31
H index
55
i10 index
4335
Citations
Monash University | 31 H index 55 i10 index 4335 Citations RESEARCH PRODUCTION: 88 Articles 120 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 | 108 |
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2024 | Annual Food Price Inflation Forecasting: A Macroeconomic Random Forest Approach. (2024). Stewart, Shamar ; McWilliams, William N ; Massa, Olga Isengildina. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea22:343923. Full description at Econpapers || Download paper | |
2024 | Time series forecasting of price of the agricultural products using data science. (2024). Bilyk, Tetiana ; Majore, Ginta ; Kmytiuk, Tetiana. In: Agricultural and Resource Economics: International Scientific E-Journal. RePEc:ags:areint:355972. Full description at Econpapers || Download paper | |
2025 | Forecasting the Volatility of Energy Transition Metals. (2025). Bastianin, Andrea ; Shamsudin, Luqman ; Li, Xiao. In: FEEM Working Papers. RePEc:ags:feemwp:349169. Full description at Econpapers || Download paper | |
2024 | To Bag is to Prune. (2024). Goulet Coulombe, Philippe. In: Papers. RePEc:arx:papers:2008.07063. Full description at Econpapers || Download paper | |
2024 | Time-Varying Parameters as Ridge Regressions. (2024). Goulet Coulombe, Philippe. In: Papers. RePEc:arx:papers:2009.00401. Full description at Econpapers || Download paper | |
2025 | Approximate Factor Models for Functional Time Series. (2025). Otto, Sven ; Salish, Nazarii. In: Papers. RePEc:arx:papers:2201.02532. Full description at Econpapers || Download paper | |
2024 | Application of Hawkes volatility in the observation of filtered high-frequency price process in tick structures. (2024). Lee, Kyungsub. In: Papers. RePEc:arx:papers:2207.05939. Full description at Econpapers || Download paper | |
2024 | Flexible global forecast combinations. (2024). Vasnev, Andrey ; Qian, Yilin ; Thompson, Ryan. In: Papers. RePEc:arx:papers:2207.07318. Full description at Econpapers || Download paper | |
2024 | Prediction intervals for economic fixed-event forecasts. (2024). Plett, Hendrik ; Kruger, Fabian. In: Papers. RePEc:arx:papers:2210.13562. Full description at Econpapers || Download paper | |
2024 | Reservoir Computing for Macroeconomic Forecasting with Mixed Frequency Data. (2024). van Huellen, Sophie ; Dellaportas, Petros ; Hirt, Marcel ; Grigoryeva, Lyudmila ; Ortega, Juan-Pablo ; Ballarin, Giovanni. In: Papers. RePEc:arx:papers:2211.00363. Full description at Econpapers || Download paper | |
2024 | Not feeling the buzz: Correction study of mispricing and inefficiency in online sportsbooks. (2024). Clegg, Lawrence ; Cartlidge, John. In: Papers. RePEc:arx:papers:2306.01740. Full description at Econpapers || Download paper | |
2024 | Maximally Machine-Learnable Portfolios. (2024). Goulet Coulombe, Philippe ; Goebel, Maximilian. In: Papers. RePEc:arx:papers:2306.05568. Full description at Econpapers || Download paper | |
2024 | Cross-Domain Behavioral Credit Modeling: transferability from private to central data. (2024). Didkovskyi, O ; Jean, N ; le Pera, G ; Nordio, C. In: Papers. RePEc:arx:papers:2401.09778. Full description at Econpapers || Download paper | |
2024 | Robust Functional Data Analysis for Stochastic Evolution Equations in Infinite Dimensions. (2024). Schroers, Dennis. In: Papers. RePEc:arx:papers:2401.16286. Full description at Econpapers || Download paper | |
2024 | Egalitarian pooling and sharing of longevity risk, a.k.a. The many ways to skin a tontine cat. (2024). Milevsky, Moshe. In: Papers. RePEc:arx:papers:2402.00855. Full description at Econpapers || Download paper | |
2024 | Cross-Temporal Forecast Reconciliation at Digital Platforms with Machine Learning. (2024). Wilms, Ines ; Ternes, Marie ; Rombouts, Jeroen. In: Papers. RePEc:arx:papers:2402.09033. Full description at Econpapers || Download paper | |
2024 | mshw, a forecasting library to predict short-term electricity demand based on multiple seasonal Holt-Winters. (2024). Trull, Oscar ; Garc, Carlos J ; Peir, Angel. In: Papers. RePEc:arx:papers:2402.10982. Full description at Econpapers || Download paper | |
2024 | Judgment in macroeconomic output growth predictions: Efficiency, accuracy and persistence. (2024). Pedersen, Michael. In: Papers. RePEc:arx:papers:2404.04105. Full description at Econpapers || Download paper | |
2024 | Estimating Contagion Mechanism in Global Equity Market with Time-Zone Effect. (2024). Chen, Muzi ; Huang, Difang ; Wu, Boyao. In: Papers. RePEc:arx:papers:2404.04335. Full description at Econpapers || Download paper | |
2024 | Neural Network Modeling for Forecasting Tourism Demand in Stopi\{c}a Cave: A Serbian Cave Tourism Study. (2024). Mili, Srdjan ; Markovi, Slobodan ; Tomi, Nemanja ; Baji, Buda ; Anti, Aleksandar. In: Papers. RePEc:arx:papers:2404.04974. Full description at Econpapers || Download paper | |
2024 | Maximally Forward-Looking Core Inflation. (2024). Goulet Coulombe, Philippe ; Goebel, Maximilian ; Klieber, Karin ; Barrette, Christophe. In: Papers. RePEc:arx:papers:2404.05209. Full description at Econpapers || Download paper | |
2024 | DAM: A Universal Dual Attention Mechanism for Multimodal Timeseries Cryptocurrency Trend Forecasting. (2024). Fu, Yihang ; Zhou, Mingyu ; Zhang, Luyao. In: Papers. RePEc:arx:papers:2405.00522. Full description at Econpapers || Download paper | |
