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International journal of forecasting

MEDLINE

中文名称：国际预测杂志

ISSN：0169-2070
出版周期：Three issues yearly

发文量：1102

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1.Forecasting and trading on the ⅥⅩ futures market: A neural network approach based on open to close returns and coincident indicators

机译：六期货市场的预测和交易：基于开盘-收盘收益和同步指标的神经网络方法
- 作者：Ballestra Luca Vincenzo;Guizzardi Andrea;Palladini Fabio
- 期刊名称：《International journal of forecasting》 | 2019年第4期
- VIX;
- VIX futures;
- Forecasting;
- Coincident indicators;
- Trading strategies;
- Weak efficiency;
2.A hybrid method of exponential smoothing and recurrent neural networks for time series forecasting

机译：时间序列预测的指数平滑和递归神经网络混合方法
- 作者：Smyl Slawek
- 期刊名称：《International journal of forecasting》 | 2020年第1期
3.Monthly forecasting of GDP with mixed-frequency multivariate singular spectrum analysis

机译：混合频率多元奇异谱分析的GDP月度预测
- 作者：Hassani Hossein;Rua Antonio;Silva Emmanuel Sirimal;Thomakos Dimitrios
- 期刊名称：《International journal of forecasting》 | 2019年第4期
- Multivariate SSA;
- Mixed-frequency;
- GDP;
- Industrial production;
- Forecasting;
4.FFORMA: Feature-based forecast model averaging

机译：FFORMA：基于特征的预测模型平均
- 作者：Montero-Manso Pablo;Athanasopoulos George;Hyndman Rob J.;Talagala Thiyanga S.
- 期刊名称：《International journal of forecasting》 | 2020年第1期
- Time series features;
- Forecast combination;
- XGBoost;
- M4 competition;
- Meta-learning;
5.Ordinal-response GARCH models for transaction data: A forecasting exercise

机译：交易数据的顺序响应GARCH模型：一项预测练习
- 作者：Dimitrakopoulos Stefanos;Tsionas Mike
- 期刊名称：《International journal of forecasting》 | 2019年第4期
- Conditional heteroscedasticity;
- In-mean effects;
- Leverage;
- Markov chain Monte Carlo;
- Moving average;
- Ordinal responses;
6.Weighted ensemble of statistical models

机译：统计模型的加权集合
- 作者：Pawlikowski Maciej;Chorowska Agata
- 期刊名称：《International journal of forecasting》 | 2020年第1期
- Combining forecasts;
- Time series;
- Automatic forecasting;
- Time series clustering;
- Forecasting competitions;
7.A hybrid machine learning model for forecasting a billing period's peak electric load days

机译：用于预测计费周期的高峰用电天数的混合机器学习模型
- 作者：Saxena Harshit;Aponte Omar;McConky Katie T.
- 期刊名称：《International journal of forecasting》 | 2019年第4期
- Energy forecasting;
- Demand forecasting;
- Combining forecasts;
- ARIMA models;
- Neural Networks;
- Regression;
8.Forecasting of density functions with an application to cross-sectional and intraday returns

机译：预测横截面和日内收益率的密度函数
- 作者：Kokoszka Piotr;Miao Hong;Petersen Alexander;Shang Han Lin
- 期刊名称：《International journal of forecasting》 | 2019年第4期
9.A novel cluster HAR-type model for forecasting realized volatility

机译：预测已实现波动性的新型集群HAR型模型
- 作者：Yao Xingzhi;Izzeldin Marwan;Li Zhenxiong
- 期刊名称：《International journal of forecasting》 | 2019年第4期
- Heterogeneous autoregressive model;
- Clustering;
- Lasso;
- Realized volatility;
- Volatility forecast;
10.Heterogeneous component multiplicative error models for forecasting trading volumes

机译：用于预测交易量的异构成分乘性误差模型
- 作者：Naimoli Antonio;Storti Giuseppe
- 期刊名称：《International journal of forecasting》 | 2019年第4期
- Intra-daily trading volume;
- Dynamic component models;
- Long-range dependence;
- Forecasting;
- MIDAS;
11.Adaptive learning forecasting, with applications in forecasting agricultural prices

