Econpapers || Download paper | |
2023 | Volatile Financial Conditions, Asset Prices, and Investment Decisions: Analysis of daily data of DJIA and S&P500, from January to April of 2022. (2023). Pemberton, Jared. In: Applied Econometrics and International Development. RePEc:eaa:aeinde:v:23:y:2023:i:1_5. Full description at Econpapers || Download paper | |
2023 | Analyzing Electricity Demand in Colombia: A Functional Time Series Approach. (2023). Duque, Fernando Villada ; Marulanda, Laura Marquez ; Marin, Jorge Barrientos. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-01-11. Full description at Econpapers || Download paper | |
2022 | Forecasting tourism growth with State-Dependent Models. (2022). Heravi, Saeed ; Hassani, Hossein ; Silva, Emmanuel Sirimal ; Guan, BO. In: Annals of Tourism Research. RePEc:eee:anture:v:94:y:2022:i:c:s0160738322000366. Full description at Econpapers || Download paper | |
2022 | ‘Modelling’ UK tourism demand using fashion retail sales. (2022). Hassani, Hossein ; Silva, Emmanuel Sirimal. In: Annals of Tourism Research. RePEc:eee:anture:v:95:y:2022:i:c:s0160738322000792. Full description at Econpapers || Download paper | |
2022 | A deep generative model for probabilistic energy forecasting in power systems: normalizing flows. (2022). Cornelusse, Bertrand ; Lanaspeze, Damien ; Wehenkel, Antoine ; Dumas, Jonathan ; Sutera, Antonio. In: Applied Energy. RePEc:eee:appene:v:305:y:2022:i:c:s0306261921011909. Full description at Econpapers || Download paper | |
2022 | Resource-optimised generation dispatch strategy for district heating systems using dynamic hierarchical optimisation. (2022). Blum, Martin ; Hammacher, Jorg ; Mosbach, Sebastian ; Hofmeister, Markus ; Kraft, Markus ; Bhave, Amit ; Flegel, Volker ; Dorr, Christoph ; Rohrig, Gerd. In: Applied Energy. RePEc:eee:appene:v:305:y:2022:i:c:s0306261921011958. Full description at Econpapers || Download paper | |
2022 | Framework for collaborative intelligence in forecasting day-ahead electricity price. (2022). Yeregui, Imanol ; Naveran, Gorka ; Irizar, Ion ; Castro, Alain ; Beltran, Sergio. In: Applied Energy. RePEc:eee:appene:v:306:y:2022:i:pa:s0306261921013398. Full description at Econpapers || Download paper | |
2022 | Probabilistic electric load forecasting through Bayesian Mixture Density Networks. (2022). Vitali, Andrea ; Spinelli, Stefano ; Matteucci, Matteo ; Brusaferri, Alessandro. In: Applied Energy. RePEc:eee:appene:v:309:y:2022:i:c:s0306261921015907. Full description at Econpapers || Download paper | |
2022 | Change point detection-based simulation of nonstationary sub-hourly wind time series. (2022). Sundararajan, Raanju R ; Gangammanavar, Harsha ; Ariyarathne, Sakitha. In: Applied Energy. RePEc:eee:appene:v:310:y:2022:i:c:s0306261921017165. Full description at Econpapers || Download paper | |
2022 | Short-term hydropower optimization driven by innovative time-adapting econometric model. (2022). Majone, Bruno ; Righetti, Maurizio ; Ravazzolo, Francesco ; Galletti, Andrea ; di Marco, Nicola ; Zanfei, Ariele ; Avesani, Diego. In: Applied Energy. RePEc:eee:appene:v:310:y:2022:i:c:s0306261921017244. Full description at Econpapers || Download paper | |
2022 | Deep learning combined wind speed forecasting with hybrid time series decomposition and multi-objective parameter optimization. (2022). Wang, Lin ; Lv, Sheng-Xiang. In: Applied Energy. RePEc:eee:appene:v:311:y:2022:i:c:s0306261922001404. Full description at Econpapers || Download paper | |
2022 | Electricity price forecasting on the day-ahead market using machine learning. (2022). Robardet, Celine ; Plantevit, Marc ; Pierre, Erwan ; Tschora, Leonard. In: Applied Energy. RePEc:eee:appene:v:313:y:2022:i:c:s0306261922002057. Full description at Econpapers || Download paper | |
2022 | Review and prospect of data-driven techniques for load forecasting in integrated energy systems. (2022). , Lei ; Huang, Yanting ; Li, Shenglin ; Zheng, Weiye ; Dong, Hanjiang ; Zhu, Jizhong. In: Applied Energy. RePEc:eee:appene:v:321:y:2022:i:c:s0306261922006262. Full description at Econpapers || Download paper | |
2022 | Nonparametric probabilistic load forecasting based on quantile combination in electrical power systems. (2022). Fu, Hong ; Wang, Shuo ; Cao, Chaojin ; He, Yaoyao. In: Applied Energy. RePEc:eee:appene:v:322:y:2022:i:c:s0306261922008273. Full description at Econpapers || Download paper | |
2022 | Accuracy indicators for evaluating retrospective performance of energy system models. (2022). Trutnevyte, Evelina ; Jaxa-Rozen, Marc ; Wen, Xin. In: Applied Energy. RePEc:eee:appene:v:325:y:2022:i:c:s0306261922011667. Full description at Econpapers || Download paper | |
2022 | Optimization-driven uncertainty forecasting: Application to day-ahead commitment with renewable energy resources. (2022). Kwon, Soongeol ; Karimi, Sajad. In: Applied Energy. RePEc:eee:appene:v:326:y:2022:i:c:s0306261922011862. Full description at Econpapers || Download paper | |
