The following pages link to Forecast (Q19988):
Displaying 50 items.
- Optimal combination forecasts for hierarchical time series (Q125611) (← links)
- Retail store scheduling for profit (Q297364) (← links)
- Statistical emulators for pricing and hedging longevity risk products (Q320257) (← links)
- Heuristics for dynamic and stochastic inventory-routing (Q337178) (← links)
- Pricing reverse mortgages in Spain (Q362034) (← links)
- Analysis of event-based, single-server nonstationary simulation responses using classical time-series models (Q439566) (← links)
- Correcting and combining time series forecasters (Q470161) (← links)
- Swiss coherent mortality model as a basis for developing longevity de-risking solutions for Swiss pension funds: a practical approach (Q492652) (← links)
- Short-term load forecasting method based on fuzzy time series, seasonality and long memory process (Q518618) (← links)
- Nonparametric time series forecasting with dynamic updating (Q543446) (← links)
- A geostatistical approach for dynamic life tables: the effect of mortality on remaining lifetime and annuities (Q661256) (← links)
- Optimizing bicoid signal extraction (Q680427) (← links)
- Incorporating crossed classification credibility into the Lee-Carter model for multi-population mortality data (Q784458) (← links)
- Basic singular spectrum analysis and forecasting with R (Q1621374) (← links)
- Heuristic decision rules for short-term trading of renewable energy with co-located energy storage (Q1652308) (← links)
- Smoothed stationary bootstrap bandwidth selection for density estimation with dependent data (Q1658731) (← links)
- Fast computation of reconciled forecasts for hierarchical and grouped time series (Q1659352) (← links)
- The impact of special days in call arrivals forecasting: a neural network approach to modelling special days (Q1681423) (← links)
- Tactical sales forecasting using a very large set of macroeconomic indicators (Q1681509) (← links)
- High-dimensional time series prediction using kernel-based koopman mode regression (Q1696900) (← links)
- Long memory and changepoint models: a spectral classification procedure (Q1702010) (← links)
- Structural combination of seasonal exponential smoothing forecasts applied to load forecasting (Q1719624) (← links)
- On the evolution of the united kingdom price distributions (Q1728676) (← links)
- An algorithm for prior elicitation in dynamic Bayesian models for proportions with the logit link function (Q1739374) (← links)
- Forecasting with temporal hierarchies (Q1754013) (← links)
- Exploring the sources of uncertainty: why does bagging for time series forecasting work? (Q1754348) (← links)
- Application of wavelet decomposition in time-series forecasting (Q1782354) (← links)
- Forecasting air passenger traffic by support vector machines with ensemble empirical mode decomposition and slope-based method (Q1925502) (← links)
- An economic hybrid \(J_2\) analytical orbit propagator program based on SARIMA models (Q1954529) (← links)
- Noise-indicator nonnegative integer-valued autoregressive time series of the first order (Q1994032) (← links)
- Microforecasting methods for fresh food supply chain management: a computational study (Q1997065) (← links)
- A data-driven newsvendor problem: from data to decision (Q1999637) (← links)
- Forecasting \(\text{SO}_{2}\) pollution incidents by means of Elman artificial neural networks and ARIMA models (Q2015248) (← links)
- Analytics for labor planning in systems with load-dependent service times (Q2023944) (← links)
- Constructing dynamic life tables with a single-factor model (Q2026541) (← links)
- Retail sales forecasting with meta-learning (Q2028846) (← links)
- Elucidate structure in intermittent demand series (Q2028849) (← links)
- Using shared sell-through data to forecast wholesaler demand in multi-echelon supply chains (Q2028883) (← links)
- Forecasting Swiss exports using Bayesian forecast reconciliation (Q2030726) (← links)
- Interval forecasts based on regression trees for streaming data (Q2036138) (← links)
- Seasonal adjustment of daily time series (Q2046063) (← links)
- Robust omega ratio optimization using regular vines (Q2047199) (← links)
- A new measure of mortality differentials based on precedence probability (Q2066795) (← links)
- A new taxonomy for vector exponential smoothing and its application to seasonal time series (Q2079404) (← links)
- Frequency-based ensemble forecasting model for time series forecasting (Q2115049) (← links)
- Newsvendor problems: an integrated method for estimation and optimisation (Q2116868) (← links)
- Model selection in reconciling hierarchical time series (Q2127263) (← links)
- Series hybridization of parallel (SHOP) models for time series forecasting (Q2128720) (← links)
- Forecast with forecasts: diversity matters (Q2140152) (← links)
- Two filtering methods of forecasting linear and nonlinear dynamics of intensive longitudinal data (Q2152401) (← links)
