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Functional hourly forecasting of water temperature

Mestekemper, Thomas; Windmann, Michael; Kauermann, Göran - In: International journal of forecasting 26 (2010) 4, pp. 684-699

Persistent link: https://www.econbiz.de/10008806545

A comparison of periodic autoregressive and dynamic factor models in intraday energy demand forecasting

Mestekemper, Thomas; Kauermann, Göran; Smith, Michael S. - In: International journal of forecasting 29 (2013) 1, pp. 1-12

Persistent link: https://www.econbiz.de/10009706183

Conflict forecasting using remote sensing data : an application to the Syrian civil war

Racek, Daniel; Thurner, Paul W.; Davidson, Brittany I.; … - In: International journal of forecasting 40 (2024) 1, pp. 373-391

Persistent link: https://www.econbiz.de/10014450276

Can machine learning algorithms deliver superior models for rental guides?

Trinkaus, Oliver; Kauermann, Göran - In: Wirtschafts- und sozialstatistisches Archiv : eine … 17 (2023) 3/4, pp. 305-330

Persistent link: https://www.econbiz.de/10014448106

Can Markov-regime switching models improve power price forecasts? : Evidence for German daily power prices

Kosater, Peter (contributor); Mosler, Karl C. (contributor) - 2005

Nonlinear autoregressive Markov regime-switching models are intuitive and frequently proposed time series approaches for the modelling of electricity spot prices. In this paper such models are compared to an ordinary linear autoregressive model with regard to their forecast performance. The...

Persistent link: https://www.econbiz.de/10003075106