Forecast combinations: An over 50-year review

X Wang, RJ Hyndman, F Li, Y Kang - International Journal of Forecasting, 2023 - Elsevier
Forecast combinations have flourished remarkably in the forecasting community and, in
recent years, have become part of mainstream forecasting research and activities …

Distributional regression for data analysis

N Klein - Annual Review of Statistics and Its Application, 2024 - annualreviews.org
Flexible modeling of how an entire distribution changes with covariates is an important yet
challenging generalization of mean-based regression that has seen growing interest over …

[HTML][HTML] Impact of macroeconomic news, regulation and hacking exchange markets on the volatility of bitcoin

Š Lyócsa, P Molnár, T Plíhal, M Širaňová - Journal of Economic Dynamics …, 2020 - Elsevier
We study whether news and sentiment about bitcoin regulation, the hacking of bitcoin
exchanges and scheduled macroeconomic news announcements affect the volatility of …

[图书][B] Regressionsmodelle

L Fahrmeir, T Kneib, S Lang - 2007 - Springer
Alle im vorigen Kapitel beschriebenen Problemstellungen besitzen eine wesentliche
Gemeinsamkeit: Eigenschaften einer Zielvariablen y sollen in Abhängigkeit von Kovariablen …

[图书][B] The Oxford handbook of panel data

BH Baltagi - 2015 - books.google.com
The Oxford Handbook of Panel Data examines new developments in the theory and
applications of panel data. It includes basic topics like non-stationary panels, co-integration …

Quantile regression as a generic approach for estimating uncertainty of digital soil maps produced from machine-learning

B Kasraei, B Heung, DD Saurette, MG Schmidt… - … Modelling & Software, 2021 - Elsevier
Digital soil mapping (DSM) techniques have provided soil information that has
revolutionized soil management across multiple spatial extents and scales. DSM …

Rage against the mean–a review of distributional regression approaches

T Kneib, A Silbersdorff, B Säfken - Econometrics and Statistics, 2023 - Elsevier
Distributional regression models that overcome the traditional focus on relating the
conditional mean of the response to explanatory variables and instead target either the …

Non-crossing nonlinear regression quantiles by monotone composite quantile regression neural network, with application to rainfall extremes

AJ Cannon - Stochastic environmental research and risk …, 2018 - Springer
The goal of quantile regression is to estimate conditional quantiles for specified values of
quantile probability using linear or nonlinear regression equations. These estimates are …

Beyond expectation: Deep joint mean and quantile regression for spatiotemporal problems

F Rodrigues, FC Pereira - IEEE transactions on neural …, 2020 - ieeexplore.ieee.org
Spatiotemporal problems are ubiquitous and of vital importance in many research fields.
Despite the potential already demonstrated by deep learning methods in modeling …

A multi-step probability density prediction model based on gaussian approximation of quantiles for offshore wind power

W Zhang, Y He, S Yang - Renewable Energy, 2023 - Elsevier
With the increasing utilization of offshore wind power, accurate prediction of offshore wind
power is crucial for preventive control and scheduling. In this paper, a new hybrid probability …