A prediction interval for a function-valued forecast model: Application to load forecasting (English)
- New search for: Antoniadis, Anestis
- New search for: Brossat, Xavier
- New search for: Cugliari, Jairo
- New search for: Poggi, Jean-Michel
- New search for: Antoniadis, Anestis
- New search for: Brossat, Xavier
- New search for: Cugliari, Jairo
- New search for: Poggi, Jean-Michel
In:
International Journal of Forecasting
;
32
, 3
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939-947
;
2015
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ISSN:
- Article (Journal) / Electronic Resource
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Title:A prediction interval for a function-valued forecast model: Application to load forecasting
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Contributors:Antoniadis, Anestis ( author ) / Brossat, Xavier ( author ) / Cugliari, Jairo ( author ) / Poggi, Jean-Michel ( author )
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Published in:International Journal of Forecasting ; 32, 3 ; 939-947
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Publisher:
- New search for: International Institute of Forecasters
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Publication date:2015-01-01
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Size:9 pages
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ISSN:
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DOI:
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Type of media:Article (Journal)
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Type of material:Electronic Resource
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Language:English
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Keywords:
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Source:
Table of contents – Volume 32, Issue 3
The tables of contents are generated automatically and are based on the data records of the individual contributions available in the index of the TIB portal. The display of the Tables of Contents may therefore be incomplete.
- 585
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Electric load forecasting with recency effect: A big data approachWang, Pu / Liu, Bidong / Hong, Tao et al. | 2016
- 598
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The relationship between model complexity and forecasting performance for computer intelligence optimization in financeGhandar, Adam / Michalewicz, Zbigniew / Zurbruegg, Ralf et al. | 2016
- 614
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Long-run restrictions and survey forecasts of output, consumption and investmentClements, Michael P. et al. | 2016
- 629
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A multilevel functional data method for forecasting population, with an application to the United KingdomShang, Han Lin / Smith, Peter W.F. / Bijak, Jakub / Wiśniowski, Arkadiusz et al. | 2016
- 650
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Getting the most out of macroeconomic information for predicting excess stock returnsÇakmaklı, Cem / van Dijk, Dick et al. | 2016
- 669
-
A new metric of absolute percentage error for intermittent demand forecastsKim, Sungil / Kim, Heeyoung et al. | 2016
- 680
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Aggregate versus disaggregate information in dynamic factor modelsAlvarez, Rocio / Camacho, Maximo / Perez-Quiros, Gabriel et al. | 2016
- 695
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Combining nearest neighbor predictions and model-based predictions of realized variance: Does it pay?Andrada-Félix, Julián / Fernández-Rodríguez, Fernando / Fuertes, Ana-Maria et al. | 2016
- 716
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Time varying biases and the state of the economyXie, Zixiong / Hsu, Shih-Hsun et al. | 2016
- 726
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Household forecasting: Preservation of age patternsKeilman, Nico et al. | 2016
- 736
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Nonlinear forecasting with many predictors using kernel ridge regressionExterkate, Peter / Groenen, Patrick J.F. / Heij, Christiaan / van Dijk, Dick et al. | 2016
- 754
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The forecast combination puzzle: A simple theoretical explanationClaeskens, Gerda / Magnus, Jan R. / Vasnev, Andrey L. / Wang, Wendun et al. | 2016
- 763
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Bayesian model averaging and principal component regression forecasts in a data rich environmentOuysse, Rachida et al. | 2016
- 788
-
Evaluating predictive count data distributions in retail sales forecastingKolassa, Stephan et al. | 2016
- 804
-
Central banks’ forecasts and their bias: Evidence, effects and explanationCharemza, Wojciech / Ladley, Daniel et al. | 2016
- 818
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Density forecasting using Bayesian global vector autoregressions with stochastic volatilityHuber, Florian et al. | 2016
- 838
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Forecasting food prices: The case of corn, soybeans and wheatAhumada, H. / Cornejo, M. et al. | 2016
- 849
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Uncertainty in forecasting inflation and monetary policy design: Evidence from the laboratoryPfajfar, Damjan / Žakelj, Blaž et al. | 2016
- 865
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Modeling and forecasting call center arrivals: A literature survey and a case studyIbrahim, Rouba / Ye, Han / L’Ecuyer, Pierre / Shen, Haipeng et al. | 2015
- 875
