Results 31 to 40 of about 252,941 (311)

Order of operation for multi-stage post-processing of ensemble wind forecast trajectories [PDF]

Nonlinear Processes in Geophysics, 2020
With numerical weather prediction ensembles unable to produce sufficiently calibrated forecasts, statistical post-processing is needed to correct deterministic and probabilistic biases.
N. Schuhen
doaj   +1 more source

Developing and Comparing Different Strategies for Combining Probabilistic Photovoltaic Power Forecasts in an Ensemble Method

Energies, 2019
Accurate probabilistic forecasts of renewable generation are drivers for operational and management excellence in modern power systems and for the sustainable integration of green energy.
Antonio Bracale, Guido Carpinelli, Pasquale De Falco   +2 more
doaj   +1 more source

Combination Forecasts of Bond and Stock Returns: An Asset Allocation Perspective [PDF]

, 2012
We investigate the out-of-sample forecasting ability of the HML, SMB, momentum, short-term and long-term reversal factors along with their size and value decompositions on U.S.
A Abhyankar, A Goyal, C Neely, D B Keim, D K West, D K West, D L Thorton, D Rime, Della Corte, Della Corte, E D Rapach, E D Rapach, E D Rapach, E F Fama, E T Clark, Ekaterini Panopoulou, F E Fama, H J Stock, J Fleming, J Goh, J H Cochrane, J Y Campbell, J Y Campbell, J Y Campbell, K W Newey, M Aiol?, M I Ferreira, S C Ludvigson, S C Ludvigson, Sotiria Plastira, T Dangl, W Goetzmann, X F Diebond   +32 more
core   +1 more source

The challenge of forecasting high streamflows 1–3 months in advance with lagged climate indices in southeast Australia [PDF]

Natural Hazards and Earth System Sciences, 2014
Skilful forecasts of high streamflows a month or more in advance are likely to be of considerable benefit to emergency services and the broader community. This is particularly true for mesoscale catchments (< 2000 km2) with little or no seasonal snowmelt,
J. C. Bennett, Q. J. Wang, P. Pokhrel, D. E. Robertson   +3 more
doaj   +1 more source

On the Combination of Physical Parameterization Schemes for Tropical Cyclone Track and Intensity Forecasts in the Context of Uncertainty

Journal of Advances in Modeling Earth Systems, 2023
The selection of physical parameterization schemes for tropical cyclone (TC) forecasts has required a substantial amount of effort. In general, the evaluation of physical parameterization schemes and their combined performance was based solely on the ...
Xuan Wang, Zhe‐Min Tan
doaj   +1 more source

Linear combination of forecasts with numerical adjustment via MINIMAX non-linear programming

GEPROS: Gestão da Produção, Operações e Sistemas, 2016
This paper proposes a linear combination of forecasts obtained from three forecasting methods (namely, ARIMA, Exponential Smoothing and Artificial Neural Networks) whose adaptive weights are determined via a multi-objective non-linear programming ...
Jairo Marlon Corrêa, Anselmo Chaves Neto, Luiz Albino Teixeira Júnior, Edgar Manuel Carreño, Álvaro Eduardo Faria   +4 more
doaj   +1 more source

Decision Fusion for Stock Market Prediction: A Systematic Review

IEEE Access, 2022
Stock market prediction based on machine or deep learning is an essential topic in the financial community. Typically, models with different structures or initializations provide different forecasts of the same response variable.
Cheng Zhang, Nilam N. A. Sjarif, Roslina B. Ibrahim   +2 more
doaj   +1 more source

Forecasting Distributions with Experts Advice [PDF]

, 2006
This paper considers forecasts of the distribution of data whose distribution function is possibly time varying. The forecast is achieved via time varying combinations of experts’ forecasts.
Sancetta, Alessio
core   +2 more sources

Combining inflation density forecasts [PDF]

Journal of Forecasting, 2010
AbstractIn this paper, we empirically evaluate competing approaches for combining inflation density forecasts in terms of Kullback–Leibler divergence. In particular, we apply a similar suite of models to four different datasets and aim at identifying combination methods that perform well throughout different series and variations of the model suite. We
Kascha, Christian, Ravazzolo, Francesco
openaire   +4 more sources

Forecast Combination under Heavy-Tailed Errors

Econometrics, 2015
Forecast combination has been proven to be a very important technique to obtain accurate predictions for various applications in economics, finance, marketing and many other areas.
Gang Cheng, Sicong Wang, Yuhong Yang
doaj   +1 more source