Chen, Qitong; Hong, Yongmiao; Li, Haiqi Time-varying forecast combination for factor-augmented regressions with smooth structural changes. (English) Zbl 07822323 J. Econom. 240, No. 1, Article ID 105693, 19 p. (2024). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{Q. Chen} et al., J. Econom. 240, No. 1, Article ID 105693, 19 p. (2024; Zbl 07822323) Full Text: DOI
Liu, Yuhao; Xu, Hongli; Yu, Xinlian; Zhou, Jing Heuristic feeder-bus operation strategy considering weather information: a chance-constrained model. (English) Zbl 07816770 Int. Trans. Oper. Res. 31, No. 4, 2446-2471 (2024). MSC: 90-XX PDFBibTeX XMLCite \textit{Y. Liu} et al., Int. Trans. Oper. Res. 31, No. 4, 2446--2471 (2024; Zbl 07816770) Full Text: DOI
Din, Anwarud; Sabbar, Yassine; Wu, Peng A novel stochastic hepatitis B virus epidemic model with second-order multiplicative \(\alpha\)-stable noise and real data. (English) Zbl 07815368 Acta Math. Sci., Ser. B, Engl. Ed. 44, No. 2, 752-788 (2024). MSC: 37H05 37H20 37H30 PDFBibTeX XMLCite \textit{A. Din} et al., Acta Math. Sci., Ser. B, Engl. Ed. 44, No. 2, 752--788 (2024; Zbl 07815368) Full Text: DOI
Wickramasuriya, Shanika L. Probabilistic forecast reconciliation under the Gaussian framework. (English) Zbl 07813844 J. Bus. Econ. Stat. 42, No. 1, 272-285 (2024). MSC: 62P20 PDFBibTeX XMLCite \textit{S. L. Wickramasuriya}, J. Bus. Econ. Stat. 42, No. 1, 272--285 (2024; Zbl 07813844) Full Text: DOI arXiv OA License
Wang, Xiaolei; Xie, Naiming A non-linear grey Fourier model based on kernel method for seasonal traffic speed forecasting. (English) Zbl 07810063 Commun. Nonlinear Sci. Numer. Simul. 131, Article ID 107871, 19 p. (2024). MSC: 62Mxx 62Pxx 82-XX PDFBibTeX XMLCite \textit{X. Wang} and \textit{N. Xie}, Commun. Nonlinear Sci. Numer. Simul. 131, Article ID 107871, 19 p. (2024; Zbl 07810063) Full Text: DOI
Gu, Mengyang; Lin, Yizi; Lee, Victor Chang; Qiu, Diana Y. Probabilistic forecast of nonlinear dynamical systems with uncertainty quantification. (English) Zbl 07808007 Physica D 457, Article ID 133938, 14 p. (2024). MSC: 62Mxx 62Fxx 62-XX PDFBibTeX XMLCite \textit{M. Gu} et al., Physica D 457, Article ID 133938, 14 p. (2024; Zbl 07808007) Full Text: DOI arXiv
Albani, Vinicius V. L.; Zubelli, Jorge P. Stochastic transmission in epidemiological models. (English) Zbl 07806704 J. Math. Biol. 88, No. 3, Paper No. 25, 32 p. (2024). MSC: 92D30 60H30 65L10 PDFBibTeX XMLCite \textit{V. V. L. Albani} and \textit{J. P. Zubelli}, J. Math. Biol. 88, No. 3, Paper No. 25, 32 p. (2024; Zbl 07806704) Full Text: DOI
Alipova, Kseniya A.; Mizyak, Vasiliy G.; Tolstykh, Mikhail A.; Goyman, Gordey S. Stochastic perturbations in the semi-Lagrangian advection algorithm of the SL-AV global atmosphere model. (English) Zbl 07806006 Russ. J. Numer. Anal. Math. Model. 39, No. 1, 1-11 (2024). MSC: 65C30 86-10 86A10 PDFBibTeX XMLCite \textit{K. A. Alipova} et al., Russ. J. Numer. Anal. Math. Model. 39, No. 1, 1--11 (2024; Zbl 07806006) Full Text: DOI