机译：自适应学习预测及其在农产品价格预测中的应用
- 作者：Kyriazi Foteini;Thomakos Dimitrios D.;Guerard John B.
- 期刊名称：《International journal of forecasting》 | 2019年第4期
- Adaptive learning;
- Agricultural prices;
- Forecasting methods;
- theta-forecast;
- Model averaging;
- Real GDP growth;
12.Questioning the news about economic growth: Sparse forecasting using thousands of news-based sentiment values

机译：对有关经济增长的新闻提出质疑：使用数千种基于新闻的情感价值进行稀疏预测
- 作者：Ardia David;Bluteau Keven;Boudt Kris
- 期刊名称：《International journal of forecasting》 | 2019年第4期
- Elastic net;
- Sentiment analysis;
- Time series aggregation;
- Topic-sentiment;
- US industrial production;
- Sentometrics;
13.Fiscal Surprises at the FOMC

机译：联邦公开市场委员会的财政惊喜
- 作者：Croushore Dean;van Norden Simon
- 期刊名称：《International journal of forecasting》 | 2019年第4期
- Fiscal policy;
- Deficits;
- Forecasting;
- FOMC;
- Greenbook;
14.Energy forecasting in the big data world

机译：大数据世界中的能源预测
- 作者：Hong Tao;Pinson Pierre
- 期刊名称：《International journal of forecasting》 | 2019年第4期
15.A new approach for detecting shifts in forecast accuracy

机译：检测预测准确性变化的新方法
- 作者：Chiu Ching-Wai (Jeremy);Hayes Simon;Kapetanios George;Theodoridis Konstantinos
- 期刊名称：《International journal of forecasting》 | 2019年第4期
16.Global energy forecasting competition 2017: Hierarchical probabilistic load forecasting

机译：2017年全球能源预测大赛：分层概率负荷预测
- 作者：Hong Tao;Xie Jingrui;Black Jonathan
- 期刊名称：《International journal of forecasting》 | 2019年第4期
- Load forecasting;
- Hierarchical forecasting;
- Forecasting competition;
- Energy forecasting;
- Probabilistic forecasting;
17.Asymmetry in unemployment rate forecast errors

机译：失业率预测误差不对称
- 作者：Galbraith John W.;van Norden Simon
- 期刊名称：《International journal of forecasting》 | 2019年第4期
- Asymmetry;
- Forecast efficiency;
- Survey of professional forecasters;
- FOMC;
- Greenbook;
- Unemployment rate;
18.Quantile regression for the qualifying match of GEFCom2017 probabilistic load forecasting

机译：GEFCom2017概率负荷预测资格赛的分位数回归
- 作者：Ziel Florian
- 期刊名称：《International journal of forecasting》 | 2019年第4期
- Load forecasting;
- Probabilistic forecasting;
- Quantile regression;
- Periodic pattern;
- Seasonal interaction;
- Long-term trend;
- GEFCom;
19.Evaluating the conditionality of judgmental forecasts

机译：评估判断性预测的条件
- 作者：Berge Travis J.;Chang Andrew C.;Sinha Nitish R.
- 期刊名称：《International journal of forecasting》 | 2019年第4期
20.Neural networks for GEFCom2017 probabilistic load forecasting

机译：用于GEFCom2017概率负载预测的神经网络
- 作者：Dimoulkas I.;Mazidi P.;Herre L.
- 期刊名称：《International journal of forecasting》 | 2019年第4期
- GEFCom2017;
- Probabilistic load forecasting;
- Neural networks;
- Temperature scenarios;
- Feature selection;
21.Predicting relative forecasting performance: An empirical investigation

机译：预测相对预测效果：一项实证研究
- 作者：Granziera Eleonora;Sekhposyan Tatevik
- 期刊名称：《International journal of forecasting》 | 2019年第4期
- Conditional predictive ability;
- Model selection;
- Model averaging;
- Inflation forecasts;
- Output growth forecasts;
22.Mind the gap: A multi-country BVAR benchmark for the Eurosystem projections

