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subject:"Welt"
~isPartOf:"Economic modelling"
~isPartOf:"Economics letters"
~isPartOf:"Energy economics"
~isPartOf:"Technological forecasting & social change : an international journal"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~person:"Frazier, David T."
~person:"Taylor, James W."
~subject:"Time series analysis"
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Search: subject_exact:"Prognosetechnik"
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Welt
Time series analysis
Forecasting model
13
Prognoseverfahren
13
Theorie
10
Theory
10
Bayes-Statistik
7
Bayesian inference
7
Zeitreihenanalyse
7
Volatility
4
Volatilität
4
Probability theory
3
Proper scoring rules
3
State space model
3
Stochastic process
3
Stochastischer Prozess
3
Wahrscheinlichkeitsrechnung
3
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3
Bayesian consistency
2
Bayesian prediction
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Estimation theory
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2
M4 forecasting competition
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Probabilistic Forecasting
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S&P500 Forecasting
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Schätztheorie
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proper scoring rules
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Approximate Bayesian computation
1
Auxiliary model
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Bayesian forecasting
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Frazier, David T.
Taylor, James W.
Hyndman, Rob J.
43
Athanasopoulos, George
18
Snyder, Ralph D.
13
Koehler, Anne B.
10
Ma, Feng
10
Wang, Yudong
10
Gupta, Rangan
9
Wang, Shouyang
8
Liu, Li
6
Martin, Gael M.
6
Ord, John Keith
6
Panagiotelis, Anastasios
6
Ben Taieb, Souhaib
5
Gao, Jiti
5
Nonejad, Nima
5
Shang, Han Lin
5
Weron, Rafał
5
Sun, Yuying
4
Todorova, Neda
4
Vahid, Farshid
4
Wei, Yu
4
Wu, Chongfeng
4
Bekiros, Stelios
3
Kang, Yanfei
3
Kourentzes, Nikolaos
3
Lee, Chien-chiang
3
Liang, Chao
3
Liu, Jing
3
Nowotarski, Jakub
3
Pierdzioch, Christian
3
Poon, Aubrey
3
Qu, Hui
3
Wei, Yi-Ming
3
Wickramasuriya, Shanika L.
3
Zhang, Yaojie
3
Bao, Yukun
2
Beaumont, Adrian
2
Blazsek, Szabolcs
2
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Economic modelling
Economics letters
Energy economics
Technological forecasting & social change : an international journal
Working paper / Department of Econometrics and Business Statistics, Monash University
International journal of forecasting
4
European journal of operational research : EJOR
1
Journal of the Operational Research Society : OR
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Omega : the international journal of management science
1
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ECONIS (ZBW)
7
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1
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:
2
Focused Bayesian prediction
Loiza-Maya, Ruben
;
Martin, Gael M.
;
Frazier, David T.
-
2020
Persistent link: https://www.econbiz.de/10012606751
Saved in:
3
Approximate Bayesian forecasting
Frazier, David T.
;
Maneesoonthorn, Worapree
;
Martin, Gael M.
-
2018
Persistent link: https://www.econbiz.de/10012583287
Saved in:
4
Coherent probabilistic forecasts for hierarchical time series
Ben Taieb, Souhaib
;
Taylor, James W.
;
Hyndman, Rob J.
-
2017
Persistent link: https://www.econbiz.de/10011781966
Saved in:
5
Further empirical evidence on the forecasting of volatility with smooth transition exponential smoothing
Liu, Min
;
Taylor, James W.
;
Choo, Wei Chong
- In:
Economic modelling
93
(
2020
),
pp. 651-659
Persistent link: https://www.econbiz.de/10012430324
Saved in:
6
Auxiliary likelihood-based approximate Bayesian computation in state space models
Martin, Gael M.
;
McCabe, Brendon P. M.
;
Frazier, David T.
; …
-
2016
Persistent link: https://www.econbiz.de/10011781699
Saved in:
7
Forecasting intraday time series with multiple seasonal cycles using parsimonious seasonal exponential smoothing
Taylor, James W.
;
Snyder, Ralph D.
-
2009
Persistent link: https://www.econbiz.de/10008661429
Saved in:
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