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type_genre:"Arbeitspapier"
type_genre:"Sammelwerk"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~person:"Hyndman, Rob J."
~person:"Loiza-Maya, Ruben"
~person:"McCabe, Brendan Peter Martin"
~subject:"Prognoseverfahren"
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Prognoseverfahren
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Hyndman, Rob J.
Loiza-Maya, Ruben
McCabe, Brendan Peter Martin
Athanasopoulos, George
20
Martin, Gael M.
12
Snyder, Ralph D.
12
Frazier, David T.
8
Panagiotelis, Anastasios
8
Koehler, Anne B.
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Maneesoonthorn, Worapree
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Wickramasuriya, Shanika L.
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Anderson, Heather M.
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Forbes, Catherine Scipione
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Gao, Jiti
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Kang, Yanfei
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King, Maxwell L.
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Koo, Bonsoo
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Seo, Myung Hwan
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Shu Fan
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Optimal forecast reconciliation with time series selection
Wang, Xiaoqian
;
Hyndman, Rob J.
;
Wickramasuriya, Shanika L.
-
2024
Persistent link: https://www.econbiz.de/10014534120
Saved in:
2
ABC-based forecasting in state space models
Weerasinghe, Chaya
;
Loiza-Maya, Ruben
;
Martin, Gael M.
; …
-
2023
Persistent link: https://www.econbiz.de/10014452518
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
Bayesian forecasting in the 21st century : a modern review
Martin, Gael M.
;
Frazier, David T.
;
Loiza-Maya, Ruben
; …
-
2023
Persistent link: https://www.econbiz.de/10014315412
Saved in:
5
Cross-temporal probabilistic forecast reconciliation
Girolimetto, Daniele
;
Athanasopoulos, George
;
Di Fonzo, …
-
2023
Persistent link: https://www.econbiz.de/10014316407
Saved in:
6
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:
7
Focused Bayesian prediction
Loiza-Maya, Ruben
;
Martin, Gael M.
;
Frazier, David T.
-
2020
Persistent link: https://www.econbiz.de/10012606751
Saved in:
8
Forecast reconciliation : a geometric view with new insights on bias correction
Panagiotelis, Anastasios
;
Athanasopoulos, George
; …
-
2020
Persistent link: https://www.econbiz.de/10012608337
Saved in:
9
Probabilistic forecast reconciliation : properties, evaluation and score optimisation
Panagiotelis, Anastasios
;
Gamakumara, Puwasala
; …
-
2020
Persistent link: https://www.econbiz.de/10012608354
Saved in:
10
Optimal probabilistic forecasts : when do they work?
Martin, Gael M.
;
Loiza-Maya, Ruben
;
Frazier, David T.
; …
-
2020
Persistent link: https://www.econbiz.de/10012610795
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