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In-sample confidence bands and out-of-sample forecast bands for time-varying parameters in observation-driven modelsBlasques, Francisco / Koopman, Siem Jan / Łasak, Katarzyna / Lucas, André et al. | 2016
- 888
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In-sample confidence bands and out-of-sample forecast bands for time-varying parameters: Some commentsForbes, Catherine Scipione et al. | 2016
- 891
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Comments on “In-sample confidence bands and out-of-sample forecast bands for time-varying parameters in observation driven models”Perron, Pierre / Xu, Jiawen et al. | 2016
- 893
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Rejoinder to the discussion “In-Sample Confidence Bands and Out-of-Sample Forecast Bands for Time-Varying Parameters in Observation-Driven Models”Blasques, Francisco / Koopman, Siem Jan / Łasak, Katarzyna / Lucas, André et al. | 2016
- 895
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Book reviewPavlidis, E. et al. | 2016
- 896
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Probabilistic energy forecasting: Global Energy Forecasting Competition 2014 and beyondHong, Tao / Pinson, Pierre / Fan, Shu / Zareipour, Hamidreza / Troccoli, Alberto / Hyndman, Rob J. et al. | 2016
- 914
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Probabilistic electric load forecasting: A tutorial reviewHong, Tao / Fan, Shu et al. | 2015
- 939
-
A prediction interval for a function-valued forecast model: Application to load forecastingAntoniadis, Anestis / Brossat, Xavier / Cugliari, Jairo / Poggi, Jean-Michel et al. | 2015
- 948
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Probabilistic anomaly detection in natural gas time series dataAkouemo, Hermine N. / Povinelli, Richard J. et al. | 2015
- 957
-
Probabilistic forecasting of electricity spot prices using Factor Quantile Regression AveragingMaciejowska, Katarzyna / Nowotarski, Jakub / Weron, Rafał et al. | 2014
- 966
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Probabilistic forecasting of hourly electricity prices in the medium-term using spatial interpolation techniquesBello, Antonio / Reneses, Javier / Muñoz, Antonio / Delgadillo, Andrés et al. | 2015
- 981
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Short-term probabilistic forecasting of wind speed using stochastic differential equationsIversen, Emil B. / Morales, Juan M. / Møller, Jan K. / Madsen, Henrik et al. | 2015
- 991
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Short-term density forecasting of wave energy using ARMA-GARCH models and kernel density estimationJeon, Jooyoung / Taylor, James W. et al. | 2015
- 1005
-
GEFCom2014 probabilistic electric load forecasting using time series and semi-parametric regression modelsDordonnat, V. / Pichavant, A. / Pierrot, A. et al. | 2015
- 1012
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GEFCom2014 probabilistic electric load forecasting: An integrated solution with forecast combination and residual simulationXie, Jingrui / Hong, Tao et al. | 2015
- 1017
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A hybrid model of kernel density estimation and quantile regression for GEFCom2014 probabilistic load forecastingHaben, Stephen / Giasemidis, Georgios et al. | 2015
- 1023
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Sequence of nonparametric models for GEFCom2014 probabilistic electric load forecastingMangalova, Ekaterina / Shesterneva, Olesya et al. | 2015
- 1029
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Lasso estimation for GEFCom2014 probabilistic electric load forecastingZiel, Florian / Liu, Bidong et al. | 2016
- 1038
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Additive models and robust aggregation for GEFCom2014 probabilistic electric load and electricity price forecastingGaillard, Pierre / Goude, Yannig / Nedellec, Raphaël et al. | 2015
- 1051
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A hybrid model for GEFCom2014 probabilistic electricity price forecastingMaciejowska, Katarzyna / Nowotarski, Jakub et al. | 2015
- 1057
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Multilayer perceptron for GEFCom2014 probabilistic electricity price forecastingDudek, Grzegorz et al. | 2015
- 1061
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Probabilistic gradient boosting machines for GEFCom2014 wind forecastingLandry, Mark / Erlinger, Thomas P. / Patschke, David / Varrichio, Craig et al. | 2016
- 1067
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K-nearest neighbors for GEFCom2014 probabilistic wind power forecastingMangalova, Ekaterina / Shesterneva, Olesya et al. | 2015
- 1074
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K-nearest neighbors and a kernel density estimator for GEFCom2014 probabilistic wind power forecastingZhang, Yao / Wang, Jianxue et al. | 2015
- 1081
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A semi-empirical approach using gradient boosting and -nearest neighbors regression for GEFCom2014 probabilistic solar power forecastingHuang, Jing / Perry, Matthew et al. | 2015
- 1087
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GEFCom2014: Probabilistic solar and wind power forecasting using a generalized additive tree ensemble approachNagy, Gábor I. / Barta, Gergő / Kazi, Sándor / Borbély, Gyula / Simon, Gábor et al. | 2016
- 1094
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A multiple quantile regression approach to the wind, solar, and price tracks of GEFCom2014Juban, Romain / Ohlsson, Henrik / Maasoumy, Mehdi / Poirier, Louis / Kolter, J. Zico et al. | 2016
- iv
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Editorial Board| 2016