2022 | Cloud-based model-predictive-control of a battery storage system at a commercial site. (2022). Grimeland, M ; Peristy, M ; Moore, T ; Goldsworthy, M. In: Applied Energy. RePEc:eee:appene:v:327:y:2022:i:c:s0306261922012958. Full description at Econpapers || Download paper | |
2022 | An interpretable forecasting framework for energy consumption and CO2 emissions. (2022). Van, Hanifi M ; Aras, Serkan. In: Applied Energy. RePEc:eee:appene:v:328:y:2022:i:c:s0306261922014209. Full description at Econpapers || Download paper | |
2022 | Point and interval forecasting system for crude oil price based on complete ensemble extreme-point symmetric mode decomposition with adaptive noise and intelligent optimization algorithm. (2022). Li, Shaoting ; Wang, Xuerui. In: Applied Energy. RePEc:eee:appene:v:328:y:2022:i:c:s0306261922014519. Full description at Econpapers || Download paper | |
2023 | Dynamic ensemble deep echo state network for significant wave height forecasting. (2023). Suganthan, Ponnuthurai Nagaratnam ; Hu, Minghui ; Li, Ruilin ; Gao, Ruobin ; Yuen, Kum Fai. In: Applied Energy. RePEc:eee:appene:v:329:y:2023:i:c:s0306261922015185. Full description at Econpapers || Download paper | |
2023 | A proactive 2-stage indoor CO2-based demand-controlled ventilation method considering control performance and energy efficiency. (2023). Li, Ming ; Cui, Can. In: Applied Energy. RePEc:eee:appene:v:329:y:2023:i:c:s0306261922015458. Full description at Econpapers || Download paper | |
2023 | Short-term electricity load forecasting—A systematic approach from system level to secondary substations. (2023). Francisco, Alexandre P ; Madeira, Sara C ; Pinheiro, Marco G. In: Applied Energy. RePEc:eee:appene:v:332:y:2023:i:c:s0306261922017500. Full description at Econpapers || Download paper | |
2023 | Conformal asymmetric multi-quantile generative transformer for day-ahead wind power interval prediction. (2023). Guo, Chuangxin ; Huang, Gang ; Feng, Bin ; Wang, Wei ; Chen, Zhe ; Liao, Wenlong. In: Applied Energy. RePEc:eee:appene:v:333:y:2023:i:c:s0306261922018918. Full description at Econpapers || Download paper | |
2023 | Can grid-tied solar photovoltaics lead to residential heating electrification? A techno-economic case study in the midwestern U.S.. (2023). Pearce, Joshua M ; Sommerfeldt, Nelson. In: Applied Energy. RePEc:eee:appene:v:336:y:2023:i:c:s0306261923002027. Full description at Econpapers || Download paper | |
2023 | Optimal dispatch of a multi-energy system microgrid under uncertainty: A renewable energy community in Austria. (2023). Haas, Reinhard ; Ajanovic, Amela ; Auer, Hans ; Zellinger, Michael ; Mansoor, Muhammad ; Stadler, Michael ; Cosic, Armin ; Houben, Nikolaus. In: Applied Energy. RePEc:eee:appene:v:337:y:2023:i:c:s0306261923002775. Full description at Econpapers || Download paper | |
2023 | Grid-connected cabin preheating of Electric Vehicles in cold climates – A non-flexible share of the EV energy use. (2023). Andresen, Inger ; Ludvigsen, Bjorn ; Sorensen, Se Lekang. In: Applied Energy. RePEc:eee:appene:v:341:y:2023:i:c:s030626192300418x. Full description at Econpapers || Download paper | |
2023 | Adaptive control of V2Gs in islanded microgrids incorporating EV owner expectations. (2023). Mahmoudian, Ali ; Taghizadeh, Foad ; Sanjari, Mohammad ; Garmabdari, Rasoul ; Bai, Feifei ; Mousavizade, Mirsaeed ; Lu, Junwei. In: Applied Energy. RePEc:eee:appene:v:341:y:2023:i:c:s0306261923004828. Full description at Econpapers || Download paper | |
2022 | Intraday Trading of Precious Metals Futures Using Algorithmic Systems. (2022). Gil, Cohen. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:154:y:2022:i:c:s0960077921010304. Full description at Econpapers || Download paper | |
2022 | A time power-based grey model with conformable fractional derivative and its applications. (2022). Goh, Mark ; Xie, Wanli ; Liu, Chong ; Zeng, Liang ; Wu, Wen-Ze. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:155:y:2022:i:c:s0960077921010110. Full description at Econpapers || Download paper | |
2022 | Prediction of crude oil prices in COVID-19 outbreak using real data. (2022). Kaymak, Yiit. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:158:y:2022:i:c:s0960077922002004. Full description at Econpapers || Download paper | |
2022 | Forecasting of a complex phenomenon using stochastic data-based techniques under non-conventional schemes: The SARS-CoV-2 virus spread case. (2022). Samaniego, Esteban P ; Ochoa-Sanchez, Ana ; Mendoza, Daniel E. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:158:y:2022:i:c:s0960077922003071. Full description at Econpapers || Download paper | |
2022 | A flexible grey Fourier model based on integral matching for forecasting seasonal PM2.5 time series. (2022). Yang, LU ; Xie, Naiming ; Wang, Xiaolei. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:162:y:2022:i:c:s0960077922006270. Full description at Econpapers || Download paper | |