2024 | QxEAI: Quantum-like evolutionary algorithm for automated probabilistic forecasting. (2024). Xin, Lizhi. In: Papers. RePEc:arx:papers:2405.03701. Full description at Econpapers || Download paper | |
2024 | Online Distributional Regression. (2024). Hirsch, Simon ; Berrisch, Jonathan ; Ziel, Florian. In: Papers. RePEc:arx:papers:2407.08750. Full description at Econpapers || Download paper | |
2024 | Designing Time-Series Models With Hypernetworks & Adversarial Portfolios. (2024). Stanvek, Filip. In: Papers. RePEc:arx:papers:2407.20352. Full description at Econpapers || Download paper | |
2024 | The Surprising Robustness of Partial Least Squares. (2024). Fernandes, Pedro Afonso ; Assunccao, Joao B. In: Papers. RePEc:arx:papers:2409.05713. Full description at Econpapers || Download paper | |
2025 | Democratising Agricultural Commodity Price Forecasting: The AGRICAF Approach. (2025). Zelingher, Rotem. In: Papers. RePEc:arx:papers:2410.20363. Full description at Econpapers || Download paper | |
2024 | Forecasting Company Fundamentals. (2024). Dhami, Devendra Singh ; Kersting, Kristian ; Endler, Kevin ; Divo, Felix ; Endress, Eric. In: Papers. RePEc:arx:papers:2411.05791. Full description at Econpapers || Download paper | |
2024 | Dual Interpretation of Machine Learning Forecasts. (2024). Goulet Coulombe, Philippe ; Goebel, Maximilian ; Klieber, Karin. In: Papers. RePEc:arx:papers:2412.13076. Full description at Econpapers || Download paper | |
2025 | Forecasting the Volatility of Energy Transition Metals. (2025). Bastianin, Andrea ; Li, Xiao ; Shamsudin, Luqman. In: Papers. RePEc:arx:papers:2501.16069. Full description at Econpapers || Download paper | |
2025 | Predicting Insurance Penetration Rate in Ghana Using the Autoregressive Integrated Moving Average (ARIMA) Model. (2025). Gidisu, Godwin ; Gyima-Adu, Thomas. In: Papers. RePEc:arx:papers:2502.07841. Full description at Econpapers || Download paper | |
2025 | Capitalizing on a Crisis: A Computational Analysis of all Five Million British Firms During the Covid-19 Pandemic. (2025). Reeves, Aaron ; Rahal, Charles ; Muggleton, Naomi. In: Papers. RePEc:arx:papers:2502.09383. Full description at Econpapers || Download paper | |
2025 | Functional Network Autoregressive Models for Panel Data. (2025). Ando, Tomohiro ; Hoshino, Tadao. In: Papers. RePEc:arx:papers:2502.13431. Full description at Econpapers || Download paper | |
2025 | Forecasting realized volatility in the stock market: a path-dependent perspective. (2025). Liu, Xiangdong ; Hong, Shaopeng ; Fu, Sicheng. In: Papers. RePEc:arx:papers:2503.00851. Full description at Econpapers || Download paper | |
2025 | Forecasting U.S. equity market volatility with attention and sentiment to the economy. (2025). Ly, Vstefan ; Halouskov, Martina. In: Papers. RePEc:arx:papers:2503.19767. Full description at Econpapers || Download paper | |
2024 | Exploring an LSTM-SARIMA routine for core inflation forecasting. (2024). Krukovets, Dmytro. In: Technology audit and production reserves. RePEc:baq:taprar:v:2:y:2024:i:2:p:6-12. Full description at Econpapers || Download paper | |
2024 | Machine Learning and Economic Forecasting: the role of international trade networks. (2024). Silva, Thiago ; Berri, Paulo Victor ; Amancio, Diego Raphael. In: Working Papers Series. RePEc:bcb:wpaper:597. Full description at Econpapers || Download paper | |
2024 | The structural Theta method and its predictive performance in the M4-Competition. (2024). Silvestrini, Andrea ; Sbrana, Giacomo. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1457_24. Full description at Econpapers || Download paper | |
2024 | Consumer Prices Trends in Colombia: Detecting Breaks and Forecasting Infation. (2024). Zarate-Solano, Hector ; Rodrguez-Nio, Norberto ; Zrate-Solano, Hctor M. In: Borradores de Economia. RePEc:bdr:borrec:1289. Full description at Econpapers || Download paper | |
2024 | Forecasting Inflation Rate Using the ARIMA Model: Zambia€™s Perspective from 2023 to 2043. (2024). Changwe, Kenny ; Zulu, Julius ; Mwansa, Gardner. In: International Journal of Research and Scientific Innovation. RePEc:bjc:journl:v:11:y:2024:i:12:p:698-713. Full description at Econpapers || Download paper | |
2024 | CLARA and CARLSON: Combination of Ensemble and Neural Network Machine Learning Methods for GDP Forecasting. (2024). Bozhechkova, Alexandra ; Dzhunkeev, Urmat. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:83:y:2024:i:3:p:45-69. Full description at Econpapers || Download paper | |
2025 | Using LSTM Neural Networks for Nowcasting and Forecasting GVA of Industrial Sectors. (2025). Kryzhanovskij, Oleg ; Mogilat, Anastasia ; Shuvalova, Zhanna ; Gvozdev, Dmitry ; Kryzhanovskiy, Oleg. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:84:y:2025:i:1:p:93-104. Full description at Econpapers || Download paper | |
2024 | Machine learning to predict grains futures prices. (2024). Sckokai, Paolo ; Brignoli, Paolo Libenzio ; Gardebroek, Cornelis ; Varacca, Alessandro. In: Agricultural Economics. RePEc:bla:agecon:v:55:y:2024:i:3:p:479-497. Full description at Econpapers || Download paper | |
2024 | 30 years of exchange rate analysis and forecasting: A bibliometric review. (2024). Wang, Shouyang ; Wei, Yunjie ; Fang, Siran. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:3:p:973-1007. Full description at Econpapers || Download paper | |
