11
H index
12
i10 index
562
Citations
Macquarie University | 11 H index 12 i10 index 562 Citations RESEARCH PRODUCTION: 75 Articles 15 Papers 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 Han Lin Shang. | Is cited by: | Cites to: |
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Monash Econometrics and Business Statistics Working Papers / Monash University, Department of Econometrics and Business Statistics | 11 |
Papers / arXiv.org | 4 |
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2024 | Tail calibration of probabilistic forecasts. (2024). Ziegel, Johanna ; Segers, Johan ; Koh, Jonathan ; Allen, Sam. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2024018. Full description at Econpapers || Download paper | |
2024 | Efficient convex PCA with applications to Wasserstein GPCA and ranked data. (2024). Wong, Ting-Kam Leonard ; Campbell, Steven. In: Papers. RePEc:arx:papers:2211.02990. Full description at Econpapers || Download paper | |
2025 | Accounting statement analysis at industry level. A gentle introduction to the compositional approach. (2025). Serrat, N'Uria Arimany ; Coenders, Germa. In: Papers. RePEc:arx:papers:2305.16842. Full description at Econpapers || Download paper | |
2024 | Dynamic Factor Models: a Genealogy. (2024). Hallin, Marc ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2310.17278. Full description at Econpapers || Download paper | |
2024 | Inference on common trends in functional time series. (2024). Seong, Dakyung ; Nielsen, Morten. In: Papers. RePEc:arx:papers:2312.00590. Full description at Econpapers || Download paper | |
2024 | Covariance Function Estimation for High-Dimensional Functional Time Series with Dual Factor Structures. (2024). Li, Degui ; Xia, Yingcun ; Shang, Han Lin ; Leng, Chenlei. In: Papers. RePEc:arx:papers:2401.05784. 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 | 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 | Multiple split approach -- multidimensional probabilistic forecasting of electricity markets. (2024). Nitka, Weronika ; Maciejowska, Katarzyna. In: Papers. RePEc:arx:papers:2407.07795. 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 | On the (Mis)Use of Machine Learning with Panel Data. (2024). Pinto, Gabriele ; Letta, Marco ; Cerqua, Augusto. In: Papers. RePEc:arx:papers:2411.09218. Full description at Econpapers || Download paper | |
2025 | A data-driven merit order: Learning a fundamental electricity price model. (2025). Ghelasi, Paul ; Ziel, Florian. In: Papers. RePEc:arx:papers:2501.02963. Full description at Econpapers || Download paper | |
2025 | Extrapolating the long-term seasonal component of electricity prices for forecasting in the day-ahead market. (2025). Chke, Katarzyna ; Uniejewski, Bartosz ; Weron, Rafal. In: Papers. RePEc:arx:papers:2503.02518. Full description at Econpapers || Download paper | |
2025 | Nonlinear Temperature Sensitivity of Residential Electricity Demand: Evidence from a Distributional Regression Approach. (2025). Seo, Won-Ki ; Nam, Kyungsik. In: Papers. RePEc:arx:papers:2503.07213. Full description at Econpapers || Download paper | |
2025 | Enhancing the Inventory Management through Demand Forecasting. (2025). Muhammad, Afif Zuhri ; Salleh, Suzila Mat ; Malinjasari, Noor ; Irwan, Mohd Kamarul. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:9:y:2025:i:1:p:2737-2744. Full description at Econpapers || Download paper | |
2024 | Nexus of environmental, social, and governance performance in China‐listed companies: Disclosure and green bond issuance. (2024). Chen, Shihchih ; Wang, Shanshan ; Ali, Mohd Helmi ; Tseng, Minglang. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:33:y:2024:i:3:p:1647-1660. Full description at Econpapers || Download paper | |
2024 | An informative prior distribution on functions with application to functional regression. (2024). Abraham, Christophe. In: Statistica Neerlandica. RePEc:bla:stanee:v:78:y:2024:i:2:p:357-373. Full description at Econpapers || Download paper | |
2025 | Covariance Function Estimation for High-Dimensional Functional Time Series with Dual Factor Structures. (2025). Li, Degui ; Xia, Yingcun ; Shang, Han Lin ; Leng, Chenlei. In: Working Papers. RePEc:boa:wpaper:202524. Full description at Econpapers || Download paper | |
2024 | Functional Oil Price Expectations Shocks and Inflation. (2024). Caporale, Guglielmo Maria ; Anderl, Christina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10998. Full description at Econpapers || Download paper | |
2024 | Enhancing tourism demand forecasting with a transformer-based framework. (2024). Xu, Yechi ; Li, Xin ; Wang, Shouyang ; Law, Rob. In: Annals of Tourism Research. RePEc:eee:anture:v:107:y:2024:i:c:s0160738324000689. 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 | |
2025 | Test for the mean of high-dimensional functional time series. (2025). Jiang, Qing ; Feng, Zhenghui ; Yang, Lin. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:201:y:2025:i:c:s0167947324001245. Full description at Econpapers || Download paper | |
2024 | Forecasting the climate-conflict risk in Africa along climate-related scenarios and multiple socio-economic drivers. (2024). Paglialunga, Elena ; Costantini, Valeria ; Tancredi, Andrea ; Conigliani, Caterina. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002682. Full description at Econpapers || Download paper | |
2024 | Improving volatility forecasts: Evidence from range-based models. (2024). Fiszeder, Piotr ; Molnar, Peter ; Fadziski, Marcin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pb:s1062940823001420. 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 | 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 | 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 | Urban‒rural disparities in household energy and electricity consumption under the influence of electricity price reform policies. (2024). Su, Bin ; Nie, Yan ; Zhong, Luhao ; Zhang, Guoxing. In: Energy Policy. RePEc:eee:enepol:v:184:y:2024:i:c:s0301421523004536. Full description at Econpapers || Download paper | |
2024 | Machine learning and the cross-section of cryptocurrency returns. (2024). Shahzad, Syed Jawad Hussain ; Będowska-Sójka, Barbara ; Hussain, Syed Jawad ; Cakici, Nusret ; Bdowska-Sojka, Barbara ; Zaremba, Adam. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001765. Full description at Econpapers || Download paper | |
2024 | Implied volatility is (almost) past-dependent: Linear vs non-linear models. (2024). Wang, Yinuo ; Cao, YI ; Zhai, Jia ; Wen, Conghua. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003387. Full description at Econpapers || Download paper | |
2024 | Smirking in the energy market: Evidence from the Chinese crude oil options market. (2024). Zhang, Jine ; Ruan, Xinfeng ; Li, Lu-Lu ; Yue, Tian. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005696. Full description at Econpapers || Download paper | |
2024 | A market for trading forecasts: A wagering mechanism. (2024). Grammatico, Sergio ; Pinson, Pierre ; Kazempour, Jalal ; Raja, Aitazaz Ali. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:142-159. Full description at Econpapers || Download paper | |
2024 | Empirical probabilistic forecasting: An approach solely based on deterministic explanatory variables for the selection of past forecast errors. (2024). Goldschmidt, Ronaldo R ; Silva, Eugenio ; Romanus, Eduardo E. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:184-201. Full description at Econpapers || Download paper | |
2024 | Demand forecasting for fashion products: A systematic review. (2024). Venkitasubramony, Rakesh ; Swaminathan, Kritika. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:247-267. Full description at Econpapers || Download paper | |
2024 | Conflict forecasting using remote sensing data: An application to the Syrian civil war. (2024). Zhu, Xiao Xiang ; Thurner, Paul W ; Kauermann, Goran ; Racek, Daniel ; Davidson, Brittany I. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:373-391. Full description at Econpapers || Download paper | |
2024 | Forecast reconciliation: A review. (2024). Hyndman, Rob ; Kourentzes, Nikolaos ; Athanasopoulos, George ; Panagiotelis, Anastasios. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:430-456. Full description at Econpapers || Download paper | |
2024 | Probabilistic reconciliation of count time series. (2024). Rubattu, Nicolo ; Corani, Giorgio ; Azzimonti, Dario. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:457-469. Full description at Econpapers || Download paper | |
2024 | Probabilistic hierarchical forecasting with deep Poisson mixtures. (2024). Ma, Ruijun ; Reddy, Rohan ; Meetei, Nganba O ; Cao, Mengfei ; Dicker, Lee ; Olivares, Kin G. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:470-489. Full description at Econpapers || Download paper | |
2024 | Forecast combination-based forecast reconciliation: Insights and extensions. (2024). di Fonzo, Tommaso ; Girolimetto, Daniele. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:490-514. Full description at Econpapers || Download paper | |
2024 | Likelihood-based inference in temporal hierarchies. (2024). Nystrup, Peter ; Moller, Jan Kloppenborg ; Madsen, Henrik. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:515-531. Full description at Econpapers || Download paper | |
2024 | Hierarchical mortality forecasting with EVT tails: An application to solvency capital requirement. (2024). Chen, Hua ; Li, Han. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:549-563. Full description at Econpapers || Download paper | |
2024 | Counterfactual reconciliation: Incorporating aggregation constraints for more accurate causal effect estimates. (2024). Tekgu, Hasan ; Cengiz, Doruk. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:564-580. Full description at Econpapers || Download paper | |
2024 | Hierarchical forecasting for aggregated curves with an application to day-ahead electricity price auctions. (2024). Ghelasi, Paul ; Ziel, Florian. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:581-596. Full description at Econpapers || Download paper | |
2024 | Machine learning applications in hierarchical time series forecasting: Investigating the impact of promotions. (2024). Abolghasemi, Mahdi ; Tarr, Garth ; Bergmeir, Christoph. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:597-615. Full description at Econpapers || Download paper | |
2024 | Optimal hierarchical EWMA forecasting. (2024). Sbrana, Giacomo ; Pelagatti, Matteo. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:616-625. Full description at Econpapers || Download paper | |
2024 | Cross-temporal probabilistic forecast reconciliation: Methodological and practical issues. (2024). Hyndman, Rob ; di Fonzo, Tommaso ; Athanasopoulos, George ; Girolimetto, Daniele. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:3:p:1134-1151. Full description at Econpapers || Download paper | |
2024 | Properties of the reconciled distributions for Gaussian and count forecasts. (2024). Giudici, Paolo ; Zambon, Lorenzo ; Corani, Giorgio ; Agosto, Arianna. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1438-1448. Full description at Econpapers || Download paper | |
2024 | Forecasting seasonal demand for retail: A Fourier time-varying grey model. (2024). Shang, Zhongju ; Xie, Naiming ; Ye, Lili ; Boylan, John E. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1467-1485. Full description at Econpapers || Download paper | |
2024 | Hierarchical forecasting at scale. (2024). Wadman, Wander ; Schelter, Sebastian ; Sprangers, Olivier ; de Rijke, Maarten. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1689-1700. Full description at Econpapers || Download paper | |
2024 | Statistical analysis of gold production in South Africa using ARIMA, VAR and ARNN modelling techniques: Extrapolating future gold production, Resources–Reserves depletion, and Implication on South Africas gold exploration. (2024). Mutele, Litshedzani ; John, Emmanuel. In: Resources Policy. RePEc:eee:jrpoli:v:93:y:2024:i:c:s0301420724004434. Full description at Econpapers || Download paper | |
2024 | Measuring wholesale electricity price risk from climate change: Evidence from Portugal. (2024). Fuinhas, Jos Alberto ; Entezari, Negin. In: Utilities Policy. RePEc:eee:juipol:v:91:y:2024:i:c:s0957178724001309. Full description at Econpapers || Download paper | |
2024 | Different PCA approaches for vector functional time series with applications to resistive switching processes. (2024). Ruiz-Castro, J E ; Roldan, J B ; Alonso, F J ; Acal, C ; Aguilera, A M. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:223:y:2024:i:c:p:288-298. Full description at Econpapers || Download paper | |
2024 | Market uncertainty and information content in complex seasonality of prices. (2024). Li, Zhongfei ; Ji, Yuqiong ; Tang, Wenjin ; Bu, Hui. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:86:y:2024:i:c:s0927538x24001811. Full description at Econpapers || Download paper | |
2024 | Optimal planning for hybrid renewable energy systems under limited information based on uncertainty quantification. (2024). Feng, Wei ; Wu, Xia ; Tian, Zhe ; Li, Xiaoyuan ; Niu, Jide. In: Renewable Energy. RePEc:eee:renene:v:237:y:2024:i:pd:s0960148124019347. Full description at Econpapers || Download paper | |
2024 | A systematic review towards integrative energy management of smart grids and urban energy systems. (2024). Zheng, Zhuang ; Luo, Xiaowei ; Wang, Shengwei ; Shafique, Muhammad. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:189:y:2024:i:pb:s136403212300881x. Full description at Econpapers || Download paper | |
2024 | Investigating the diffusion of innovation: A comprehensive study of successive diffusion processes through analysis of search trends, patent records, and academic publications. (2024). Bastos, Julio Cesar ; Scornavacca, Eusebio ; Takahashi, Carlos Kazunari. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:198:y:2024:i:c:s0040162523006765. Full description at Econpapers || Download paper | |
2024 | Deep functional factor models: forecasting high-dimensional functional time series via Bayesian nonparametric factorization. (2024). Wang, Liying ; Pei, Yulong ; Qiao, Xinghao ; Liu, Yirui. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:125587. Full description at Econpapers || Download paper | |
2024 | End-to-End Top-Down Load Forecasting Model for Residential Consumers. (2024). Li, Weihua ; Lie, Tek Tjing ; Tito, Shafiqur Rahman ; Parkash, Barkha. In: Energies. RePEc:gam:jeners:v:17:y:2024:i:11:p:2550-:d:1401393. Full description at Econpapers || Download paper | |
2024 | Cross-Temporal Hierarchical Forecast Reconciliation of Natural Gas Demand. (2024). Povinelli, Richard J ; Corliss, George F ; Quinn, Colin O. In: Energies. RePEc:gam:jeners:v:17:y:2024:i:13:p:3077-:d:1419885. Full description at Econpapers || Download paper | |
2024 | Joint Component Estimation for Electricity Price Forecasting Using Functional Models. (2024). Shah, Ismail ; Lisi, Francesco. In: Energies. RePEc:gam:jeners:v:17:y:2024:i:14:p:3461-:d:1434818. Full description at Econpapers || Download paper | |
2024 | Electrification of Public Urban Transport: Funding Opportunities, Bus Fleet, and Energy Use Forecasts for Poland. (2024). Batg, Jacek ; Mojsiewicz, Magdalena ; Pluskota, Przemysaw. In: Energies. RePEc:gam:jeners:v:17:y:2024:i:23:p:6140-:d:1537660. Full description at Econpapers || Download paper | |
2024 | A Multi-Step Ensemble Approach for Energy Community Day-Ahead Net Load Point and Probabilistic Forecasting. (2024). da Graa, Maria ; Ruano, Antonio. In: Energies. RePEc:gam:jeners:v:17:y:2024:i:3:p:696-:d:1330901. Full description at Econpapers || Download paper | |
2024 | A U-Statistic for Testing the Lack of Dependence in Functional Partially Linear Regression Model. (2024). Zhao, Fanrong ; Zhang, Baoxue. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:16:p:2588-:d:1461124. Full description at Econpapers || Download paper | |
2024 | Variable Selection in Semi-Functional Partially Linear Regression Models with Time Series Data. (2024). Huang, Zhensheng ; Meng, Shuyu. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:17:p:2778-:d:1473872. Full description at Econpapers || Download paper | |
2024 | Weak Convergence of the Conditional Set-Indexed Empirical Process for Missing at Random Functional Ergodic Data. (2024). Souddi, Youssouf ; Bouzebda, Salim ; Madani, Fethi. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:3:p:448-:d:1329886. Full description at Econpapers || Download paper | |
2025 | Major Issues in High-Frequency Financial Data Analysis: A Survey of Solutions. (2025). Hua, Lei ; Zhang, LU. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:3:p:347-:d:1573432. Full description at Econpapers || Download paper | |
2025 | Transformer-Based Models for Probabilistic Time Series Forecasting with Explanatory Variables. (2025). Oliveira, Jos Manuel ; Caetano, Ricardo ; Ramos, Patrcia. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:5:p:814-:d:1602666. Full description at Econpapers || Download paper | |
2025 | Partially Functional Linear Regression Based on Gaussian Process Prior and Ensemble Learning. (2025). Xu, Jiaqi ; Sun, Weice ; Liu, Tao. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:5:p:853-:d:1605316. Full description at Econpapers || Download paper | |
2025 | A Study of the Colombian Stock Market with Multivariate Functional Data Analysis (FDA). (2025). Cuadro, Deivis Rodrguez ; Prez-Plaza, Sonia ; Castao-Martnez, Antonia ; Fernndez-Palacn, Fernando. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:5:p:858-:d:1605632. Full description at Econpapers || Download paper | |
2024 | Hierarchical Time Series Forecasting of Fire Spots in Brazil: A Comprehensive Approach. (2024). Rodrigues, Paulo Canas ; Pinheiro, Ana Caroline. In: Stats. RePEc:gam:jstats:v:7:y:2024:i:3:p:39-670:d:1424102. Full description at Econpapers || Download paper | |
2024 | Oil and the Stock Market Revisited: A Mixed Functional VAR Approach. (2024). Cross, Jamie ; Chang, Yoosoon ; Bjørnland, Hilde ; Bjornland, Hilde C. In: CAEPR Working Papers. RePEc:inu:caeprp:2023005. Full description at Econpapers || Download paper | |
2024 | Functional Cointegration Test for Expectation Hypothesis of the Term Structure of Interest Rates in China. (2024). Lin, Aihua ; Su, Zhifang ; Fu, Yizheng. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:31:y:2024:i:4:d:10.1007_s10690-023-09431-w. Full description at Econpapers || Download paper | |
2024 | Chinas business cycle forecasting: a machine learning approach. (2024). Tang, Pan ; Zhang, Yuwei. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:5:d:10.1007_s10614-024-10549-w. Full description at Econpapers || Download paper | |
2024 | Evaluating Density Forecasts Using Weighted Multivariate Scores in a Risk Management Context. (2024). Cheng, Jie. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:6:d:10.1007_s10614-024-10571-y. Full description at Econpapers || Download paper | |
2024 | Forecasting to support EMS tactical planning: what is important and what is not. (2024). Rezaei, Mostafa ; Ingolfsson, Armann. In: Health Care Management Science. RePEc:kap:hcarem:v:27:y:2024:i:4:d:10.1007_s10729-024-09690-7. Full description at Econpapers || Download paper | |
2024 | Changes in cortical manifold structure following stroke and its relation to behavioral recovery in the male macaque. (2024). Cook, Douglas J ; Gallivan, Jason P ; Gale, Daniel J ; Nashed, Joseph Y. In: Nature Communications. RePEc:nat:natcom:v:15:y:2024:i:1:d:10.1038_s41467-024-53365-4. Full description at Econpapers || Download paper | |
2024 | Enhancing Tourism Demand Forecasting with a Transformer-based Framework. (2024). Wang, Shouyang ; Law, Rob ; Xu, Yechi ; Li, Xin. In: SocArXiv. RePEc:osf:socarx:5ezn3_v1. Full description at Econpapers || Download paper | |
2024 | Mortality improvement neural-network models with autoregressive effects. (2024). Kung, Ko-Lun ; Liu, I-Chien ; Hsiao, Hung-Tsung ; Wang, Chou-Wen. In: The Geneva Papers on Risk and Insurance - Issues and Practice. RePEc:pal:gpprii:v:49:y:2024:i:2:d:10.1057_s41288-024-00321-4. Full description at Econpapers || Download paper | |
2025 | Modelling and Forecasting Mortality Rates for a Life Insurance Portfolio. (2025). Navarro, Eliseo ; Lled, Josep ; Atance, David. In: Risk Management. RePEc:pal:risman:v:27:y:2025:i:1:d:10.1057_s41283-024-00155-3. Full description at Econpapers || Download paper | |
2025 | Robust functional logistic regression. (2025). Mandal, Abhijit ; Shang, Han Lin ; Beyaztas, Ufuk ; Akturk, Berkay. In: Advances in Data Analysis and Classification. RePEc:spr:advdac:v:19:y:2025:i:1:d:10.1007_s11634-023-00577-z. Full description at Econpapers || Download paper | |
2024 | On estimation of nonparametric regression models with autoregressive and moving average errors. (2024). Zheng, QI ; Cui, Yunwei ; Wu, Rongning. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:76:y:2024:i:2:d:10.1007_s10463-023-00882-6. Full description at Econpapers || Download paper | |
2024 | Variational inference: uncertainty quantification in additive models. (2024). , Paul ; Lichter, Jens ; Kneib, Thomas. In: AStA Advances in Statistical Analysis. RePEc:spr:alstar:v:108:y:2024:i:2:d:10.1007_s10182-024-00492-4. Full description at Econpapers || Download paper | |
2024 | Evaluating the discrimination ability of proper multi-variate scoring rules. (2024). Alexander, Carol ; Meng, X ; Han, Y ; Coulon, M. In: Annals of Operations Research. RePEc:spr:annopr:v:334:y:2024:i:1:d:10.1007_s10479-022-04611-9. Full description at Econpapers || Download paper | |
2024 | Tree-based boosting with functional data. (2024). Ju, Xiaomeng ; Salibin-Barrera, Matas. In: Computational Statistics. RePEc:spr:compst:v:39:y:2024:i:3:d:10.1007_s00180-023-01364-2. Full description at Econpapers || Download paper | |
2024 | A sparse estimate based on variational approximations for semiparametric generalized additive models. (2024). Yang, Yuehan. In: Computational Statistics. RePEc:spr:compst:v:39:y:2024:i:4:d:10.1007_s00180-024-01485-2. Full description at Econpapers || Download paper | |
2025 | Robust estimation of functional factor models with functional pairwise spatial signs. (2025). Ling, Nengxiang ; Yang, Shuquan. In: Computational Statistics. RePEc:spr:compst:v:40:y:2025:i:1:d:10.1007_s00180-024-01477-2. Full description at Econpapers || Download paper | |
2025 | Forecasting product sales using text mining: a case study in new energy vehicle. (2025). Ding, YI ; Wu, Peng ; Zhao, Jie ; Zhou, Ligang. In: Electronic Commerce Research. RePEc:spr:elcore:v:25:y:2025:i:1:d:10.1007_s10660-023-09701-9. Full description at Econpapers || Download paper | |
2025 | The Demographic Causes of European Sub-National Population Declines. (2025). Newsham, Niall ; Rowe, Francisco. In: European Journal of Population. RePEc:spr:eurpop:v:41:y:2025:i:1:d:10.1007_s10680-025-09730-0. Full description at Econpapers || Download paper | |
2025 | An automated adaptive trading system for enhanced performance of emerging market portfolios. (2025). Tudor, Cristiana ; Sova, Robert. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-025-00754-3. Full description at Econpapers || Download paper | |
2025 | A Tool to Nowcast Tourist Overnight Stays with Payment Data and Complementary Indicators. (2025). Mariani, Vincenzo ; Crispino, Marta. In: Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti. RePEc:spr:italej:v:11:y:2025:i:1:d:10.1007_s40797-024-00266-6. Full description at Econpapers || Download paper | |
2024 | 3D Point Cloud Semantic Segmentation Through Functional Data Analysis. (2024). Ordoez, Celestino ; Loudermilk, Louise E ; Roca-Pardias, Javier ; Cabo, Carlos ; de la Fuente, Manuel Oviedo. In: Journal of Agricultural, Biological and Environmental Statistics. RePEc:spr:jagbes:v:29:y:2024:i:4:d:10.1007_s13253-023-00567-w. Full description at Econpapers || Download paper | |
2024 | Forecasting number of births and sex ratio at birth in Iran using deep neural network and ARIMA: implications for policy evaluations. (2024). Abbasi-Shavazi, Mohammad Jalal ; Esmaeili, Nasibeh. In: Journal of Population Research. RePEc:spr:joprea:v:41:y:2024:i:4:d:10.1007_s12546-024-09348-9. Full description at Econpapers || Download paper | |