2023 | An ensemble neural network approach to forecast Dengue outbreak based on climatic condition. (2023). Ghosh, Indrajit ; Nadim, Sk Shahid ; Chakraborty, Tanujit ; Panja, Madhurima ; Liu, Nan ; Kumar, Uttam. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:167:y:2023:i:c:s0960077923000255. Full description at Econpapers || Download paper | |
2022 | Bayesian spatio-temporal models for stream networks. (2022). Mengersen, Kerrie ; Isaak, Daniel J ; McGree, James ; Peterson, Erin E ; Ver, Jay M ; Santos-Fernandez, Edgar . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:170:y:2022:i:c:s0167947322000263. Full description at Econpapers || Download paper | |
2023 | Assessing the World Bank’s growth forecasts. (2023). Tsuchiya, Yoichi. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:77:y:2023:i:c:p:64-84. Full description at Econpapers || Download paper | |
2022 | Forecasting solar stock prices using tree-based machine learning classification: How important are silver prices?. (2022). Sadorsky, Perry. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:61:y:2022:i:c:s1062940822000572. Full description at Econpapers || Download paper | |
2023 | Economic and commercial analysis of reusing dam reservoir sediments. (2023). Schleiss, Anton J ; Heydariyeh, Seyyed Abdollah ; Alroaia, Younos Vakil ; Nikafkar, Nasrin. In: Ecological Economics. RePEc:eee:ecolec:v:204:y:2023:i:pb:s0921800922003299. Full description at Econpapers || Download paper | |
2022 | A northeast United States Atlantis marine ecosystem model with ocean reanalysis and ocean color forcing. (2022). Stock, Charles A ; Caracappa, Joseph C ; Gaichas, Sarah ; Beet, Andrew ; Morse, Ryan E ; Saba, Vincent S ; Large, Scott I ; Gamble, Robert J. In: Ecological Modelling. RePEc:eee:ecomod:v:471:y:2022:i:c:s030438002200148x. Full description at Econpapers || Download paper | |
2022 | From zero to hero: Realized partial (co)variances. (2022). Quaedvlieg, Rogier ; Patton, Andrew J ; Medeiros, Marcelo C ; Bollerslev, Tim. In: Journal of Econometrics. RePEc:eee:econom:v:231:y:2022:i:2:p:348-360. Full description at Econpapers || Download paper | |
2022 | A nonparametric copula approach to conditional Value-at-Risk. (2022). Dunn, Richard ; Geenens, Gery. In: Econometrics and Statistics. RePEc:eee:ecosta:v:21:y:2022:i:c:p:19-37. Full description at Econpapers || Download paper | |
2022 | Forecast adjustments during post-promotional periods. (2022). de Baets, Shari ; Perera, Niles H ; Hewage, Harsha Chamara. In: European Journal of Operational Research. RePEc:eee:ejores:v:300:y:2022:i:2:p:461-472. Full description at Econpapers || Download paper | |
2022 | Forecast with forecasts: Diversity matters. (2022). Li, Feng ; Petropoulos, Fotios ; Cao, Wei ; Kang, Yanfei. In: European Journal of Operational Research. RePEc:eee:ejores:v:301:y:2022:i:1:p:180-190. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
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Monash Econometrics and Business Statistics Working Papers |
Year | Title | Type | Cited |
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2011 | Coherent Mortality Forecasting The Product-ratio Method with Functional Time Series Models In: Working Papers. [Full Text][Citation analysis] | paper | 73 |
2011 | Coherent mortality forecasting: the product-ratio method with functional time series models.(2011) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 73 | paper | |
2013 | Coherent Mortality Forecasting: The Product-Ratio Method With Functional Time Series Models.(2013) In: Demography. [Full Text][Citation analysis] This paper has another version. Agregated cites: 73 | article | |
2020 | Modern Strategies for Time Series Regression In: International Statistical Review. [Full Text][Citation analysis] | article | 1 |
1997 | Some Properties and Generalizations of Non?negative Bayesian Time Series Models In: Journal of the Royal Statistical Society Series B. [Full Text][Citation analysis] | article | 8 |
1993 | YULE?WALKER ESTIMATES FOR CONTINUOUS?TIME AUTOREGRESSIVE MODELS In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 2 |
2022 | Seasonal functional autoregressive models In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 1 |
2019 | Seasonal Functional Autoregressive Models.(2019) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2006 | Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions In: Demographic Research. [Full Text][Citation analysis] | article | 58 |
2011 | Point and interval forecasts of mortality rates and life expectancy: A comparison of ten principal component methods In: Demographic Research. [Full Text][Citation analysis] | article | 40 |
2004 | Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC In: Econometric Society 2004 Australasian Meetings. [Full Text][Citation analysis] | paper | 4 |
2004 | Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC.(2004) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