2024 | Functional principal component analysis for cointegrated functional time series. (2024). Seo, Wonki. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:45:y:2024:i:2:p:320-330. Full description at Econpapers || Download paper | |
2024 | Forecasting performance of machine learning, time series, and hybrid methods for low‐ and high‐frequency time series. (2024). Yozgatligil, Ceylan ; Ozdemir, Ozancan. In: Statistica Neerlandica. RePEc:bla:stanee:v:78:y:2024:i:2:p:441-474. Full description at Econpapers || Download paper | |
2025 | Boosting Store Sales Through Ensemble Learning-Informed Promotional Decisions. (2025). Yu, Jun ; Zhang, Xinyu ; Xie, Tian ; Qiu, Yue ; Wang, Wenbin. In: Working Papers. RePEc:boa:wpaper:202525. Full description at Econpapers || Download paper | |
2024 | Mortality modelling with arrival of additional year of mortality data: Calibration and forecasting. (2024). Shi, Yanlin ; Zhang, Jinhui ; It, Chong ; Kuen, Kenny Kam. In: Demographic Research. RePEc:dem:demres:v:50:y:2024:i:28. Full description at Econpapers || Download paper | |
2024 | Harnessing Machine Learning for Real-Time Inflation Nowcasting. (2024). Schnorrenberger, Richard ; Moura, Guilherme Valle ; Schmidt, Aishameriane. In: Working Papers. RePEc:dnb:dnbwpp:806. Full description at Econpapers || Download paper | |
2024 | Nowcasting consumer price inflation using high-frequency scanner data: evidence from Germany. (2024). Wieland, Elisabeth ; Menz, Jan-Oliver ; Carstensen, Kai ; Schnorrenberger, Richard ; Beck, Gunter W. In: Working Paper Series. RePEc:ecb:ecbwps:20242930. Full description at Econpapers || Download paper | |
2024 | Fortify the investment performance of crude oil market by integrating sentiment analysis and an interval-based trading strategy. (2024). Cheng, Zishu ; Wei, Yunjie ; Wang, Shouyang ; Li, Mingchen ; Yang, Kun. In: Applied Energy. RePEc:eee:appene:v:353:y:2024:i:pa:s0306261923014666. Full description at Econpapers || Download paper | |
2024 | Probabilistic forecast-based portfolio optimization of electricity demand at low aggregation levels. (2024). Ahn, Kwangwon ; Park, Jungyeon ; Jeon, Jooyoung ; Kim, Hokyun ; Petropoulos, Fotios ; Alvarenga, Estevo ; Li, Ran. In: Applied Energy. RePEc:eee:appene:v:353:y:2024:i:pb:s0306261923014733. Full description at Econpapers || Download paper | |
2024 | Electricity demand forecasting with hybrid classical statistical and machine learning algorithms: Case study of Ukraine. (2024). Steens, T ; Schwenzer, J ; Breuing, J ; Grandon, Gonzalez T. In: Applied Energy. RePEc:eee:appene:v:355:y:2024:i:c:s0306261923016136. Full description at Econpapers || Download paper | |
2024 | A novel combined probabilistic load forecasting system integrating hybrid quantile regression and knee improved multi-objective optimization strategy. (2024). Yang, YI ; Huang, Xiaojia ; Xing, Qianyi ; Wang, Kang ; Li, Caihong. In: Applied Energy. RePEc:eee:appene:v:356:y:2024:i:c:s0306261923017051. Full description at Econpapers || Download paper | |
2024 | Dependence structure learning and joint probabilistic forecasting of stochastic power grid variables. (2024). Mahadevan, Sankaran ; Karve, Pranav ; Nath, Paromita ; Stover, Oliver ; Baroud, Hiba. In: Applied Energy. RePEc:eee:appene:v:357:y:2024:i:c:s0306261923018020. Full description at Econpapers || Download paper | |
2024 | A holistic time series-based energy benchmarking framework for applications in large stocks of buildings. (2024). Giudice, Rocco ; Piscitelli, Marco Savino ; Capozzoli, Alfonso. In: Applied Energy. RePEc:eee:appene:v:357:y:2024:i:c:s0306261923019141. Full description at Econpapers || Download paper | |
2024 | Interpretable domain-informed and domain-agnostic features for supervised and unsupervised learning on building energy demand data. (2024). Khalil, Mohamad ; Kazmi, Hussain ; Miller, Clayton ; Fu, Chun ; Balint, Attila ; Canaydin, Ada. In: Applied Energy. RePEc:eee:appene:v:360:y:2024:i:c:s0306261924001247. Full description at Econpapers || Download paper | |
2024 | End-to-end learning of representative PV capacity factors from aggregated PV feed-ins. (2024). Zech, Matthias ; von Bremen, Lueder. In: Applied Energy. RePEc:eee:appene:v:361:y:2024:i:c:s0306261924003064. Full description at Econpapers || Download paper | |
2024 | A novel meta-learning approach for few-shot short-term wind power forecasting. (2024). Liu, Yongqian ; Yan, Yamin ; Tjernberg, Lina Bertling ; Chen, Fuhao. In: Applied Energy. RePEc:eee:appene:v:362:y:2024:i:c:s0306261924002216. Full description at Econpapers || Download paper | |
2024 | Persistence of disaggregate energy RD&D expenditures in top-five economies: Evidence from artificial neural network approach. (2024). Avci, Salih Bortecine ; Datan, Muhammet ; Caglar, Abdullah Emre. In: Applied Energy. RePEc:eee:appene:v:365:y:2024:i:c:s0306261924005993. Full description at Econpapers || Download paper | |
2024 | Non-intrusive thermal load disaggregation and forecasting for effective HVAC systems. (2024). Okazawa, Kazuki ; Taniguchi, Ittetsu ; Murayama, Hiroyuki ; Nishikawa, Hiroki ; Catthoor, Francky ; Zhao, Dafang ; Yura, Yoshinori ; Onoye, Takao ; Kaneko, Naoya ; Okamoto, Masakazu. In: Applied Energy. RePEc:eee:appene:v:367:y:2024:i:c:s0306261924007621. Full description at Econpapers || Download paper | |