机译：留意差距：针对欧元体系预测的多国BVAR基准
- 作者：Angelini Elena;Lalik Magdalena;Lenza Michele;Paredes Joan
- 期刊名称：《International journal of forecasting》 | 2019年第4期
- Multi-country model;
- Cross-checking;
- Conditional forecast;
- Euro area;
- Density forecast judgement;
23.Machine learning methods for GEFCom2017 probabilistic load forecasting

机译：GEFCom2017概率负载预测的机器学习方法
- 作者：Smyl Slawek;Hua N. Grace
- 期刊名称：《International journal of forecasting》 | 2019年第4期
24.An ensemble approach to GEFCom2017 probabilistic load forecasting

机译：GEFCom2017概率负载预测的整体方法
- 作者：Landgraf Andrew J.
- 期刊名称：《International journal of forecasting》 | 2019年第4期
- Electricity;
- Energy forecasting;
- Ensemble;
- Forecasting competitions;
- Quantile regression;
25.Forecasting the UK economy with a medium-scale Bayesian VAR

机译：使用中等规模的贝叶斯VAR预测英国经济
- 作者：Domit Silvia;Monti Francesca;Sokol Andrej
- 期刊名称：《International journal of forecasting》 | 2019年第4期
- Macroeconomic forecasting;
- Bayesian methods;
- Vector autoregression models;
- Econometric models;
- Inflation forecasting;
26.Reconciled boosted models for GEFCom2017 hierarchical probabilistic load forecasting

机译：用于GEFCom2017分层概率负载预测的协调提升模型
- 作者：Roach Cameron
- 期刊名称：《International journal of forecasting》 | 2019年第4期
27.Machine learning for regularized survey forecast combination: Partially-egalitarian LASSO and its derivatives

机译：机器学习以实现正则化的调查预测组合：部分平等的LASSO及其衍生物
- 作者：Diebold Francis X.;Shin Minchul
- 期刊名称：《International journal of forecasting》 | 2019年第4期
- Forecast combination;
- Forecast surveys;
- Shrinkage;
- Model selection;
- LASSO;
- Regularization;
28.Forecasting economic activity with mixed frequency BVARs

机译：使用混合频率BVAR预测经济活动
- 作者：Brave Scott A.;Butters R. Andrew;Justiniano Alejandro
- 期刊名称：《International journal of forecasting》 | 2019年第4期
- Mixed frequency;
- Bayesian VAR;
- Real-time data;
- Nowcasting;
- Forecasting;
- Economic activity;
29.Financial nowcasts and their usefulness in macroeconomic forecasting

机译：金融临近预报及其在宏观经济预测中的作用
- 作者：Knotek Edward S. II;Zaman Saeed
- 期刊名称：《International journal of forecasting》 | 2019年第4期
- Conditional forecasting;
- Nowcasting;
- Bayesian VARs;
- Mixed-frequency models;
- Real-time data;
30.Data visualization and forecast combination for probabilistic load forecasting in GEFCom2017 final match

机译：数据可视化和预测组合，用于GEFCom2017决赛中的概率负荷预测
- 作者：de Hoog Julian;Abdulla Khalid
- 期刊名称：《International journal of forecasting》 | 2019年第4期
31.Data preprocessing and quantile regression for probabilistic load forecasting in the GEFCom2017 final match

机译：数据预处理和分位数回归用于GEFCom2017决赛中的概率负荷预测
- 作者：Kanda Isao;Veguillas J. M. Quintana
- 期刊名称：《International journal of forecasting》 | 2019年第4期
- Electricity load;
- GEFCom2017;
- Generalized additive method;
- Probabilistic forecast;
- Quantile regression;
32.A combination-based forecasting method for the M4-competition

机译：基于组合的M4竞争预测方法
- 作者：Jaganathan Srihari;Prakash P. K. S.
- 期刊名称：《International journal of forecasting》 | 2020年第1期
- M competition;
- Forecasting competitions;
- Combining forecasts;
- Time series forecasting;
- M4;
33.Short term load forecasting and the effect of temperature at the low voltage level

机译：短期负荷预测以及低电压水平下温度的影响
- 作者：Haben Stephen;Giasemidis Georgios;Ziel Florian;Arora Siddharth
- 期刊名称：《International journal of forecasting》 | 2019年第4期
- Probabilistic load forecasting;
- Low voltage networks;
- Temperature effects;
- Short term load forecasting;
34.M4 competition: What's next?

