31
H index
52
i10 index
4112
Citations
Monash University | 31 H index 52 i10 index 4112 Citations RESEARCH PRODUCTION: 81 Articles 116 Papers 1 Chapters EDITOR: Series edited RESEARCH ACTIVITY: 32 years (1992 - 2024). See details. EXPERT IN: Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/phy3 |
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: |
Working Papers Series with more than one paper published | # docs |
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Monash Econometrics and Business Statistics Working Papers / Monash University, Department of Econometrics and Business Statistics | 104 |
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2023 | Combined Forecasts of Intermittent Demand for Stock-keeping Units (SKUs). (2023). Utma, Gizem Halil ; Ikiz, Aysun Kapucugil. In: World Journal of Applied Economics. RePEc:ana:journl:v:9:y:2023:i:1:p:1-31. Full description at Econpapers || Download paper | |
2023 | Time Series Forecasting of the Covid-19 Pandemic: A Critical Assessment in Retrospect. (2023). Gungor, Murat. In: Alphanumeric Journal. RePEc:anm:alpnmr:v:11:y:2023:i:1:p:85-100. Full description at Econpapers || Download paper | |
2023 | Deep Dynamic Factor Models. (2020). Ricco, Giovanni ; Izzo, Cosimo ; Andreini, Paolo. In: Papers. RePEc:arx:papers:2007.11887. Full description at Econpapers || Download paper | |
2024 | To Bag is to Prune. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2008.07063. Full description at Econpapers || Download paper | |
2023 | Time-Varying Parameters as Ridge Regressions. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2009.00401. Full description at Econpapers || Download paper | |
2023 | Functional Principal Component Analysis of Cointegrated Functional Time Series. (2020). Seo, Won-Ki. In: Papers. RePEc:arx:papers:2011.12781. Full description at Econpapers || Download paper | |
2024 | Dynamic Factor Model for Functional Time Series: Identification, Estimation, and Prediction. (2022). Salish, Nazarii ; Otto, Sven. In: Papers. RePEc:arx:papers:2201.02532. Full description at Econpapers || Download paper | |
2023 | Scarring effects of the COVID-19 pandemic on the Italian labour market. (2022). Fiaschi, Davide ; Tealdi, Cristina. In: Papers. RePEc:arx:papers:2202.13317. Full description at Econpapers || Download paper | |
2024 | Application of Hawkes volatility in the observation of filtered high-frequency price process in tick structures. (2022). Lee, Kyungsub. In: Papers. RePEc:arx:papers:2207.05939. Full description at Econpapers || Download paper | |
2024 | Global combinations of expert forecasts. (2022). Vasnev, Andrey L ; Thompson, Ryan ; Qian, Yilin. In: Papers. RePEc:arx:papers:2207.07318. Full description at Econpapers || Download paper | |
2023 | Predicting Performances of Mutual Funds using Deep Learning and Ensemble Techniques. (2022). Tran, Hien ; Nguyen, Huy ; Pham, Nga ; Dao, Binh ; Chu, Nghia. In: Papers. RePEc:arx:papers:2209.09649. Full description at Econpapers || Download paper | |
2024 | Prediction intervals for economic fixed-event forecasts. (2022). Plett, Hendrik ; Kruger, Fabian. In: Papers. RePEc:arx:papers:2210.13562. Full description at Econpapers || Download paper | |
2024 | Reservoir Computing for Macroeconomic Forecasting with Mixed Frequency Data. (2022). Ortega, Juan-Pablo ; van Huellen, Sophie ; Hirt, Marcel ; Grigoryeva, Lyudmila ; Dellaportas, Petros ; Ballarin, Giovanni. In: Papers. RePEc:arx:papers:2211.00363. Full description at Econpapers || Download paper | |
2023 | Copula Variational LSTM for High-dimensional Cross-market Multivariate Dependence Modeling. (2023). Cao, Longbing ; Xu, Jia. In: Papers. RePEc:arx:papers:2305.08778. Full description at Econpapers || Download paper | |
2023 | Machine Learning for Socially Responsible Portfolio Optimisation. (2023). van Zyl, Terence L ; Nundlall, Taeisha. In: Papers. RePEc:arx:papers:2305.12364. Full description at Econpapers || Download paper | |
2023 | Hierarchical forecasting for aggregated curves with an application to day-ahead electricity price auctions. (2023). Ziel, Florian ; Ghelasi, Paul. In: Papers. RePEc:arx:papers:2305.16255. Full description at Econpapers || Download paper | |
2024 | Not feeling the buzz: Correction study of mispricing and inefficiency in online sportsbooks. (2023). Cartlidge, John ; Clegg, Lawrence. In: Papers. RePEc:arx:papers:2306.01740. Full description at Econpapers || Download paper | |
2024 | Maximally Machine-Learnable Portfolios. (2023). Goebel, Maximilian ; Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2306.05568. Full description at Econpapers || Download paper | |
2023 | Noise reduction for functional time series. (2023). Wouters, Bram ; Diks, Cees. In: Papers. RePEc:arx:papers:2307.02154. Full description at Econpapers || Download paper | |
2023 | Exploring the Dynamics of the Specialty Insurance Market Using a Novel Discrete Event Simulation Framework: a Lloyds of London Case Study. (2023). Tua, Alan ; Feng, Zhe ; Kam, Keith ; Ahmed, Akhil ; Olmez, Sedar. In: Papers. RePEc:arx:papers:2307.05581. Full description at Econpapers || Download paper | |
2023 | Comparative Analysis of Machine Learning, Hybrid, and Deep Learning Forecasting Models Evidence from European Financial Markets and Bitcoins. (2023). Ampountolas, Apostolos. In: Papers. RePEc:arx:papers:2307.08853. Full description at Econpapers || Download paper | |
2023 | The Bayesian Context Trees State Space Model for time series modelling and forecasting. (2023). Kontoyiannis, Ioannis ; Papageorgiou, Ioannis. In: Papers. RePEc:arx:papers:2308.00913. Full description at Econpapers || Download paper | |
2023 | Econometrics of Machine Learning Methods in Economic Forecasting. (2023). Striaukas, Jonas ; Ghysels, Eric ; Babii, Andrii. In: Papers. RePEc:arx:papers:2308.10993. Full description at Econpapers || Download paper | |
2023 | Hedging Forecast Combinations With an Application to the Random Forest. (2023). Wolf, Michael ; Kozbur, Damian ; Beck, Elliot. In: Papers. RePEc:arx:papers:2308.15384. Full description at Econpapers || Download paper | |
2023 | Blending gradient boosted trees and neural networks for point and probabilistic forecasting of hierarchical time series. (2023). Vogklis, Konstantinos ; Nasios, Ioannis. In: Papers. RePEc:arx:papers:2310.13029. 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). Tomi, Nemanja ; Markovi, Slobodan ; Anti, Aleksandar ; Mili, Srdjan ; Baji, Buda. In: Papers. RePEc:arx:papers:2404.04974. Full description at Econpapers || Download paper | |
2024 | Maximally Forward-Looking Core Inflation. (2024). Goebel, Maximilian ; Barrette, Christophe ; Klieber, Karin ; Coulombe, Philippe Goulet. 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). Zhang, Luyao ; Zhou, Mingyu ; Fu, Yihang. In: Papers. RePEc:arx:papers:2405.00522. Full description at Econpapers || Download paper | |
2024 | QxEAI -- Automated probabilistic forecasting with Quantum-like evolutionary algorithm. (2024). Xin, Lizhi. In: Papers. RePEc:arx:papers:2405.03701. Full description at Econpapers || Download paper | |
2024 | . Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | A tool to nowcast tourist overnight stays with payment data and complementary indicators. (2023). Mariani, Vincenzo ; Crispino, Marta. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_746_23. Full description at Econpapers || Download paper | |
2023 | Demand Forecasting with Supply?Chain Information and Machine Learning: Evidence in the Pharmaceutical Industry. (2021). Zhao, Hui ; Ninh, Anh ; Zhu, Xiaodan ; Liu, Zhenming. In: Production and Operations Management. RePEc:bla:popmgt:v:30:y:2021:i:9:p:3231-3252. Full description at Econpapers || Download paper | |
2023 | The negative binomial process: A tractable model with composite likelihood?based inference. (2022). Ombao, Hernando ; Barretosouza, Wagner. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:49:y:2022:i:2:p:568-592. Full description at Econpapers || Download paper | |
2023 | Recent developments in multivariate wind and solar power forecasting. (2023). Madsen, Henrik ; Bacher, Peder ; Moller, Jan K ; Bjerregrd, Mathias B ; Nystrup, Peter ; Sorensen, Mikkel L. In: Wiley Interdisciplinary Reviews: Energy and Environment. RePEc:bla:wireae:v:12:y:2023:i:2:n:e465. Full description at Econpapers || Download paper | |
2023 | Parameter least-squares estimation for time-inhomogeneous Ornstein–Uhlenbeck process. (2023). Getut, Pramesti. In: Monte Carlo Methods and Applications. RePEc:bpj:mcmeap:v:29:y:2023:i:1:p:1-32:n:5. Full description at Econpapers || Download paper | |
2023 | Time series forecasting : a test of automated econometric methods. (2023). Melo, Igor Viveiros ; Ferreira, Erick Inacio. In: Textos para Discussão Cedeplar-UFMG. RePEc:cdp:texdis:td661. Full description at Econpapers || Download paper | |
2023 | The Human Multiple Births Database (HMBD). (2023). Pison, Gilles ; Caporali, Arianna ; Torres, Catalina. In: Demographic Research. RePEc:dem:demres:v:48:y:2023:i:4. Full description at Econpapers || Download paper | |
2023 | A validation workflow for mortality forecasting. (2023). Bohk-Ewald, Christina ; Scholey, Jonas ; Duerst, Ricarda. In: MPIDR Working Papers. RePEc:dem:wpaper:wp-2023-020. Full description at Econpapers || Download paper | |
2023 | Volatile Financial Conditions, Asset Prices, and Investment Decisions: Analysis of daily data of DJIA and S&P500, from January to April of 2022. (2023). Pemberton, Jared. In: Applied Econometrics and International Development. RePEc:eaa:aeinde:v:23:y:2023:i:1_5. Full description at Econpapers || Download paper | |
2023 | Are unit root tests useful for univariate time series forecasts with different orders of integration? A Monte Carlo study. (2023). Tsang, Kwok Ping ; Lo, Ming Chien ; Check, Adam J. In: Economics Bulletin. RePEc:ebl:ecbull:eb-22-00135. Full description at Econpapers || Download paper | |
2024 | Nowcasting consumer price inflation using high-frequency scanner data: evidence from Germany. (2024). Menz, Jan-Oliver ; Wieland, Elisabeth ; Schnorrenberger, Richard ; Carstensen, Kai ; Beck, Gunter W. In: Working Paper Series. RePEc:ecb:ecbwps:20242930. Full description at Econpapers || Download paper | |
2023 | Analyzing Electricity Demand in Colombia: A Functional Time Series Approach. (2023). Duque, Fernando Villada ; Marulanda, Laura Marquez ; Marin, Jorge Barrientos. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-01-11. Full description at Econpapers || Download paper | |
2023 | Forecasting daily tourism demand with multiple factors. (2023). Jin, Chun ; Liu, Yang ; Xu, Shilin. In: Annals of Tourism Research. RePEc:eee:anture:v:103:y:2023:i:c:s0160738323001482. Full description at Econpapers || Download paper | |
2023 | Dynamic ensemble deep echo state network for significant wave height forecasting. (2023). Suganthan, Ponnuthurai Nagaratnam ; Hu, Minghui ; Li, Ruilin ; Gao, Ruobin ; Yuen, Kum Fai. In: Applied Energy. RePEc:eee:appene:v:329:y:2023:i:c:s0306261922015185. Full description at Econpapers || Download paper | |
2023 | A proactive 2-stage indoor CO2-based demand-controlled ventilation method considering control performance and energy efficiency. (2023). Li, Ming ; Cui, Can. In: Applied Energy. RePEc:eee:appene:v:329:y:2023:i:c:s0306261922015458. Full description at Econpapers || Download paper | |
2023 | Short-term electricity load forecasting—A systematic approach from system level to secondary substations. (2023). Francisco, Alexandre P ; Madeira, Sara C ; Pinheiro, Marco G. In: Applied Energy. RePEc:eee:appene:v:332:y:2023:i:c:s0306261922017500. Full description at Econpapers || Download paper | |
2023 | Conformal asymmetric multi-quantile generative transformer for day-ahead wind power interval prediction. (2023). Guo, Chuangxin ; Huang, Gang ; Feng, Bin ; Wang, Wei ; Chen, Zhe ; Liao, Wenlong. In: Applied Energy. RePEc:eee:appene:v:333:y:2023:i:c:s0306261922018918. Full description at Econpapers || Download paper | |
2023 | Can grid-tied solar photovoltaics lead to residential heating electrification? A techno-economic case study in the midwestern U.S.. (2023). Pearce, Joshua M ; Sommerfeldt, Nelson. In: Applied Energy. RePEc:eee:appene:v:336:y:2023:i:c:s0306261923002027. Full description at Econpapers || Download paper | |
2023 | Optimal dispatch of a multi-energy system microgrid under uncertainty: A renewable energy community in Austria. (2023). Haas, Reinhard ; Ajanovic, Amela ; Auer, Hans ; Zellinger, Michael ; Mansoor, Muhammad ; Stadler, Michael ; Cosic, Armin ; Houben, Nikolaus. In: Applied Energy. RePEc:eee:appene:v:337:y:2023:i:c:s0306261923002775. Full description at Econpapers || Download paper | |
2023 | Grid-connected cabin preheating of Electric Vehicles in cold climates – A non-flexible share of the EV energy use. (2023). Andresen, Inger ; Ludvigsen, Bjorn ; Sorensen, Se Lekang. In: Applied Energy. RePEc:eee:appene:v:341:y:2023:i:c:s030626192300418x. Full description at Econpapers || Download paper | |
2023 | Adaptive control of V2Gs in islanded microgrids incorporating EV owner expectations. (2023). Mahmoudian, Ali ; Taghizadeh, Foad ; Sanjari, Mohammad ; Garmabdari, Rasoul ; Bai, Feifei ; Mousavizade, Mirsaeed ; Lu, Junwei. In: Applied Energy. RePEc:eee:appene:v:341:y:2023:i:c:s0306261923004828. Full description at Econpapers || Download paper | |
2023 | An AI framework integrating physics-informed neural network with predictive control for energy-efficient food production in the built environment. (2023). You, Fengqi ; Hu, Guoqing. In: Applied Energy. RePEc:eee:appene:v:348:y:2023:i:c:s0306261923008140. Full description at Econpapers || Download paper | |
2023 | Hierarchical learning, forecasting coherent spatio-temporal individual and aggregated building loads. (2023). Zeiler, Wim ; Moller, Jan Kloppenborg ; Madsen, Henrik ; Leprince, Julien. In: Applied Energy. RePEc:eee:appene:v:348:y:2023:i:c:s0306261923008747. Full description at Econpapers || Download paper | |
2023 | T-shape data and probabilistic remaining useful life prediction for Li-ion batteries using multiple non-crossing quantile long short-term memory. (2023). Weng, YU ; Nguyen, Hung D ; Wolter, Franz-Erich ; Xie, Jiahang ; Ly, Sel. In: Applied Energy. RePEc:eee:appene:v:349:y:2023:i:c:s0306261923007195. Full description at Econpapers || Download paper | |
2023 | Interpretable building energy consumption forecasting using spectral clustering algorithm and temporal fusion transformers architecture. (2023). Nakanishi, Yosuke ; Liu, Jiang ; Zhou, Heng ; Zheng, Peijun. In: Applied Energy. RePEc:eee:appene:v:349:y:2023:i:c:s0306261923009716. Full description at Econpapers || Download paper | |
2023 | Heat load forecasting using adaptive spatial hierarchies. (2023). Madsen, Henrik ; Moller, Jan Kloppenborg ; Sorensen, Mikkel Lindstrom ; Bergsteinsson, Hjorleifur G. In: Applied Energy. RePEc:eee:appene:v:350:y:2023:i:c:s0306261923010401. Full description at Econpapers || Download paper | |
2023 | Total and thermal load forecasting in residential communities through probabilistic methods and causal machine learning. (2023). Marrocu, Marino ; Massidda, Luca. In: Applied Energy. RePEc:eee:appene:v:351:y:2023:i:c:s0306261923011479. 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). Li, Mingchen ; Cheng, Zishu ; Yang, Kun ; Wei, Yunjie ; Wang, Shouyang. 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). Jeon, Joo Young ; Alvarenga, Estevo ; Park, Jungyeon ; Ahn, Kwangwon ; Kim, Hokyun ; Petropoulos, Fotios ; 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 ; Grandon, Gonzalez T ; Breuing, J. 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). Wang, Kang ; Xing, Qianyi ; Yang, YI ; Huang, Xiaojia ; 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). Karve, Pranav ; Nath, Paromita ; Stover, Oliver ; Baroud, Hiba ; Mahadevan, Sankaran. 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). Capozzoli, Alfonso ; Giudice, Rocco ; Piscitelli, Marco Savino. 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). Kazmi, Hussain ; Miller, Clayton ; Khalil, Mohamad ; Balint, Attila ; Fu, Chun ; 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). von Bremen, Lueder ; Zech, Matthias. 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). Tjernberg, Lina Bertling ; Yan, Yamin ; Liu, Yongqian ; Chen, Fuhao. In: Applied Energy. RePEc:eee:appene:v:362:y:2024:i:c:s0306261924002216. Full description at Econpapers || Download paper | |
2023 | An ensemble neural network approach to forecast Dengue outbreak based on climatic condition. (2023). Ghosh, Indrajit ; Nadim, Sk Shahid ; Chakraborty, Tanujit ; Panja, Madhurima ; Liu, Nan ; Kumar, Uttam. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:167:y:2023:i:c:s0960077923000255. Full description at Econpapers || Download paper | |
2024 | Based on hypernetworks and multifractals: Deep distribution feature fusion for multidimensional nonstationary time series prediction. (2024). Shen, Chaowen ; Wen, Lihong. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:182:y:2024:i:c:s0960077924003631. Full description at Econpapers || Download paper | |