2018 | A note on the validity of cross-validation for evaluating autoregressive time series prediction In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 116 |
1998 | Smoothing non-Gaussian time series with autoregressive structure In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 0 |
2001 | Bandwidth selection for kernel conditional density estimation In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 59 |
1998 | Bandwidth Selection for Kernel Conditional Density Estimation..(1998) In: Monash Econometrics and Business Statistics Working Papers. [Citation analysis] This paper has another version. Agregated cites: 59 | paper | |
2006 | A Bayesian approach to bandwidth selection for multivariate kernel density estimation In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 48 |
2007 | Robust forecasting of mortality and fertility rates: A functional data approach In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 176 |
2005 | Robust forecasting of mortality and fertility rates: a functional data approach.(2005) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 176 | paper | |
2007 | Half-life estimation based on the bias-corrected bootstrap: A highest density region approach In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 10 |
2006 | Half-Life Estimation based on the Bias-Corrected Bootstrap: A Highest Density Region Approach.(2006) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
2011 | Improved interval estimation of long run response from a dynamic linear model: A highest density region approach In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 5 |
2010 | Improved Interval Estimation of Long Run Response from a Dynamic Linear Model: A Highest Density Region Approach.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
2010 | Improved Interval Estimation of Long Run Response from a Dynamic Linear Model: A Highest Density Region Approach.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
2011 | Optimal combination forecasts for hierarchical time series In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 89 |
2007 | Optimal combination forecasts for hierarchical time series.(2007) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 89 | paper | |
2016 | Fast computation of reconciled forecasts for hierarchical and grouped time series In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 28 |
2014 | Fast computation of reconciled forecasts for hierarchical and grouped time series.(2014) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 28 | paper | |
2009 | A multivariate innovations state space Beveridge-Nelson decomposition In: Economic Modelling. [Full Text][Citation analysis] | article | 3 |
2004 | Exponential smoothing models: Means and variances for lead-time demand In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 10 |
2008 | Forecasting time series with multiple seasonal patterns In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 44 |
2017 | Forecasting with temporal hierarchies In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 51 |
2015 | Forecasting with Temporal Hierarchies.(2015) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 51 | paper | |
2015 | Forecasting with Temporal Hierarchies.(2015) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 51 | paper | |
2018 | Exploring the sources of uncertainty: Why does bagging for time series forecasting work? In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 29 |
2021 | Forecasting Swiss exports using Bayesian forecast reconciliation In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 3 |
2019 | Forecasting Swiss Exports Using Bayesian Forecast Reconciliation.(2019) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2023 | Probabilistic forecast reconciliation: Properties, evaluation and score optimisation In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 6 |
2020 | Probabilistic Forecast Reconciliation: Properties, Evaluation and Score Optimisation.(2020) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
2011 | The price elasticity of electricity demand in South Australia In: Energy Policy. [Full Text][Citation analysis] | article | 89 |
2010 | The price elasticity of electricity demand in South Australia.(2010) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 89 | paper | |
2021 | Assessing mortality inequality in the U.S.: What can be said about the future? In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 2 |
2002 | A state space framework for automatic forecasting using exponential smoothing methods In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 221 |
2000 | A State Space Framework for Automatic Forecasting Using Exponential Smoothing Methods..(2000) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 221 | paper | |
2003 | Unmasking the Theta method In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 35 |
2001 | Unmasking the Theta Method..(2001) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 35 | paper | |
2004 | The interaction between trend and seasonality In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 0 |
2005 | Editorial In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 0 |
2006 | Twenty-five years of forecasting In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 4 |
2006 | 25 years of time series forecasting In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 171 |
2006 | Another look at measures of forecast accuracy In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 601 |
2005 | Another Look at Measures of Forecast Accuracy.(2005) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 601 | paper | |
2008 | Stochastic population forecasts using functional data models for mortality, fertility and migration In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 44 |
2006 | Stochastic population forecasts using functional data models for mortality, fertility and migration.(2006) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 44 | paper | |
2008 | Call for Papers: Special issue of the International Journal of Forecasting on tourism forecasting In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 0 |
2009 | A change of editors In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 0 |
2009 | Hierarchical forecasts for Australian domestic tourism In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 56 |
2007 | Hierarchical forecasts for Australian domestic tourism.(2007) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 56 | paper | |
2009 | Monitoring processes with changing variances In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 1 |
2008 | Monitoring Processes with Changing Variances.(2008) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2010 | Changing of the guard In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 0 |
2010 | Encouraging replication and reproducible research In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 1 |
2011 | The tourism forecasting competition In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 82 |
2011 | The tourism forecasting competition.(2011) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has another version. Agregated cites: 82 | article | |
2009 | The tourism forecasting competition.(2009) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 82 | paper | |
2011 | The value of feedback in forecasting competitions In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 8 |
2011 | The value of feedback in forecasting competitions.(2011) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | article | |
2011 | The value of feedback in forecasting competitions.(2011) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
2011 | Tourism forecasting: An introduction In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 7 |
2014 | A gradient boosting approach to the Kaggle load forecasting competition In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 52 |
2016 | Bagging exponential smoothing methods using STL decomposition and Box–Cox transformation In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 46 |
2014 | Bagging Exponential Smoothing Methods using STL Decomposition and Box-Cox Transformation.(2014) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 46 | paper | |
2016 | Probabilistic energy forecasting: Global Energy Forecasting Competition 2014 and beyond In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 175 |
2017 | Visualising forecasting algorithm performance using time series instance spaces In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 19 |
2016 | Visualising forecasting Algorithm Performance using Time Series Instance Spaces.(2016) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | paper | |
2018 | Crude oil price forecasting based on internet concern using an extreme learning machine In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 36 |
2019 | Macroeconomic forecasting for Australia using a large number of predictors In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 12 |
2017 | Macroeconomic forecasting for Australia using a large number of predictors.(2017) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
2020 | Forecasting in social settings: The state of the art In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 14 |
2020 | A brief history of forecasting competitions In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 20 |
2019 | A Brief History of Forecasting Competitions.(2019) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | paper | |
2020 | FFORMA: Feature-based forecast model averaging In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 40 |
2018 | FFORMA: Feature-based forecast model averaging.(2018) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 40 | paper | |
2021 | Forecast reconciliation: A geometric view with new insights on bias correction In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 27 |
2019 | Forecast Reconciliation: A geometric View with New Insights on Bias Correction.(2019) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 27 | paper | |
2020 | Forecast Reconciliation: A geometric View with New Insights on Bias Correction.(2020) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 27 | paper | |
2021 | Principles and algorithms for forecasting groups of time series: Locality and globality In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 19 |
2020 | Principles and Algorithms for Forecasting Groups of Time Series: Locality and Globality.(2020) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | paper | |
2022 | Forecasting for social good In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 1 |
2020 | Forecasting for Social Good.(2020) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
1992 | On continuous-time threshold autoregression In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 7 |
2011 | Nonparametric time series forecasting with dynamic updating In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 13 |
2009 | Nonparametric time series forecasting with dynamic updating.(2009) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
2003 | Improved methods for bandwidth selection when estimating ROC curves In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 10 |
2002 | An Improved Method for Bandwidth Selection when Estimating ROC Curves.(2002) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
2017 | The Australian Macro Database: An online resource for macroeconomic research in Australia In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 0 |
2017 | The Australian Macro Database: An online resource for macroeconomic research in Australia.(2017) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2002 | Nonparametric estimation and symmetry tests for conditional density functions In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] | paper | 42 |
1998 | Nonparametric Estimation and Symmetry Tests for Conditional Density Functions..(1998) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 42 | paper | |
2006 | Another Look at Forecast Accuracy Metrics for Intermittent Demand In: Foresight: The International Journal of Applied Forecasting. [Full Text][Citation analysis] | article | 44 |
2007 | Minimum Sample Size requirements for Seasonal Forecasting Models In: Foresight: The International Journal of Applied Forecasting. [Full Text][Citation analysis] | article | 23 |
2010 | Free Open-Source Forecasting Using R In: Foresight: The International Journal of Applied Forecasting. [Full Text][Citation analysis] | article | 0 |
2014 | Optimally Reconciling Forecasts in a Hierarchy In: Foresight: The International Journal of Applied Forecasting. [Full Text][Citation analysis] | article | 8 |
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2008 | Exponential smoothing and non-negative data In: Working Papers. [Full Text][Citation analysis] | paper | 5 |
2002 | Using R to teach econometrics In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 12 |
2001 | Using R to Teach Econometrics..(2001) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
2005 | Prediction intervals for exponential smoothing using two new classes of state space models In: Journal of Forecasting. [Full Text][Citation analysis] | article | 22 |
2005 | Stochastic models underlying Crostons method for intermittent demand forecasting In: Journal of Forecasting. [Full Text][Citation analysis] | article | 30 |
2003 | Stochastic models underlying Crostons method for intermittent demand forecasting.(2003) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 30 | paper | |
2008 | Automatic Time Series Forecasting: The forecast Package for R In: Journal of Statistical Software. [Full Text][Citation analysis] | article | 484 |
2007 | Automatic time series forecasting: the forecast package for R..(2007) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 484 | paper | |
1998 | Residual Diagnostic Plots for Checking for model Mis-Specification in Time Series Regression. In: Monash Econometrics and Business Statistics Working Papers. [Citation analysis] | paper | 3 |
1999 | Generalized Additive Modelling of Mixed Distribution Markov Models with Application to Melbournes Rainfall. In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 4 |
2000 | Mixed Model-Based Hazard Estimation. In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 4 |
2001 | Prediction Intervals for Exponential Smoothing State Space Models. In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 8 |
2001 | Statistical Methodological Issues in Studies of Air Pollution and Respiratory Disease. In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2002 | Local Linear Forecasts Using Cubic Smoothing Splines In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 1 |