机译：M4比赛：接下来是什么？
- 作者：Onkal Dilek
- 期刊名称：《International journal of forecasting》 | 2020年第1期
35.GROEC: Combination method via Generalized Rolling Origin Evaluation

机译：GROEC：通过广义轧制原点评估的组合方法
- 作者：Fiorucci Jose Augusto;Louzada Francisco
- 期刊名称：《International journal of forecasting》 | 2020年第1期
- M4 competition;
- Forecast combination;
- Theta models;
- ARIMA models;
- Exponential smoothing;
36.Online adaptive lasso estimation in vector autoregressive models for high dimensional wind power forecasting

机译：矢量自回归模型中高维风电功率预测的在线自适应套索估计
- 作者：Messner Jakob W.;Pinson Pierre
- 期刊名称：《International journal of forecasting》 | 2019年第4期
- Energy forecasting;
- Multivariate time series;
- Model selection;
37.Why the 'best' point forecast depends on the error or accuracy measure

机译：为什么“最佳”点预测取决于误差或准确性度量
- 作者：Kolassa Stephan
- 期刊名称：《International journal of forecasting》 | 2020年第1期
38.A simple combination of univariate models

机译：单变量模型的简单组合
- 作者：Petropoulos Fotios;Svetunkov Ivan
- 期刊名称：《International journal of forecasting》 | 2020年第1期
- M4-competition;
- ETS;
- ARIMA;
- Theta method;
- Complex exponential smoothing;
- Median combination;
39.Operational solar forecasting for the real-time market

机译：实时市场的运营太阳能预测
- 作者：Yang Dazhi;Wu Elynn;Kleissl Jan
- 期刊名称：《International journal of forecasting》 | 2019年第4期
- Solar forecasting;
- Ensemble;
- Numerical weather prediction;
- Operational forecasting;
- Real-time market;
40.Correlation analysis of forecasting methods: The case of the M4 competition

机译：预测方法的相关性分析：以M4竞赛为例
- 作者：Agathangelou Pantelis;Trihinas Demetris;Katakis Ioannis
- 期刊名称：《International journal of forecasting》 | 2020年第1期
- Forecasting;
- M4;
- Makridakis;
- Machine learning;
- Statistics;
41.Fast and accurate yearly time series forecasting with forecast combinations

机译：利用预测组合快速准确地进行年度时间序列预测
- 作者：Shaub David
- 期刊名称：《International journal of forecasting》 | 2020年第1期
- Automatic forecasting;
- Combining forecasts;
- Evaluating forecasts;
- Forecasting competitions;
- Software;
42.Responses to discussions and commentaries

机译：对讨论和评论的回应
- 作者：Makridakis Spyros;Spiliotis Evangelos;Assimakopoulos Vassilios
- 期刊名称：《International journal of forecasting》 | 2020年第1期
43.On the importance of the long-term seasonal component in day-ahead electricity price forecasting with NARX neural networks

机译：使用NARX神经网络预测长期电价成分在日前电价预测中的重要性
- 作者：Marcjasz Grzegorz;Uniejewski Bartosz;Weron Rafal
- 期刊名称：《International journal of forecasting》 | 2019年第4期
- Electricity spot price;
- Forecasting;
- Day-ahead market;
- Long-term seasonal component;
- NARX neural network;
- Committee machine;
44.Correlated daily time series and forecasting in the M4 competition

机译：M4竞赛中相关的每日时间序列和预测
- 作者：Ingel Anti;Shahroudi Novin;Kangsepp Markus;Tattar Andre;Komisarenko Viacheslav;Kull Meelis
- 期刊名称：《International journal of forecasting》 | 2020年第1期
- Forecasting competitions;
- Time series;
- Correlation;
- Data leakage;
- Ensembling;
45.The M4 competition: Conclusions