2024 | Microgrid design and multi-year dispatch optimization under climate-informed load and renewable resource uncertainty. (2024). Bazilian, Morgan ; MacMillan, Madeline ; Villa, Daniel L ; Zolan, Alexander. In: Applied Energy. RePEc:eee:appene:v:368:y:2024:i:c:s0306261924007384. Full description at Econpapers || Download paper | |
2024 | TriChronoNet: Advancing electricity price prediction with Multi-module fusion. (2024). Gu, Weixi ; Jiang, Weiwei ; He, Miao. In: Applied Energy. RePEc:eee:appene:v:371:y:2024:i:c:s0306261924010092. Full description at Econpapers || Download paper | |
2025 | Non-crossing quantile probabilistic forecasting of cluster wind power considering spatio-temporal correlation. (2025). Luo, Yunfeng ; Wang, Yan-Wu ; Xiao, Jiang-Wen ; Chen, Yuejiang. In: Applied Energy. RePEc:eee:appene:v:377:y:2025:i:pa:s0306261924017392. Full description at Econpapers || Download paper | |
2025 | Perspective modelling and measuring discharge voltage on truncated data of long-term stored Li-ion batteries based on functional state space model. (2025). Vali, David ; Prochzka, Petr ; Hlinka, JI ; Fuksov, Mria ; Kolek, Jan. In: Applied Energy. RePEc:eee:appene:v:377:y:2025:i:pb:s0306261924018798. Full description at Econpapers || Download paper | |
2025 | Unified carbon emissions and market prices forecasts of the power grid. (2025). Kvasnica, Michal ; Klauo, Martin ; Koht, Roman. In: Applied Energy. RePEc:eee:appene:v:377:y:2025:i:pc:s030626192401910x. Full description at Econpapers || Download paper | |
2025 | Review of several key processes in wind power forecasting: Mathematical formulations, scientific problems, and logical relations. (2025). Xu, Chuanyu ; Yang, Mao ; Huang, Yutong ; Liu, Chenyu ; Dai, Bozhi. In: Applied Energy. RePEc:eee:appene:v:377:y:2025:i:pc:s0306261924020142. Full description at Econpapers || Download paper | |
2024 | Based on hypernetworks and multifractals: Deep distribution feature fusion for multidimensional nonstationary time series prediction. (2024). Shen, Yuewen ; Wen, Lihong. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:182:y:2024:i:c:s0960077924003631. Full description at Econpapers || Download paper | |
2024 | Forecasting infectious diseases in Brazilian cities: Integrating socio-economic and geographic data from related cities through a machine learning approach. (2024). Roster, Kirstin O ; Lober, Luiza ; Rodrigues, Francisco A. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:187:y:2024:i:c:s096007792400969x. Full description at Econpapers || Download paper | |
2024 | Goodness-of-fit test for point processes first-order intensity. (2024). Gonzalez-Manteiga, W ; Borrajo, M I ; Martinez-Miranda, M D. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:194:y:2024:i:c:s0167947324000136. Full description at Econpapers || Download paper | |
2025 | On the use of the cumulant generating function for inference on time series. (2025). Ronchetti, E ; la Vecchia, D ; Moor, A. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:201:y:2025:i:c:s0167947324001282. Full description at Econpapers || Download paper | |
2024 | The impact of joint events on oil price volatility: Evidence from a dynamic graphical news analysis model. (2024). Zhao, Lu-Tao ; Ren, Zhong-Yuan ; Wang, Dai-Song. In: Economic Modelling. RePEc:eee:ecmode:v:130:y:2024:i:c:s0264999323003991. Full description at Econpapers || Download paper | |
2024 | Predicting tourism recovery from COVID-19: A time-varying perspective. (2024). Liu, Ying ; Wen, Long ; Song, Haiyan. In: Economic Modelling. RePEc:eee:ecmode:v:135:y:2024:i:c:s0264999324000622. Full description at Econpapers || Download paper | |
2024 | Linking error measures to model questions. (2024). Tobi, Hilde ; Hengeveld, Geerten M ; Jacobs, Bas. In: Ecological Modelling. RePEc:eee:ecomod:v:487:y:2024:i:c:s0304380023002922. Full description at Econpapers || Download paper | |
2024 | Economic trade-offs of harvesting the ocean twilight zone: An ecosystem services approach. (2024). Andonegi, Eider ; Tasdemir, Deniz ; Bald, Carlos ; Iarra, Bruno ; Murillas-Maza, Arantza ; Martin, Adrian ; Corrales, Xavier ; Irigoien, Xabier ; Prellezo, Ral ; Fernandes-Salvador, Jose A. In: Ecosystem Services. RePEc:eee:ecoser:v:67:y:2024:i:c:s2212041624000391. Full description at Econpapers || Download paper | |
2024 | On the update frequency of univariate forecasting models. (2024). Petropoulos, Fotios ; Spiliotis, Evangelos. In: European Journal of Operational Research. RePEc:eee:ejores:v:314:y:2024:i:1:p:111-121. Full description at Econpapers || Download paper | |
2024 | Simplifying tree-based methods for retail sales forecasting with explanatory variables. (2024). Boute, Robert N ; Udenio, Maximiliano ; Wellens, Arnoud P. In: European Journal of Operational Research. RePEc:eee:ejores:v:314:y:2024:i:2:p:523-539. Full description at Econpapers || Download paper | |
2024 | When is the next order? Nowcasting channel inventories with Point-of-Sales data to predict the timing of retail orders. (2024). Schlaich, Tim ; Hoberg, Kai. In: European Journal of Operational Research. RePEc:eee:ejores:v:315:y:2024:i:1:p:35-49. Full description at Econpapers || Download paper | |