Walz, Eva-Maria; Henzi, Alexander; Ziegel, Johanna; Gneiting, Tilmann Easy uncertainty quantification (EasyUQ): generating predictive distributions from single-valued model output. (English) Zbl 07805457 SIAM Rev. 66, No. 1, 91-122 (2024). MSC: 68T05 62G08 68Q32 PDFBibTeX XMLCite \textit{E.-M. Walz} et al., SIAM Rev. 66, No. 1, 91--122 (2024; Zbl 07805457) Full Text: DOI arXiv OA License
Spade, David A.; Aliyu, Imani; van Horen, Jules; Strickler, J. R. A class of statistical models for the motion of Daphnia over small time scales. (English) Zbl 07805077 Math. Biosci. 367, Article ID 109114, 10 p. (2024). MSC: 92D50 60G50 PDFBibTeX XMLCite \textit{D. A. Spade} et al., Math. Biosci. 367, Article ID 109114, 10 p. (2024; Zbl 07805077) Full Text: DOI
Kallestrup-Lamb, Malene; Søgaard Laursen, Nicolai Longevity hedge effectiveness using socioeconomic indices. (English) Zbl 07804029 Insur. Math. Econ. 114, 242-251 (2024). MSC: 91G05 91D20 PDFBibTeX XMLCite \textit{M. Kallestrup-Lamb} and \textit{N. Søgaard Laursen}, Insur. Math. Econ. 114, 242--251 (2024; Zbl 07804029) Full Text: DOI
Zambon, Lorenzo; Azzimonti, Dario; Corani, Giorgio Efficient probabilistic reconciliation of forecasts for real-valued and count time series. (English) Zbl 07800658 Stat. Comput. 34, No. 1, Paper No. 21, 15 p. (2024). MSC: 62-08 62M10 62M20 PDFBibTeX XMLCite \textit{L. Zambon} et al., Stat. Comput. 34, No. 1, Paper No. 21, 15 p. (2024; Zbl 07800658) Full Text: DOI arXiv OA License
Brehmer, Jonas R.; Gneiting, Tilmann; Herrmann, Marcus; Marzocchi, Warner; Schlather, Martin; Strokorb, Kirstin Comparative evaluation of point process forecasts. (English) Zbl 07789514 Ann. Inst. Stat. Math. 76, No. 1, 47-71 (2024). MSC: 62-XX PDFBibTeX XMLCite \textit{J. R. Brehmer} et al., Ann. Inst. Stat. Math. 76, No. 1, 47--71 (2024; Zbl 07789514) Full Text: DOI arXiv
Ghadimi, Saeed; Powell, Warren B. Stochastic search for a parametric cost function approximation: energy storage with rolling forecasts. (English) Zbl 07764649 Eur. J. Oper. Res. 312, No. 2, 641-652 (2024). MSC: 90Bxx PDFBibTeX XMLCite \textit{S. Ghadimi} and \textit{W. B. Powell}, Eur. J. Oper. Res. 312, No. 2, 641--652 (2024; Zbl 07764649) Full Text: DOI arXiv
Aastveit, Knut Are; Cross, Jamie L.; van Dijk, Herman K. Quantifying time-varying forecast uncertainty and risk for the real price of oil. (English) Zbl 07813300 J. Bus. Econ. Stat. 41, No. 2, 523-537 (2023). MSC: 62P20 PDFBibTeX XMLCite \textit{K. A. Aastveit} et al., J. Bus. Econ. Stat. 41, No. 2, 523--537 (2023; Zbl 07813300) Full Text: DOI OA License
Iacopini, Matteo; Ravazzolo, Francesco; Rossini, Luca Proper scoring rules for evaluating density forecasts with asymmetric loss functions. (English) Zbl 07813297 J. Bus. Econ. Stat. 41, No. 2, 482-496 (2023). MSC: 62P20 PDFBibTeX XMLCite \textit{M. Iacopini} et al., J. Bus. Econ. Stat. 41, No. 2, 482--496 (2023; Zbl 07813297) Full Text: DOI OA License
