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Forecasting spot electricity prices : a comparison of parametric and semiparametric time series models
Weron, Rafał; Misiorek, Adam - In: International journal of forecasting 24 (2008) 4, pp. 744-763
Persistent link: https://www.econbiz.de/10003808387
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Wind power forecasting using the k-nearest neighbors algorithm
Mangalova, E.; Agafonov, E. - In: International journal of forecasting 30 (2014) 2, pp. 402-406
Persistent link: https://www.econbiz.de/10010510891
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GEFCom2012 : electric load forecasting and backcasting with semi-parametric models
Nedellec, Raphael; Cugliari, Jairo; Goude, Yannig - In: International journal of forecasting 30 (2014) 2, pp. 375-381
Persistent link: https://www.econbiz.de/10010510898
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Non-parametric estimation of forecast distributions in non-Gaussian, non-linear state space models
Ng, Jason; Forbes, Catherine Scipione; Martin, Gael M.; … - In: International journal of forecasting 29 (2013) 3, pp. 411-430
Persistent link: https://www.econbiz.de/10009787038
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Forecasting financial market activity using a semiparametric fractionally integrated Log-ACD
Feng, Yuanhua; Chen Zhou - In: International journal of forecasting 31 (2015) 2, pp. 349-363
Persistent link: https://www.econbiz.de/10011474104
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Forecasting economic time series with unconditional time-varying variance
Van Bellegem, Sébastien; Sachs, Rainer von - In: International journal of forecasting 20 (2004) 4, pp. 611-627
Persistent link: https://www.econbiz.de/10002434284
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Nai͏̈ve, ARIMA, nonparametric, transfer function and VAR models : a comparison of forecasting performance
Thomakos, Dimitrios D.; Guerard, John Baynard - In: International journal of forecasting 20 (2004) 1, pp. 53-67
Persistent link: https://www.econbiz.de/10001918288
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Forecasting high resolution electricity demand data with additive models including smooth and jagged components
Amato, Umberto; Antoniadis, Anestis; De Feis, Italia; … - In: International journal of forecasting 37 (2021) 1, pp. 171-185
Persistent link: https://www.econbiz.de/10012692688
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Semiparametric time series models driven by latent factor
Maia, Gisele de Oliveira; Barreto-Souza, Wagner; … - In: International journal of forecasting 37 (2021) 4, pp. 1463-1479
Persistent link: https://www.econbiz.de/10013274294
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Overnight stock returns and realized volatility
Ahoniemi, Katja; Lanne, Markku - In: International journal of forecasting 29 (2013) 4, pp. 592-604
Persistent link: https://www.econbiz.de/10010212465