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GEFCom2012 hierarchical load f...
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1
Modelling non-stationary financial time series with input warped student t-processes
Ruxanda, Gheorghe
;
Opincariu, Sorin
;
Ionescu, Stefan
- In:
Romanian journal of economic forecasting
22
(
2019
)
3
,
pp. 51-61
Persistent link: https://www.econbiz.de/10012420475
Saved in:
2
The Laplace transform of the integrated Volterra Wishart process
Abi Jaber, Eduardo
- In:
Mathematical finance : an international journal of …
32
(
2022
)
1
,
pp. 309-348
Persistent link: https://www.econbiz.de/10012815963
Saved in:
3
Long-term load forecasting : models based on MARS, ANN and LR methods
Nalcaci, Gamze
;
Özmen, Ayse
;
Weber, Gerhard-Wilhelm
- In:
Central European journal of operations research : CEJOR …
27
(
2019
)
4
,
pp. 1033-1049
Persistent link: https://www.econbiz.de/10012106576
Saved in:
4
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:
5
Improving forecasting by subsampling seasonal time series
Li, Xixi
;
Petropoulos, Fotios
;
Kang, Yanfei
- In:
International journal of production research
61
(
2023
)
3
,
pp. 976-992
Persistent link: https://www.econbiz.de/10014226874
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6
Linear optimal weighting estimator (LOWE) for efficient parallel hybridization of load forecasts
Chahkotahi, Fatemeh
;
Khashei, Mehdi
- In:
Journal of modelling in management
17
(
2022
)
3
,
pp. 1028-1048
Persistent link: https://www.econbiz.de/10013362699
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7
Forecasting variance using stochastic volatility and GARCH
Hansson, Björn A.
;
Hördahl, Peter
-
1998
Persistent link: https://www.econbiz.de/10000981021
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8
Empirical evidence on the importance of aggregation, asymmetry, and jumps for volatility prediction
Duong, Diep
;
Swanson, Norman R.
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 606-621
Persistent link: https://www.econbiz.de/10011499786
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9
Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance
Asai, Manabu
;
McAleer, Michael
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 251-262
Persistent link: https://www.econbiz.de/10011504522
Saved in:
10
Prediction of Lévy-driven CARMA processes
Brockwell, Peter J.
;
Lindner, Alexander
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 263-271
Persistent link: https://www.econbiz.de/10011504524
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