Hoang, Truong-Vinh; Krumscheid, Sebastian; Matthies, Hermann G.; Tempone, Raúl Machine learning-based conditional mean filter: a generalization of the ensemble Kalman filter for nonlinear data assimilation. (English) Zbl 07805168 Found. Data Sci. 5, No. 1, 56-80 (2023). MSC: 62M45 62M20 65C20 86-08 93E11 PDFBibTeX XMLCite \textit{T.-V. Hoang} et al., Found. Data Sci. 5, No. 1, 56--80 (2023; Zbl 07805168) Full Text: DOI arXiv
Diao, Liqun; Meng, Yechao; Weng, Chengguo; Wirjanto, Tony Enhancing mortality forecasting through bivariate model-based ensemble. (English) Zbl 07803715 N. Am. Actuar. J. 27, No. 4, 751-770 (2023). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91G05 91D20 PDFBibTeX XMLCite \textit{L. Diao} et al., N. Am. Actuar. J. 27, No. 4, 751--770 (2023; Zbl 07803715) Full Text: DOI
Mohammadpour, M.; Rezaee, S.; Soltani, A. R. A new approach for time domain analysis of multivariate and functional time series. (English) Zbl 07803282 Statistics 57, No. 6, 1380-1391 (2023). MSC: 62M10 62M20 PDFBibTeX XMLCite \textit{M. Mohammadpour} et al., Statistics 57, No. 6, 1380--1391 (2023; Zbl 07803282) Full Text: DOI
Marques, J. C.; De Cezaro, A.; Alves, D. C. L.; Lisbôa, P. V. A. B.; Lazo, Matheus; Sales, D. A. Mathematical modeling and georeferenced forecasting for the COVID-19 at the state of RS, Brazil. (English) Zbl 07789929 Trends Comput. Appl. Math. 24, No. 3, 487-503 (2023). MSC: 92D30 PDFBibTeX XMLCite \textit{J. C. Marques} et al., Trends Comput. Appl. Math. 24, No. 3, 487--503 (2023; Zbl 07789929) Full Text: DOI
Holzmann, Hajo; Klar, Bernhard Using proxies to improve forecast evaluation. (English) Zbl 07789379 Ann. Appl. Stat. 17, No. 3, 2236-2255 (2023). MSC: 62Pxx PDFBibTeX XMLCite \textit{H. Holzmann} and \textit{B. Klar}, Ann. Appl. Stat. 17, No. 3, 2236--2255 (2023; Zbl 07789379) Full Text: DOI arXiv
Arnold, Sebastian; Henzi, Alexander; Ziegel, Johanna F. Sequentially valid tests for forecast calibration. (English) Zbl 07789364 Ann. Appl. Stat. 17, No. 3, 1909-1935 (2023). MSC: 62Pxx PDFBibTeX XMLCite \textit{S. Arnold} et al., Ann. Appl. Stat. 17, No. 3, 1909--1935 (2023; Zbl 07789364) Full Text: DOI arXiv
Lam, Ka Kin; Wang, Bo Multipopulation mortality modelling and forecasting: the weighted multivariate functional principal component approaches. (English) Zbl 07778556 J. Appl. Stat. 50, No. 15, 3177-3198 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{K. K. Lam} and \textit{B. Wang}, J. Appl. Stat. 50, No. 15, 3177--3198 (2023; Zbl 07778556) Full Text: DOI arXiv OA License
De Giuli, Maria Elena; Spelta, Alessandro Wasserstein barycenter regression for estimating the joint dynamics of renewable and fossil fuel energy indices. (English) Zbl 07778005 Comput. Manag. Sci. 20, Paper No. 1, 17 p. (2023). MSC: 90Bxx PDFBibTeX XMLCite \textit{M. E. De Giuli} and \textit{A. Spelta}, Comput. