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 …

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 …

[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 …

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 map** (DSM) techniques have provided soil information that has
revolutionized soil management across multiple spatial extents and scales. DSM …

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 …

[КНИГА][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 …

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 …

Quantile correlations and quantile autoregressive modeling

G Li, Y Li, CL Tsai - Journal of the American Statistical Association, 2015 - Taylor & Francis
In this article, we propose two important measures, quantile correlation (QCOR) and quantile
partial correlation (QPCOR). We then apply them to quantile autoregressive (QAR) models …

Expectile and quantile regression—David and Goliath?

LS Waltrup, F Sobotka, T Kneib… - Statistical …, 2015 - journals.sagepub.com
Recent interest in modern regression modelling has focused on extending available (mean)
regression models by describing more general properties of the response distribution. An …