机译：M4竞赛：结论
- 作者：Makridakis Spyros;Petropoulos Fotios
- 期刊名称：《International journal of forecasting》 | 2020年第1期
46.Understanding intraday electricity markets: Variable selection and very short-term price forecasting using LASSO

机译：了解日内电力市场：使用LASSO进行变量选择和非常短期的价格预测
- 作者：Uniejewski Bartosz;Marcjasz Grzegorz;Weron Rafai
- 期刊名称：《International journal of forecasting》 | 2019年第4期
- Intraday electricity market;
- Variable selection;
- Price forecasting;
- LASSO;
- ARX model;
- Diebold-Mariano test;
- Trading strategy;
47.Card forecasts for M4

机译：M4卡预测
- 作者：Doornik Jurgen A.;Castle Jennifer L.;Hendry David F.
- 期刊名称：《International journal of forecasting》 | 2020年第1期
- Automatic forecasting;
- Calibration;
- Forecast intervals;
- Regression;
- M4;
- Seasonality;
- Software;
- Time series;
- Unit roots;
48.Text-based crude oil price forecasting: A deep learning approach

机译：基于文本的原油价格预测：一种深度学习方法
- 作者：Li Xuerong;Shang Wei;Wang Shouyang
- 期刊名称：《International journal of forecasting》 | 2019年第4期
- Oil price forecasting;
- Financial markets;
- Online news;
- Text analysis;
- Convolutional neural network;
49.Forecasting the M4 competition weekly data: Forecast Pro's winning approach

机译：预测M4竞赛每周数据：Forecast Pro的制胜法
- 作者：Darin Sarah Goodrich;Stellwagen Eric
- 期刊名称：《International journal of forecasting》 | 2020年第1期
50.Editorial: Central bank forecasting

机译：社论：中央银行预测
- 作者：Giannone Domenico;Kapetanios George;McCracken Michael W.
- 期刊名称：《International journal of forecasting》 | 2019年第4期
51.Why do some combinations perform better than others?

机译：为什么某些组合的效果要好于其他组合？
- 作者：Lichtendahl Kenneth C. Jr.;Winkler Robert L.
- 期刊名称：《International journal of forecasting》 | 2020年第1期
52.Gauging the uncertainty of the economic outlook using historical forecasting errors: The Federal Reserve's approach

机译：使用历史预测误差来衡量经济前景的不确定性：美联储的做法
- 作者：Reifschneider David;Tulip Peter
- 期刊名称：《International journal of forecasting》 | 2019年第4期
53.Machine learning in M4: What makes a good unstructured model?

机译：M4中的机器学习：什么才是好的非结构化模型？
- 作者：Barker Jocelyn
- 期刊名称：《International journal of forecasting》 | 2020年第1期
54.The M4 forecasting competition - A practitioner's view

机译：M4预测比赛-从业者的观点
- 作者：Fry Chris;Brundage Michael
- 期刊名称：《International journal of forecasting》 | 2020年第1期
55.The value added by machine learning approaches in forecasting

机译：机器学习方法在预测中增加的价值
- 作者：Gilliland Michael
- 期刊名称：《International journal of forecasting》 | 2020年第1期
56.Criteria for classifying forecasting methods

机译：预测方法的分类标准
- 作者：Januschowski Tim;Gasthaus Jan;Wang Yuyang;Salinas David;Flunkert Valentin;Bohlke-Schneider Michael;Callot Laurent
- 期刊名称：《International journal of forecasting》 | 2020年第1期
57.Combining prediction intervals in the M4 competition

机译：在M4比赛中组合预测间隔
- 作者：Grushka-Cockayne Yael;Jose Victor Richmond R.
- 期刊名称：《International journal of forecasting》 | 2020年第1期
- Hit rates;
- Interval combination methods;
- Forecasting;
- Calibration;
- Mean scaled interval score;
- Interior trimming;
- Overconfidence;
58.Learning from forecasting competitions

机译：从预测比赛中学习
- 作者：Fildes Robert
- 期刊名称：《International journal of forecasting》 | 2020年第1期
59.Performance measurement in the M4 Competition: Possible future research

机译：M4竞赛中的绩效评估：未来可能的研究
- 作者：Goodwin Paul
- 期刊名称：《International journal of forecasting》 | 2020年第1期
60.Forecasting with high frequency data: M4 competition and beyond

机译：高频数据预测：M4竞争及超越
- 作者：Hong Tao
- 期刊名称：《International journal of forecasting》 | 2020年第1期
61.Data adjustments, overfitting and representativeness

机译：数据调整，过度拟合和代表性
- 作者：Ord Keith
- 期刊名称：《International journal of forecasting》 | 2020年第1期
62.Why does forecast combination work so well?