2024 | Combining probabilistic forecasts of intermittent demand. (2024). Kang, Yanfei ; Wang, Shengjie ; Petropoulos, Fotios. In: European Journal of Operational Research. RePEc:eee:ejores:v:315:y:2024:i:3:p:1038-1048. Full description at Econpapers || Download paper | |
2024 | Explainable AI for Operational Research: A defining framework, methods, applications, and a research agenda. (2024). de Bock, Koen W ; Verbeke, Wouter ; Delen, Dursun ; Choi, Tsan-Ming ; Martens, David ; Lessmann, Stefan ; Vairetti, Carla ; Maldonado, Sebastian ; Baesens, Bart ; Sowiski, Roman ; de Caigny, Arno ; Boute, Robert N ; Weber, Richard ; Kraus, Mathias ; Oskarsdottir, Maria ; Coussement, Kristof. In: European Journal of Operational Research. RePEc:eee:ejores:v:317:y:2024:i:2:p:249-272. Full description at Econpapers || Download paper | |
2024 | Forecasting and planning for a critical infrastructure sector during a pandemic: Empirical evidence from a food supply chain. (2024). Aljuneidi, Tariq ; Punia, Sushil ; Nikolopoulos, Konstantinos ; Jebali, Aida. In: European Journal of Operational Research. RePEc:eee:ejores:v:317:y:2024:i:3:p:936-952. Full description at Econpapers || Download paper | |
2024 | Discrete forecast reconciliation. (2024). Kang, Yanfei ; Zhang, Bohan ; Panagiotelis, Anastasios. In: European Journal of Operational Research. RePEc:eee:ejores:v:318:y:2024:i:1:p:143-153. Full description at Econpapers || Download paper | |
2024 | Why do firms with no leverage still have leverage and volatility feedback effects?. (2024). Smith, Geoffrey Peter. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000513. Full description at Econpapers || Download paper | |
2024 | Toward high-resolution projection of electricity prices: A machine learning approach to quantifying the effects of high fuel and CO2 prices. (2024). Ikonnikova, Svetlana ; Madadkhani, Shiva. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007399. Full description at Econpapers || Download paper | |
2024 | Stock market bubbles and the realized volatility of oil price returns. (2024). Pierdzioch, Christian ; GUPTA, RANGAN ; Nielsen, Joshua. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001403. Full description at Econpapers || Download paper | |
2024 | Examining connections between the fourth industrial revolution and energy markets. (2024). Elsayed, Ahmed ; Billah, Syed ; Hadhri, Sinda ; Goodell, John W. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324001841. Full description at Econpapers || Download paper | |
2024 | Short-term wind speed forecasting based on adaptive secondary decomposition and robust temporal convolutional network. (2024). Zhang, YI ; Cheng, Runkun ; Wang, Hui ; Yang, DI ; Liu, DA. In: Energy. RePEc:eee:energy:v:288:y:2024:i:c:s0360544223030128. Full description at Econpapers || Download paper | |
2024 | Multi-sensor multi-mode fault diagnosis for lithium-ion battery packs with time series and discriminative features. (2024). Du, Limei ; Ma, Jingyan ; Hinds, Gareth ; Shen, Dongxu ; Yang, Dazhi ; Lyu, Chao ; Sun, Qingmin ; Wang, Lixin. In: Energy. RePEc:eee:energy:v:290:y:2024:i:c:s0360544223035454. Full description at Econpapers || Download paper | |
2024 | A discrete time-varying grey Fourier model with fractional order terms for electricity consumption forecast. (2024). Liu, Xiaomei ; Gao, Meina. In: Energy. RePEc:eee:energy:v:296:y:2024:i:c:s0360544224008375. Full description at Econpapers || Download paper | |
2024 | The volatility of global energy uncertainty: Renewable alternatives. (2024). Işık, cem ; Ongan, Serdar ; Saidmamatov, Olimjon ; Mirkhoshimova, Mokhirakhon ; Iik, Cem ; Kuziboev, Bekhzod ; Rajabov, Alibek. In: Energy. RePEc:eee:energy:v:297:y:2024:i:c:s0360544224010235. Full description at Econpapers || Download paper | |
2024 | Prediction of energy consumption for manufacturing small and medium-sized enterprises (SMEs) considering industry characteristics. (2024). Oh, Ji Young ; Min, Daiki. In: Energy. RePEc:eee:energy:v:300:y:2024:i:c:s036054422401394x. Full description at Econpapers || Download paper | |
2024 | Forecasting of biogas potential using artificial neural networks and time series models for Türkiye to 2035. (2024). Oda, Volkan ; Enol, Halil ; Olak, Emre. In: Energy. RePEc:eee:energy:v:302:y:2024:i:c:s0360544224017225. Full description at Econpapers || Download paper | |
2024 | Hybrid model based on similar power extraction and improved temporal convolutional network for probabilistic wind power forecasting. (2024). Chen, Yuejiang ; Li, Yuanzheng ; Wang, Yan-Wu ; Xiao, Jiang-Wen. In: Energy. RePEc:eee:energy:v:304:y:2024:i:c:s0360544224017390. Full description at Econpapers || Download paper | |
2024 | Energy and reserve procurement in integrated electricity and heating system: A high-dimensional covariance matrix approach based on stochastic differential equations. (2024). Zhang, Zhiquan ; Li, Zhenkun ; Xue, Yixun ; Fu, Yang ; Guo, Qinglai ; Deng, Lirong. In: Energy. RePEc:eee:energy:v:304:y:2024:i:c:s0360544224018164. Full description at Econpapers || Download paper | |
2024 | A reconstruction-based secondary decomposition-ensemble framework for wind power forecasting. (2024). Zhang, Guowei ; Liu, DA ; Yang, DI ; Cheng, Runkun. In: Energy. RePEc:eee:energy:v:308:y:2024:i:c:s0360544224026690. Full description at Econpapers || Download paper | |