2023 | Robust estimation for functional quadratic regression models. (2023). Parada, Daniela ; Boente, Graciela. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:187:y:2023:i:c:s0167947323001093. Full description at Econpapers || Download paper | |
2024 | Goodness-of-fit test for point processes first-order intensity. (2024). Martinez-Miranda, M D ; Gonzalez-Manteiga, W ; Borrajo, M I. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:194:y:2024:i:c:s0167947324000136. Full description at Econpapers || Download paper | |
2023 | Assessing the World Bank’s growth forecasts. (2023). Tsuchiya, Yoichi. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:77:y:2023:i:c:p:64-84. Full description at Econpapers || Download paper | |
2024 | The impact of joint events on oil price volatility: Evidence from a dynamic graphical news analysis model. (2024). Zhao, Lu-Tao ; Wang, Dai-Song ; Ren, Zhong-Yuan. 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). Song, Haiyan ; Liu, Han ; Wen, Long. In: Economic Modelling. RePEc:eee:ecmode:v:135:y:2024:i:c:s0264999324000622. Full description at Econpapers || Download paper | |
2023 | Economic and commercial analysis of reusing dam reservoir sediments. (2023). Schleiss, Anton J ; Heydariyeh, Seyyed Abdollah ; Alroaia, Younos Vakil ; Nikafkar, Nasrin. In: Ecological Economics. RePEc:eee:ecolec:v:204:y:2023:i:pb:s0921800922003299. Full description at Econpapers || Download paper | |
2023 | Time series cross validation: A theoretical result and finite sample performance. (2023). Deng, AI. In: Economics Letters. RePEc:eee:ecolet:v:233:y:2023:i:c:s0165176523003944. Full description at Econpapers || Download paper | |
2023 | Modelling the biocontrol of Spodoptera frugiperda: A mechanistic approach considering Bt crops and oviposition behaviour. (2023). Conde, Wesley Augusto ; Weber, Igor Daniel ; Anjos, Lucas Dos. In: Ecological Modelling. RePEc:eee:ecomod:v:484:y:2023:i:c:s030438002300220x. Full description at Econpapers || Download paper | |
2024 | Linking error measures to model questions. (2024). Hengeveld, Geerten M ; Tobi, Hilde ; Jacobs, Bas. In: Ecological Modelling. RePEc:eee:ecomod:v:487:y:2024:i:c:s0304380023002922. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Journal | |
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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 | 81 |
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: 81 | 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: 81 | article | |
2020 | Modern Strategies for Time Series Regression In: International Statistical Review. [Full Text][Citation analysis] | article | 1 |
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 | 68 |
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: 68 | 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 | 44 |
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 | 136 |
1998 | Smoothing non-Gaussian time series with autoregressive structure In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 0 |
2001 | Bandwidth selection for kernel conditional density estimation In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 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 | 50 |
2007 | Robust forecasting of mortality and fertility rates: A functional data approach In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 189 |
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: 189 | 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 | 107 |
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: 107 | paper | |
2016 | Fast computation of reconciled forecasts for hierarchical and grouped time series In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 41 |
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: 41 | 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 | 47 |
2017 | Forecasting with temporal hierarchies In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 63 |
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: 63 | paper | |
2015 | Forecasting with Temporal Hierarchies.(2015) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 63 | 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 | 34 |
2021 | Forecasting Swiss exports using Bayesian forecast reconciliation In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 5 |