机译：为什么预测组合如此有效？
- 作者：Atiya Amir F.
- 期刊名称：《International journal of forecasting》 | 2020年第1期
63.Comments on M4 competition

机译：对M4比赛的评论
- 作者：Bontempi Gianluca
- 期刊名称：《International journal of forecasting》 | 2020年第1期
64.On the M4.0 forecasting competition: Can you tell a 4.0 earthquake from a 3.0?

机译：在M4.0预测竞赛中：您能从3.0告诉4.0地震吗？
- 作者：Nikolopoulos Konstantinos;Thomakos Dimitrios D.;Katsagounos Ilias;Alghassab Waleed
- 期刊名称：《International journal of forecasting》 | 2020年第1期
65.Macroeconomic news and market reaction: Surprise indexes meet nowcasting

机译：宏观经济新闻和市场反应：意外指数临近预期
- 作者：Caruso Alberto
- 期刊名称：《International journal of forecasting》 | 2019年第4期
- Macroeconomic news;
- Macroeconomic forecasting;
- Surveys;
- Dynamic factor model;
- Asset prices;
66.Forecasting economic time series using score-driven dynamic models with mixed-data sampling

机译：使用分数驱动的动态模型和混合数据采样来预测经济时间序列
- 作者：Gorgi Paolo;Koopman Siem Jan;Li Mengheng
- 期刊名称：《International journal of forecasting》 | 2019年第4期
67.Assessing the uncertainty in central banks' inflation outlooks

机译：评估央行通胀前景的不确定性
- 作者：Knueppel Malte;Schultefrankenfeld Guido
- 期刊名称：《International journal of forecasting》 | 2019年第4期
- Density forecasts;
- Fan charts;
- Forecast optimality;
- Forecast accuracy;
- Volatility forecasting;
68.DSGE forecasts of the lost recovery

机译：DSGE对恢复损失的预测
- 作者：Cai Michael;Del Negro Marco;Giannoni Marc P.;Gupta Abhi;Li Pearl;Moszkowski Erica
- 期刊名称：《International journal of forecasting》 | 2019年第4期
- DSGE models;
- Real-time forecasts;
- Great recession;
- Financial frictions;
69.Residential investment and recession predictability

机译：住宅投资和衰退的可预测性
- 作者：Aastveit Knut Are;Anundsen Andre K.;Herstad Eyo I.
- 期刊名称：《International journal of forecasting》 | 2019年第4期
- Recession predictability;
- Housing;
- Leading indicators;
- Real-time data;
- Panel data;
70.Implied volatility term structure and exchange rate predictability

机译：隐含波动率期限结构和汇率可预测性
- 作者：Haas Ornelas Jose Renato;Mauad Roberto Baltieri
- 期刊名称：《International journal of forecasting》 | 2019年第4期
- Exchange rate predictability;
- Implied volatility;
- Risk premium;
- Volatility slope;
- Volatility term structure;
71.Forecasting GDP growth with NIPA aggregates: In search of core GDP

机译：使用NIPA总量预测GDP增长：寻找核心GDP
- 作者：Garciga Christian;Knotek Edward S. II
- 期刊名称：《International journal of forecasting》 | 2019年第4期
- Forecasts;
- GDP;
- GDI;
- Real-time data;
- Survey of professional forecasters;
- Consumption;
72.Editorial

机译：社论
- 期刊名称：《International journal of forecasting》 | 2020年第2期
73.Forecasting inflation with online prices