2002 | Exponential Smoothing for Inventory Control: Means and Variances of Lead-Time Demand In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2003 | Non Parametric Confidence Intervals for Receiver Operating Characteristic Curves In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 6 |
2003 | Empirical Information Criteria for Time Series Forecasting Model Selection In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 3 |
2003 | Invertibility Conditions for Exponential Smoothing Models In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 2 |
2005 | Forecasting Time-Series with Correlated Seasonality In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 1 |
2005 | Rating Forecasts for Television Programs In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 1 |
2005 | 25 Years of IIF Time Series Forecasting: A Selective Review In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 6 |
2005 | 25 Years of IIF Time Series Forecasting: A Selective Review.(2005) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
2005 | Forecasting age-specific breast cancer mortality using functional data models In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 4 |
2005 | Time Series Forecasting: The Case for the Single Source of Error State Space In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 4 |
2006 | Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 56 |
2006 | Modelling and forecasting Australian domestic tourism In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 8 |
2006 | Some Nonlinear Exponential Smoothing Models are Unstable In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 4 |
2006 | Local Linear Multivariate Regression with Variable Bandwidth in the Presence of Heteroscedasticity In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 3 |
2007 | Non-linear exponential smoothing and positive data In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2007 | The vector innovation structural time series framework: a simple approach to multivariate forecasting In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 6 |
2007 | A state space model for exponential smoothing with group seasonality In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 1 |
2008 | Density forecasting for long-term peak electricity demand In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 20 |
2008 | Rainbow plots, Bagplots and Boxplots for Functional Data In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 15 |
2009 | Forecasting time series with complex seasonal patterns using exponential smoothing In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 13 |
2010 | Short-term load forecasting based on a semi-parametric additive model In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 8 |
2010 | A comparison of ten principal component methods for forecasting mortality rates In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 1 |
2010 | Forecasting age-related changes in breast cancer mortality among white and black US women: A functional approach In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2012 | Recursive and direct multi-step forecasting: the best of both worlds In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 6 |
2013 | Two-dimensional smoothing of mortality rates In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2014 | Efficient Identification of the Pareto Optimal Set In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2014 | Boosting multi-step autoregressive forecasts In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 5 |
2014 | Low-dimensional decomposition, smoothing and forecasting of sparse functional data In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 1 |
2015 | A Note on the Validity of Cross-Validation for Evaluating Time Series Prediction In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 7 |
2015 | Probabilistic time series forecasting with boosted additive models: an application to smart meter data In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2015 | STR: A Seasonal-Trend Decomposition Procedure Based on Regression In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 5 |
2015 | Forecasting hierarchical and grouped time series through trace minimization In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 1 |
2016 | Long-term forecasts of age-specific participation rates with functional data models In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 4 |
2016 | Grouped functional time series forecasting: An application to age-specific mortality rates In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 3 |
2016 | Bayesian Rank Selection in Multivariate Regression In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2017 | Optimal forecast reconciliation for hierarchical and grouped time series through trace minimization In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 39 |