2024 | A novel approach to Predict WTI crude spot oil price: LSTM-based feature extraction with Xgboost Regressor. (2024). Tarla, Esma Gultekin ; Gur, Yunus Emre ; Bulut, Emre ; Simsek, Ahmed Ihsan. In: Energy. RePEc:eee:energy:v:309:y:2024:i:c:s0360544224028779. Full description at Econpapers || Download paper | |
2024 | A profit driven optimal scheduling of virtual power plants for peak load demand in competitive electricity markets with machine learning based forecasted generations. (2024). Tiwari, Prashant Kumar ; Srivastava, Mahima. In: Energy. RePEc:eee:energy:v:310:y:2024:i:c:s0360544224028524. Full description at Econpapers || Download paper | |
2024 | Very short-term wind power forecasting considering static data: An improved transformer model. (2024). Srinivasan, Dipti ; Chung, C Y ; Zhang, Wenjie ; Sun, Yonghui ; Wang, Sen. In: Energy. RePEc:eee:energy:v:312:y:2024:i:c:s0360544224033553. Full description at Econpapers || Download paper | |
2024 | Inflation prediction in emerging economies: Machine learning and FX reserves integration for enhanced forecasting. (2024). Mirza, Nawazish ; Abbas, Syed Kumail ; Umar, Muhammad ; Naqvi, Bushra. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001704. Full description at Econpapers || Download paper | |
2024 | Nonparametric statistical inference for stochastic optimal control problems and its applications for financial investment. (2024). Lu, Zheng ; Liang, Yanzi ; Liu, Yang ; Lan, Xinchen. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324003970. Full description at Econpapers || Download paper | |
2024 | Unlocking the black box of sentiment and cryptocurrency: What, which, why, when and how?. (2024). Williams, T H ; Strauss, Jack ; Mekelburg, Erik ; Bennett, Donyetta. In: Global Finance Journal. RePEc:eee:glofin:v:60:y:2024:i:c:s1044028324000176. 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 | 86 |
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 nother version. Agregated cites: 86 | paper | |
2013 | Coherent Mortality Forecasting: The Product-Ratio Method With Functional Time Series Models.(2013) In: Demography. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 86 | 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 | 9 |
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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 nother 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 | 70 |
2006 | Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions.(2006) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 70 | paper | |
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 | 45 |
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 nother 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 | 141 |
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2001 | Bandwidth selection for kernel conditional density estimation In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 60 |
1998 | Bandwidth Selection for Kernel Conditional Density Estimation..(1998) In: Monash Econometrics and Business Statistics Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 60 | paper | |
2006 | A Bayesian approach to bandwidth selection for multivariate kernel density estimation In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 51 |
2007 | Robust forecasting of mortality and fertility rates: A functional data approach In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 197 |
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 nother version. Agregated cites: 197 | 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 nother 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 nother 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 nother version. Agregated cites: 5 | paper | |
2011 | Optimal combination forecasts for hierarchical time series In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 114 |
2007 | Optimal combination forecasts for hierarchical time series.(2007) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 114 | paper | |
2016 | Fast computation of reconciled forecasts for hierarchical and grouped time series In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 45 |
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 nother version. Agregated cites: 45 | 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 | 11 |
2008 | Forecasting time series with multiple seasonal patterns In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 48 |
2017 | Forecasting with temporal hierarchies In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 68 |
2015 | Forecasting with Temporal Hierarchies.(2015) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 68 | paper | |
2015 | Forecasting with Temporal Hierarchies.(2015) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 68 | 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 | 37 |
2021 | Forecasting Swiss exports using Bayesian forecast reconciliation In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 6 |
2019 | Forecasting Swiss Exports using Bayesian Forecast Reconciliation.(2019) In: KOF Working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
2019 | Forecasting Swiss Exports Using Bayesian Forecast Reconciliation.(2019) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
2023 | Probabilistic forecast reconciliation: Properties, evaluation and score optimisation In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 14 |