2019 | Forecasting Swiss Exports using Bayesian Forecast Reconciliation.(2019) In: KOF Working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | 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: 5 | paper | |
2023 | Probabilistic forecast reconciliation: Properties, evaluation and score optimisation In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 9 |
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: 9 | 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 | 242 |
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: 242 | paper | |
2003 | Unmasking the Theta method In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 39 |
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: 39 | 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 | 183 |
2006 | Another look at measures of forecast accuracy In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 667 |
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: 667 | paper | |
2008 | Stochastic population forecasts using functional data models for mortality, fertility and migration In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 50 |
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: 50 | 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 | 75 |
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: 75 | 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 | 93 |
2011 | The tourism forecasting competition.(2011) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 93 | 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: 93 | 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 | 8 |
2014 | A gradient boosting approach to the Kaggle load forecasting competition In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 52 |
2016 | Bagging exponential smoothing methods using STL decomposition and Box–Cox transformation In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 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 | 196 |
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 | 49 |
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 | 18 |
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 | 49 |
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: 49 | paper | |
2021 | Forecast reconciliation: A geometric view with new insights on bias correction In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 37 |
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: 37 | 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: 37 | paper | |
2021 | Principles and algorithms for forecasting groups of time series: Locality and globality In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 27 |
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: 27 | 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 | 6 |
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: 6 | 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 | 9 |
2024 | Forecast reconciliation: A review In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 3 |
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: 3 | 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 | 47 |
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 |
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2008 | Exponential smoothing and non-negative data In: Working Papers. [Full Text][Citation analysis] | paper | 5 |
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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 | 542 |
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: 542 | 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 | 62 |
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: 62 | article | |
2017 | Coherent Probabilistic Forecasts for Hierarchical Time Series In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 15 |
2018 | Probabilisitic forecasts in hierarchical time series In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 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 | 0 |
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 | 0 |
2023 | Cross-temporal Probabilistic Forecast Reconciliation 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 | 16 |
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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