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International journal of forecasting
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1
Adaptive modelling and forecasting of offshore wind power fluctuations with Markov-switching autoregressive models
Pinson, Pierre
;
Madsen, Henrik
- In:
Journal of forecasting
31
(
2012
)
4
,
pp. 281-313
Persistent link: https://www.econbiz.de/10009576383
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2
Temporal hierarchies with autocorrelation for load forecasting
Nystrup, Peter
;
Lindström, Erik
;
Pinson, Pierre
; …
- In:
European journal of operational research : EJOR
280
(
2020
)
3
,
pp. 876-888
Persistent link: https://www.econbiz.de/10012132492
Saved in:
3
Dimensionality reduction in forecasting with temporal hierarchies
Nystrup, Peter
;
Lindström, Erik
;
Møller, Jan K.
; …
- In:
International journal of forecasting
37
(
2021
)
3
,
pp. 1127-1146
Persistent link: https://www.econbiz.de/10012794823
Saved in:
4
Detecting change points in VIX and S&P 500 : a new approach to dynamic asset allocation
Nystrup, Peter
;
Hansen, Bo William
;
Madsen, Henrik
; …
- In:
The journal of asset management
17
(
2016
)
5
,
pp. 361-374
Persistent link: https://www.econbiz.de/10011634685
Saved in:
5
Long memory of financial time series and hidden Markov models with time‐varying parameters
Nystrup, Peter
;
Madsen, Henrik
;
Lindström, Erik
- In:
Journal of forecasting
36
(
2017
)
8
,
pp. 989-1002
Persistent link: https://www.econbiz.de/10011860941
Saved in:
6
Online distributed learning in wind power forecasting
Sommer, Benedikt
;
Pinson, Pierre
;
Messner, Jakob W.
; …
- In:
International journal of forecasting
37
(
2021
)
1
,
pp. 205-223
Persistent link: https://www.econbiz.de/10012692694
Saved in:
7
A critical overview of privacy-preserving approaches for collaborative forecasting
Gonçalves, Carla
;
Bessa, Ricardo J.
;
Pinson, Pierre
- In:
International journal of forecasting
37
(
2021
)
1
,
pp. 322-342
Persistent link: https://www.econbiz.de/10012692721
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8
Online adaptive lasso estimation in vector autoregressive models for high dimensional wind power forecasting
Messner, Jakob W.
;
Pinson, Pierre
- In:
International journal of forecasting
35
(
2019
)
4
,
pp. 1485-1498
Persistent link: https://www.econbiz.de/10012305378
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9
Probabilistic energy forecasting : Global Energy Forecasting Competition 2014 and beyond
Hong, Tao
;
Pinson, Pierre
;
Fan, Shu
;
Zareipour, Hamidreza
; …
- In:
International journal of forecasting
32
(
2016
)
3
,
pp. 896-913
Persistent link: https://www.econbiz.de/10011621881
Saved in:
10
Forecasting : theory and practice
Petropoulos, Fotios
;
Apiletti, Daniele
;
Assimakopoulos, V.
- In:
International journal of forecasting
38
(
2022
)
3
,
pp. 705-871
Persistent link: https://www.econbiz.de/10013349395
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