Probabilistic hierarchical forecasting with deep Poisson mixtures
Year of publication: |
2024
|
---|---|
Authors: | Olivares, Kin G. ; Nganba Meetei, O. ; Ma, Ruijun ; Reddy, Rohan ; Cao, Mengfei ; Dicker, Lee |
Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier Science, ISSN 0169-2070, ZDB-ID 1495951-3. - Vol. 40.2024, 2, p. 470-489
|
Subject: | Composite Likelihood | Hierarchical forecasting | Neural networks | Poisson mixtures | Probabilistic coherence | Theorie | Theory | Prognoseverfahren | Forecasting model | Neuronale Netze | Wahrscheinlichkeitsrechnung | Probability theory | Stochastischer Prozess | Stochastic process | Statistische Verteilung | Statistical distribution | Bayes-Statistik | Bayesian inference |
-
A neural network extension for solving the pareto/negative binomial distribution model
Xie, Shao-Ming, (2022)
-
DeepVaR : a framework for portfolio risk assessment leveraging probabilistic deep neural networks
Fatouros, Georgios, (2023)
-
Lei, Heng, (2022)
- More ...
-
Developing a passenger-centered airport : a case study of Urumqi airport in Xinjiang, China
Cao, Mengfei, (2023)
-
Tu, Yongqian, (2020)
-
Olivares, Kin G., (2023)
- More ...