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 nother version. Agregated cites: 14 | paper | |
2025 | Optimal forecast reconciliation with time series selection In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 0 |
2024 | Optimal Forecast Reconciliation with Time Series Selection.(2024) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | 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 nother 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 | 3 |
2002 | A state space framework for automatic forecasting using exponential smoothing methods In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 249 |
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 nother version. Agregated cites: 249 | paper | |
2003 | Unmasking the Theta method In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 40 |
2001 | Unmasking the Theta Method..(2001) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 40 | 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 | 190 |
2006 | Another look at measures of forecast accuracy In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 703 |
2005 | Another Look at Measures of Forecast Accuracy.(2005) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 703 | paper | |
2008 | Stochastic population forecasts using functional data models for mortality, fertility and migration In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 57 |
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 nother version. Agregated cites: 57 | 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 | 78 |
2007 | Hierarchical forecasts for Australian domestic tourism.(2007) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 78 | 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 nother 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 | 2 |
2011 | The tourism forecasting competition In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 98 |
2011 | The tourism forecasting competition.(2011) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 98 | article | |
2009 | The tourism forecasting competition.(2009) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 98 | paper | |
2011 | The value of feedback in forecasting competitions In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 9 |
2011 | The value of feedback in forecasting competitions.(2011) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | 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 nother version. Agregated cites: 9 | paper | |
2011 | Tourism forecasting: An introduction In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 10 |
2014 | A gradient boosting approach to the Kaggle load forecasting competition In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 54 |
2016 | Bagging exponential smoothing methods using STL decomposition and Box–Cox transformation In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 54 |
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 nother version. Agregated cites: 54 | paper | |
2016 | Probabilistic energy forecasting: Global Energy Forecasting Competition 2014 and beyond In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 206 |
2017 | Visualising forecasting algorithm performance using time series instance spaces In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 22 |
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 nother version. Agregated cites: 22 | 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 | 53 |
2019 | Macroeconomic forecasting for Australia using a large number of predictors In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 15 |
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 nother version. Agregated cites: 15 | paper | |
2020 | Forecasting in social settings: The state of the art In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 21 |
2020 | A brief history of forecasting competitions In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 25 |
2019 | A Brief History of Forecasting Competitions.(2019) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 25 | paper | |
2020 | FFORMA: Feature-based forecast model averaging In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 54 |
2018 | FFORMA: Feature-based forecast model averaging.(2018) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 54 | paper | |
2021 | Forecast reconciliation: A geometric view with new insights on bias correction In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 41 |
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 nother version. Agregated cites: 41 | 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 nother version. Agregated cites: 41 | paper | |
2021 | Principles and algorithms for forecasting groups of time series: Locality and globality In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 29 |
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 nother version. Agregated cites: 29 | 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 nother version. Agregated cites: 1 | paper | |
2023 | Forecasting, causality and feedback In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 0 |
2023 | Distributed ARIMA models for ultra-long time series In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 7 |