2019 | Optimal Forecast Reconciliation for Hierarchical and Grouped Time Series Through Trace Minimization.(2019) In: Journal of the American Statistical Association. [Full Text][Citation analysis] This paper has another version. Agregated cites: 39 | article | |
2017 | Coherent Probabilistic Forecasts for Hierarchical Time Series In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 15 |
2018 | Probabilisitic forecasts in hierarchical time series In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 9 |
2018 | Efficient generation of time series with diverse and controllable characteristics In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 1 |
2018 | On normalization and algorithm selection for unsupervised outlier detection In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 1 |
2018 | Anomaly detection in streaming nonstationary temporal data In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 2 |
2018 | Meta-learning how to forecast time series In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 11 |
2019 | A Feature-Based Framework for Detecting Technical Outliers in Water-Quality Data from In Situ Sensors In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 1 |
2019 | Calendar-based Graphics for Visualizing Peoples Daily Schedules In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2019 | A New Tidy Data Structure to Support Exploration and Modeling of Temporal Data In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 1 |
2019 | Optimal Non-negative Forecast Reconciliation In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 2 |
2019 | Dimension Reduction For Outlier Detection Using DOBIN In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2019 | Hierarchical Forecasting In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 4 |
2019 | Anomaly Detection in High Dimensional Data In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2019 | Fast Forecast Reconciliation Using Linear Models In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2019 | Spatial modelling of the two-party preferred vote in Australian federal elections: 2001-2016 In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2020 | Distributed ARIMA Models for Ultra-long Time Series In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 4 |
2020 | Forecasting the Old-Age Dependency Ratio to Determine a Sustainable Pension Age In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2020 | Visualizing Probability Distributions across Bivariate Cyclic Temporal Granularities In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2020 | Nonlinear Mixed Effects Models for Time Series Forecasting of Smart Meter Demand In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 1 |
2021 | Non?linear mixed?effects models for time series forecasting of smart meter demand.(2021) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
2021 | The Road to Recovery from COVID-19 for Australian Tourism In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2021 | Leave-one-out Kernel Density Estimates for Outlier Detection In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2021 | Detecting Distributional Differences between Temporal Granularities for Exploratory Time Series Analysis In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2021 | Manifold Learning with Approximate Nearest Neighbors In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2006 | A note on the categorization of demand patterns In: Journal of the Operational Research Society. [Full Text][Citation analysis] | article | 17 |
2017 | A note on upper bounds for forecast-value-added relative to naïve forecasts In: Journal of the Operational Research Society. [Full Text][Citation analysis] | article | 1 |
2019 | Predicting sediment and nutrient concentrations from high-frequency water-quality data In: PLOS ONE. [Full Text][Citation analysis] | article | 3 |
2020 | Early classification of spatio-temporal events using partial information In: PLOS ONE. [Full Text][Citation analysis] | article | 0 |
2008 | The admissible parameter space for exponential smoothing models In: Annals of the Institute of Statistical Mathematics. [Full Text][Citation analysis] | article | 15 |
2017 | Dynamic algorithm selection for pareto optimal set approximation In: Journal of Global Optimization. [Full Text][Citation analysis] | article | 0 |
2016 | On Sampling Methods for Costly Multi-Objective Black-Box Optimization In: Springer Optimization and Its Applications. [Citation analysis] | chapter | 1 |
2021 | Hierarchical Probabilistic Forecasting of Electricity Demand With Smart Meter Data In: Journal of the American Statistical Association. [Full Text][Citation analysis] | article | 7 |
2016 | Long-term Forecasts of Age-specific Labour Market Participation Rates with Functional Data Models In: WIFO Working Papers. [Full Text][Citation analysis] | paper | 3 |
Nonparametric autocovariance function estimation In: Statistics Working Paper. [Citation analysis] | paper | 5 |
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