机译：在线价格预测通胀
- 期刊名称：《International journal of forecasting》 | 2020年第2期
- Inflation forecasting;
- Online prices;
- Survey of professional forecast;
- High frequency;
- Monthly forecast;
- Quarterly forecast;
74.Predicting loss given default in leasing: A closer look at models and variable selection

机译：预测租赁中默认的损失：仔细研究模型和变量选择
- 期刊名称：《International journal of forecasting》 | 2020年第2期
- Loss given default;
- Forecasting;
- Variable selection methods;
- Leasing;
- Machine learning;
75.Macroeconomic forecasting using approximate factor models with outliers

机译：使用具有离群值的近似因子模型进行宏观经济预测
- 期刊名称：《International journal of forecasting》 | 2020年第2期
- Approximate factor model;
- Macroeconomic forecast;
- Multivariate time series;
- Outlier;
- Principal component analysis;
76.Forecasting bulk prices of Bordeaux wines using leading indicators

机译：使用领先指标预测波尔多葡萄酒的散装价格
- 期刊名称：《International journal of forecasting》 | 2020年第2期
- Price forecasting;
- Agriculture;
- Error correction models;
- Kalman filter;
- ARIMA models;
- Combining forecasts;
77.Probabilistic energy forecasting using the nearest neighbors quantile filter and quantile regression

机译：使用最近邻分位数滤波器和分位数回归进行概率能量预测
- 期刊名称：《International journal of forecasting》 | 2020年第2期
- Forecasting;
- Energy;
- Quantile regression;
- Nearest neighbors;
- Data-driven modeling;
- Energy Lab 2.0;
- Data mining;
78.Temperature anomaly detection for electric load forecasting

机译：温度异常检测，用于电力负荷预测
- 期刊名称：《International journal of forecasting》 | 2020年第2期
79.The impact of sentiment and attention measures on stock market volatility

机译：情绪和注意措施对股市波动的影响
- 期刊名称：《International journal of forecasting》 | 2020年第2期
- Investor sentiment;
- Investor attention;
- Volatility prediction;
- Realized volatility;
- High-dimensional regression;
80.High-frequency credit spread information and macroeconomic forecast revision

机译：高频信贷利差信息和宏观经济预测修正
- 期刊名称：《International journal of forecasting》 | 2020年第2期
- Forecast revision;
- GDP forecast;
- Credit spread;
- High-frequency data;
- Mixed data sampling (MIDAS);
81.Combining survey long-run forecasts and nowcasts with BVAR forecasts using relative entropy

机译：使用相对熵将调查的长期预测和临近预报与BVAR预测相结合
- 期刊名称：《International journal of forecasting》 | 2020年第2期
- Relative entropy;
- Survey forecasts;
- Structural change;
- Density forecasts;
- VARs;
82.The term structure of volatility predictability

机译：波动率可预测性的期限结构
- 期刊名称：《International journal of forecasting》 | 2020年第2期
83.Probabilistic forecasting of heterogeneous consumer transaction-sales time series

机译：异构消费者交易-销售时间序列的概率预测
- 期刊名称：《International journal of forecasting》 | 2020年第2期
84.Oil price shocks and economic growth: The volatility link

机译：石油价格冲击与经济增长：波动链接
- 期刊名称：《International journal of forecasting》 | 2020年第2期
- Bayes factors;
- Predictive likelihoods;
- Nonlinear dynamics;
- Density forecast;
- MCMC;
85.An empirical investigation of water consumption forecasting methods

机译：耗水量预测方法的实证研究
- 期刊名称：《International journal of forecasting》 | 2020年第2期
- Water consumption;
- Water management;
- Time series forecasting;
- Prediction intervals;
- Neural networks;
86.Five dimensions of the uncertainty-disagreement linkage

机译：不确定性-分歧链接的五个维度
- 期刊名称：《International journal of forecasting》 | 2020年第2期
- Uncertainty;
- Disagreement;
- Survey of Professional Forecasters;
- Point forecasts;
- Density forecasts;
87.Trading and non-trading period realized market volatility: Does it matter for forecasting the volatility of US stocks?