2024 | Weak convergence of the conditional U-statistics for locally stationary functional time series. (2024). Bouzebda, Salim ; Soukarieh, Inass. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:27:y:2024:i:2:d:10.1007_s11203-023-09305-y. Full description at Econpapers || Download paper | |
2025 | Hierarchical Time Series Forecasting of COVID-19 Cases Using County-Level Clustering Data. (2025). Razzaghi, Talayeh ; Gonzlez, Andrs D ; Nicholson, Charles D ; Shimamura, Airi ; Mohanty, Sonaxy. In: SN Operations Research Forum. RePEc:spr:snopef:v:6:y:2025:i:1:d:10.1007_s43069-025-00424-1. Full description at Econpapers || Download paper | |
2025 | Variable Selection in Multivariate Functional Linear Regression. (2025). Sang, Peijun ; Yeh, Chi-Kuang. In: Statistics in Biosciences. RePEc:spr:stabio:v:17:y:2025:i:1:d:10.1007_s12561-023-09373-x. Full description at Econpapers || Download paper | |
2024 | Point and probabilistic forecast reconciliation for general linearly constrained multiple time series. (2024). di Fonzo, Tommaso ; Girolimetto, Daniele. In: Statistical Methods & Applications. RePEc:spr:stmapp:v:33:y:2024:i:2:d:10.1007_s10260-023-00738-6. Full description at Econpapers || Download paper | |
2024 | Nonparametric estimation for a functional-circular regression model. (2024). Meiln-Vila, Andrea ; Crujeiras, Rosa M ; Francisco-Fernndez, Mario. In: Statistical Papers. RePEc:spr:stpapr:v:65:y:2024:i:2:d:10.1007_s00362-023-01420-5. Full description at Econpapers || Download paper | |
2024 | Robust change-point detection for functional time series based on U-statistics and dependent wild bootstrap. (2024). Wendler, Martin ; Wegner, Lea. In: Statistical Papers. RePEc:spr:stpapr:v:65:y:2024:i:7:d:10.1007_s00362-024-01577-7. Full description at Econpapers || Download paper | |
2024 | Shape-based functional data analysis. (2024). Huang, Chao ; Srivastava, Anuj ; Wu, Yuexuan. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:33:y:2024:i:1:d:10.1007_s11749-023-00876-9. Full description at Econpapers || Download paper | |
2025 | Statistical properties of partially observed integrated functional depths. (2025). Nagy, Stanislav ; Elas, Antonio. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:34:y:2025:i:1:d:10.1007_s11749-024-00954-6. Full description at Econpapers || Download paper | |
2025 | Semi-functional partial linear regression with measurement error: an approach based on kNN estimation. (2025). Vieu, Philippe ; Aneiros, Germn ; Novo, Silvia. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:34:y:2025:i:1:d:10.1007_s11749-024-00957-3. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
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2019 | Implied volatility surface predictability: the case of commodity markets In: Papers. [Full Text][Citation analysis] | paper | 6 |
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2021 | Neural network prediction of crude oil futures using B-splines In: Energy Economics. [Full Text][Citation analysis] | article | 3 |
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2011 | Nonparametric time series forecasting with dynamic updating In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 8 |
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: 8 | paper | |
2016 | Bayesian Bandwidth Selection for a Nonparametric Regression Model with Mixed Types of Regressors In: Econometrics. [Full Text][Citation analysis] | article | 1 |
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2022 | Machine-Learning-Based Functional Time Series Forecasting: Application to Age-Specific Mortality Rates In: Forecasting. [Full Text][Citation analysis] | article | 1 |
2024 | Bootstrapping Long-Run Covariance of Stationary Functional Time Series In: Forecasting. [Full Text][Citation analysis] | article | 0 |
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2024 | Forecasting Age- and Sex-Specific Survival Functions: Application to Annuity Pricing In: Risks. [Full Text][Citation analysis] | article | 0 |