2020 | Distributed ARIMA Models for Ultra-long Time Series.(2020) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
2023 | LoMEF: A framework to produce local explanations for global model time series forecasts In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 1 |
2023 | Forecast combinations: An over 50-year review In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 14 |
2024 | Forecast reconciliation: A review In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 5 |
2023 | Forecast Reconciliation: A Review.(2023) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
2024 | Cross-temporal probabilistic forecast reconciliation: Methodological and practical issues In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 0 |
1992 | On continuous-time threshold autoregression In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 8 |
2011 | Nonparametric time series forecasting with dynamic updating In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 16 |
2009 | Nonparametric time series forecasting with dynamic updating.(2009) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | 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 nother 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 nother 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 | 44 |
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 nother version. Agregated cites: 44 | paper | |
2006 | Another Look at Forecast Accuracy Metrics for Intermittent Demand In: Foresight: The International Journal of Applied Forecasting. [Full Text][Citation analysis] | article | 48 |
2007 | Minimum Sample Size requirements for Seasonal Forecasting Models In: Foresight: The International Journal of Applied Forecasting. [Full Text][Citation analysis] | article | 24 |
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 | 7 |
2021 | Reconstructing Missing and Anomalous Data Collected from High-Frequency In-Situ Sensors in Fresh Waters In: IJERPH. [Full Text][Citation analysis] | article | 0 |
2008 | Exponential smoothing and non-negative data In: Working Papers. [Full Text][Citation analysis] | paper | 5 |
2025 | MSTL: a seasonal-trend decomposition algorithm for time series with multiple seasonal patterns In: International Journal of Operational Research. [Full Text][Citation analysis] | article | 0 |
2022 | STR: Seasonal-Trend Decomposition Using Regression In: INFORMS Joural on Data Science. [Full Text][Citation analysis] | article | 1 |
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 nother 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 | 33 |
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 nother version. Agregated cites: 33 | paper | |
2008 | Automatic Time Series Forecasting: The forecast Package for R In: Journal of Statistical Software. [Full Text][Citation analysis] | article | 587 |
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 nother version. Agregated cites: 587 | 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 nother 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 | 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 | 9 |
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 | 7 |
2015 | Forecasting hierarchical and grouped time series through trace minimization In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 2 |
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 | 69 |
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 nother version. Agregated cites: 69 | article | |
2017 | Coherent Probabilistic Forecasts for Hierarchical Time Series In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 16 |
2018 | Probabilisitic forecasts in hierarchical time series In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 11 |
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 | 14 |
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 | 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 nother 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 |
2023 | Conditional Normalization in Time Series Analysis In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2023 | Improving out-of-sample Forecasts of Stock Price Indexes with Forecast Reconciliation and Clustering In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 1 |
2024 | Improving out-of-sample forecasts of stock price indexes with forecast reconciliation and clustering.(2024) In: Quantitative Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
2023 | Cross-temporal Probabilistic Forecast Reconciliation In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2024 | Forecast Linear AugmentedProjection (FLAP): A Free Lunch to Reduce Forecast Error Variance In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2024 | Sparse Multiple Index Modelsfor High-dimensional Nonparametric Forecasting In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2024 | Online Conformal Inference for Multi-Step Time Series Forecasting 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 | 19 |
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 | 2 |
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 | 18 |
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 | 18 |
2025 | Forecasting interrupted time series In: Journal of the Operational Research Society. [Full Text][Citation analysis] | article | 0 |
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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