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isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
subject:"Time series analysis"
~language:"eng"
~subject:"Aggregation"
~subject:"Zeitreihenanalyse"
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Time series analysis
Aggregation
Zeitreihenanalyse
Theorie
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Theory
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24
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Hyndman, Rob J.
27
Athanasopoulos, George
15
Snyder, Ralph D.
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Gao, Jiti
11
Martin, Gael M.
9
Koehler, Anne B.
7
Ord, John Keith
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Poskitt, Donald Stephen
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Inder, Brett A.
3
Kang, Yanfei
3
King, Maxwell L.
3
Kourentzes, Nikolaos
3
McCabe, Brendan Peter Martin
3
McLaren, Keith Robert
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Pan, Guangming
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Vahid, Farshid
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Wickramasuriya, Shanika L.
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Zhang, Bo
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Rahman Khan, Md. Atikur
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Talagala, Priyanga Dilini
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Talagala, Thiyanga S.
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1
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1
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Working paper / Department of Econometrics and Business Statistics, Monash University
Journal of econometrics
342
International journal of forecasting
327
Economics letters
302
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
247
Journal of forecasting
229
Econometric theory
195
Discussion paper / Tinbergen Institute
170
Econometric reviews
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Economic modelling
124
Applied economics
106
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
100
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
100
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
97
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
96
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96
NBER Working Paper
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Applied economics letters
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European journal of operational research : EJOR
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Cowles Foundation discussion paper
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Energy economics
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Oxford bulletin of economics and statistics
55
Journal of empirical finance
54
Journal of economic theory
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Discussion paper / Centre for Economic Policy Research
52
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50
Série des documents de travail / Centre de Recherche en Économie et Statistique
50
The econometrics journal
50
Macroeconomic dynamics
47
Discussion papers of interdisciplinary research project 373
45
EUI working paper / ECO
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SFB 649 discussion paper
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1
Optimal forecast reconciliation with time series selection
Wang, Xiaoqian
;
Hyndman, Rob J.
;
Wickramasuriya, Shanika L.
-
2024
Persistent link: https://www.econbiz.de/10014534120
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2
Cross-temporal probabilistic forecast reconciliation
Girolimetto, Daniele
;
Athanasopoulos, George
;
Di Fonzo, …
-
2023
Persistent link: https://www.econbiz.de/10014316407
Saved in:
3
Forecast reconciliation : a review
Athanasopoulos, George
;
Hyndman, Rob J.
;
Kouretzes, Nikolaos
-
2023
Persistent link: https://www.econbiz.de/10014451345
Saved in:
4
Eigen-analysis for high-dimensional time series clustering
Zhang, Bo
;
Gao, Jiti
;
Pan, Guangming
;
Yang, Yanrong
-
2023
Persistent link: https://www.econbiz.de/10014452611
Saved in:
5
Variational Bayes in state space models : inferential and predictive accuracy
Frazier, David T.
;
Loiza-Maya, Ruben
;
Martin, Gael M.
-
2022
Persistent link: https://www.econbiz.de/10013193949
Saved in:
6
On the evaluation of hierarchical forecasts
Athanasopoulos, George
;
Kourentzes, Nikolaos
-
2021
Persistent link: https://www.econbiz.de/10012614595
Saved in:
7
Nonlinear mixed effects models for time series forecasting of smart meter demand
Roach, Cameron
;
Hyndman, Rob J.
;
Ben Taieb, Souhaib
-
2020
Persistent link: https://www.econbiz.de/10012610883
Saved in:
8
Principles and algorithms for forecasting groups of time series : locality and globality
Montero-Manso, Pablo
;
Hyndman, Rob J.
;
Liu, Fei
;
Peng, Bin
-
2020
Persistent link: https://www.econbiz.de/10012610903
Saved in:
9
Focused Bayesian prediction
Loiza-Maya, Ruben
;
Martin, Gael M.
;
Frazier, David T.
-
2020
Persistent link: https://www.econbiz.de/10012606751
Saved in:
10
On the evaluation of hierarchical forecasts
Athanasopoulos, George
;
Kourentzest, Nikolaos
-
2020
Persistent link: https://www.econbiz.de/10012606752
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