机译：交易和非交易期实现的市场波动：预测美国股票的波动是否重要？
- 期刊名称：《International journal of forecasting》 | 2020年第2期
- High frequency data;
- Realized volatility;
- Overnight volatility;
- Forecasting;
- Market risk;
88.A functional time series analysis of forward curves derived from commodity futures

机译：商品期货衍生的远期曲线的功能时间序列分析
- 期刊名称：《International journal of forecasting》 | 2020年第2期
89.Model-based pre-election polling for national and sub-national outcomes in the US and UK

机译：基于模型的选举前民意调查，用于美国和英国的国家和次国家级选举结果
- 期刊名称：《International journal of forecasting》 | 2020年第2期
- Election forecasting;
- Polling;
- UK politics;
- US politics;
- Multilevel regression and stratification;
90.Forecasting commodity prices out-of-sample: Can technical indicators help?

机译：预测商品价格超出样本：技术指标可以提供帮助吗？
- 期刊名称：《International journal of forecasting》 | 2020年第2期
- Forecasting;
- Commodity price;
- Technical indicators;
- Predictive regression;
- Forecast combination;
91.Forecasting election results by studying brand importance in online news

机译：通过研究在线新闻中的品牌重要性来预测选举结果
- 期刊名称：《International journal of forecasting》 | 2020年第2期
- Election forecasting;
- Semantic brand score;
- Social network analysis;
- Text mining;
- Online news;
- Big data;
92.Forecasting stock price volatility: New evidence from the GARCH-MIDAS model

机译：预测股价波动：来自GARCH-MIDAS模型的新证据
- 期刊名称：《International journal of forecasting》 | 2020年第2期
- Stock market;
- GARCH-MIDAS;
- Out-of-sample forecasts;
- Volatility forecasting;
- Forecasting evaluation;
93.Forecast combinations for value at risk and expected shortfall

机译：预测风险价值和预期缺口的组合
- 期刊名称：《International journal of forecasting》 | 2020年第2期
- Value at risk;
- Expected shortfall;
- Combining;
- Elicitability;
- Scoring functions;
94.Rethinking weather station selection for electric load forecasting using genetic algorithms

机译：使用遗传算法对气象站选择进行电力负荷预测的重新思考
- 期刊名称：《International journal of forecasting》 | 2020年第2期
95.Are betting returns a useful measure of accuracy in (sports) forecasting?

机译：投注收益是衡量（体育）预测准确性的有用方法吗？
- 期刊名称：《International journal of forecasting》 | 2020年第2期
- Sports forecasting;
- Error measures;
- Betting market;
- Betting odds;
- Betting returns;
- Market efficiency;
- Profitability of forecasts;
- Statistical measures;
- Economic measures;
- Simulation;
96.Forecasting from others' experience: Bayesian estimation of the generalized Bass model

机译：根据他人的经验进行预测：广义Bass模型的贝叶斯估计
- 期刊名称：《International journal of forecasting》 | 2020年第2期
- Bayesian estimation;
- Diffusion;
- Forecast by analogy;
- Generalized Bass model;
- Pre-launch forecast;
97.Probabilistic electricity price forecasting with NARX networks: Combine point or probabilistic forecasts?

机译：使用NARX网络的概率电价预测：结合点还是概率预测？
- 期刊名称：《International journal of forecasting》 | 2020年第2期
98.Crime prediction by data-driven Green's function method

机译：数据驱动格林函数法的犯罪预测
- 期刊名称：《International journal of forecasting》 | 2020年第2期
99.Semi-parametric dynamic asymmetric Laplace models for tail risk forecasting, incorporating realized measures

机译：半参数动态不对称拉普拉斯模型，用于尾部风险预测，并结合已实现的措施
- 期刊名称：《International journal of forecasting》 | 2020年第2期
- Realized variance;
- Realized range;
- Semi-parametric;
- Markov chain Monte Carlo;
- Value-at-Risk;
- Expected shortfall;
100.Improved recession dating using stock market volatility

机译：利用股市波动改善衰退年代
- 期刊名称：《International journal of forecasting》 | 2020年第2期
- Business cycle;
- Turning point;
- Stock return volatility;
- Real time;
- Recessions;

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