2025 | An IID Test for Functional Time Series with Applications to High-Frequency VIX Index Data In: Risks. [Full Text][Citation analysis] | article | 0 |
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2020 | Retiree Mortality Forecasting: A Partial Age-Range or a Full Age-Range Model? In: Risks. [Full Text][Citation analysis] | article | 0 |
2017 | Reconciling Forecasts of Infant Mortality Rates at National and Sub-National Levels: Grouped Time-Series Methods In: Population Research and Policy Review. [Full Text][Citation analysis] | article | 2 |
2008 | Rainbow plots, Bagplots and Boxplots for Functional Data In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 15 |
2010 | Nonparametric modeling and forecasting electricity demand: an empirical study In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
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2014 | A survey of functional principal component analysis.(2014) In: AStA Advances in Statistical Analysis. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 31 | article | |
2012 | Point and interval forecasts of age-specific fertility rates: a comparison of functional principal component methods In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 2 |
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 |
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 |
2025 | Robust functional logistic regression In: Advances in Data Analysis and Classification. [Full Text][Citation analysis] | article | 0 |
2023 | Sieve bootstrapping the memory parameter in long-range dependent stationary functional time series In: AStA Advances in Statistical Analysis. [Full Text][Citation analysis] | article | 0 |
2019 | Intraday forecasts of a volatility index: functional time series methods with dynamic updating In: Annals of Operations Research. [Full Text][Citation analysis] | article | 8 |
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2021 | A partial least squares approach for function-on-function interaction regression In: Computational Statistics. [Full Text][Citation analysis] | article | 1 |
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2025 | Penalized function-on-function linear quantile regression In: Computational Statistics. [Full Text][Citation analysis] | article | 0 |
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2021 | Forecasting Australian subnational age-specific mortality rates In: Journal of Population Research. [Full Text][Citation analysis] | article | 1 |
2022 | Change point detection for COVID-19 excess deaths in Belgium In: Journal of Population Research. [Full Text][Citation analysis] | article | 0 |
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2019 | Semiparametric Regression Using Variational Approximations In: Journal of the American Statistical Association. [Full Text][Citation analysis] | article | 4 |
2020 | Long-Range Dependent Curve Time Series In: Journal of the American Statistical Association. [Full Text][Citation analysis] | article | 13 |
2023 | Bootstrap Prediction Bands for Functional Time Series In: Journal of the American Statistical Association. [Full Text][Citation analysis] | article | 0 |
2023 | A robust scalar-on-function logistic regression for classification In: Communications in Statistics - Theory and Methods. [Full Text][Citation analysis] | article | 1 |
2015 | Statistically tested comparisons of the accuracy of forecasting methods for age-specific and sex-specific mortality and life expectancy In: Population Studies. [Full Text][Citation analysis] | article | 3 |
2020 | Dynamic principal component regression for forecasting functional time series in a group structure In: Scandinavian Actuarial Journal. [Full Text][Citation analysis] | article | 1 |
2017 | Forecasting intraday S&P 500 index returns: A functional time series approach In: Journal of Forecasting. [Full Text][Citation analysis] | article | 4 |
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CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated April, 14 2025. Contact: CitEc Team