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Tag Archives for: "Combining forecasts"
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By Gaillard Pierre, Goude Yannig and Nedellec Raphael
In Article, IJF
Posted July 1, 2016

Additive models and robust aggregation for GEFCom2014 probabilistic electric load and electricity price forecasting

INT J FORECASTING, Volume 32, Issue 3, JUL-SEP 2016, Pages 1038-1050 We summarize the methodology of the team TOLOLO, which ranked first in the load forecasting and price forecasting tracks of [...]

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By Markopoulou Chryssa, Skintzi Vasiliki and Refenes Apostolos
In Article, IJF
Posted April 1, 2016

On the predictability of model-free implied correlation

INT J FORECASTING, Volume 32, Issue 2, APR-JUN 2016, Pages 527-547 This paper investigates the existence of predictable patterns in the evolution of the implied correlation series. To this end, [...]

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By Murr Andreas E.
In Article, IJF
Posted July 1, 2015

The wisdom of crowds: Applying Condorcet’s jury theorem to forecasting US presidential elections

INT J FORECASTING, Volume 31, Issue 3, JUL-SEP 2015, Pages 916-929 Increasingly, professional forecasters rely on citizen forecasts when predicting election results. Following this approach, [...]

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By Graefe Andreas, Kuechenhoff Helmut, Stierle Veronika and Riedl Bernhard
In Article, IJF
Posted July 1, 2015

Limitations of Ensemble Bayesian Model Averaging for forecasting social science problems

INT J FORECASTING, Volume 31, Issue 3, JUL-SEP 2015, Pages 943-951 We compare the accuracies of simple unweighted averages and Ensemble Bayesian Model Averaging (EBMA) for combining forecasts in [...]

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By Rothschild David
In Article, IJF
Posted July 1, 2015

Combining forecasts for elections: Accurate, relevant, and timely

INT J FORECASTING, Volume 31, Issue 3, JUL-SEP 2015, Pages 952-964 This paper increases the efficiency and understanding of forecasts for Electoral College and senatorial elections by generating [...]

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By Li Jiahan and Chen Weiye
In Article, IJF
Posted October 1, 2014

Forecasting macroeconomic time series: LASSO-based approaches and their forecast combinations with dynamic factor models

INT J FORECASTING, Volume 30, Issue 4, OCT-DEC 2014, Pages 996-1015 In a data-rich environment, forecasting economic variables amounts to extracting and organizing useful information from a large [...]

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By Kouwenberg Roy and Zwinkels Remco
In Article, IJF
Posted July 1, 2014

Forecasting the US housing market

INT J FORECASTING, Volume 30, Issue 3, JUL-SEP 2014, Pages 415-425 The recent housing market boom and bust in the United States illustrates that real estate returns are characterized by [...]

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By Kourentzes Nikolaos, Petropoulos Fotios and Trapero Juan R.
In Article, IJF
Posted April 1, 2014

Improving forecasting by estimating time series structural components across multiple frequencies

INT J FORECASTING, Volume 30, Issue 2, APR-JUN 2014, Pages 291-302 Identifying the most appropriate time series model to achieve a good forecasting accuracy is a challenging task. We propose a [...]

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By Satopaeae Ville A., Baron Jonathan, Foster Dean P., Mellers Barbara A., Tetlock Philip E. and Ungar Lyle H.
In Article, IJF
Posted April 1, 2014

Combining multiple probability predictions using a simple logit model

INT J FORECASTING, Volume 30, Issue 2, APR-JUN 2014, Pages 344-356 This paper begins by presenting a simple model of the way in which experts estimate probabilities. The model is then used to [...]

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By Charlton Nathaniel and Singleton Colin
In Article, IJF
Posted April 1, 2014

A refined parametric model for short term load forecasting

INT J FORECASTING, Volume 30, Issue 2, APR-JUN 2014, Pages 364-368 We present a refined parametric model for forecasting electricity demand which performed particularly well in the recent Global [...]

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