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Forecasting compositional time series : a state space approach
Snyder, Ralph D.; Ord, John Keith; Koehler, Anne B.; … - In: International journal of forecasting 33 (2017) 2, pp. 502-512
Persistent link: https://www.econbiz.de/10011922922
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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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Forecasting macroeconomic variables using collapsed dynamic factor analysis
Bräuning, Falk; Koopman, Siem Jan - In: International journal of forecasting 30 (2014) 3, pp. 572-584
Persistent link: https://www.econbiz.de/10010513606
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Fitting autoregressive trend stationary models with finite samples
Falk, Barry - In: International journal of forecasting 15 (1999) 1, pp. 11-25
Persistent link: https://www.econbiz.de/10001428413
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Forecasting the US term structure of interest rates using a macroeconomic smooth dynamic factor model
Koopman, Siem Jan; Wel, Michel van der - In: International journal of forecasting 29 (2013) 4, pp. 676-694
Persistent link: https://www.econbiz.de/10010221305
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The RWDAR model : a novel state-space approach to forecasting
Sbrana, Giacomo; Silvestrini, Andrea - In: International journal of forecasting 39 (2023) 2, pp. 922-937
Persistent link: https://www.econbiz.de/10014465165
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Likelihood-based inference in temporal hierarchies
Møller, Jan Kloppenborg; Nystrup, Peter; Madsen, Henrik - In: International journal of forecasting 40 (2024) 2, pp. 515-531
Persistent link: https://www.econbiz.de/10014547174
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Random coefficient state-space model : estimation and performance in M3-M4 competitions
Sbrana, Giacomo; Silvestrini, Andrea - In: International journal of forecasting 38 (2022) 1, pp. 352-366
Persistent link: https://www.econbiz.de/10013347811
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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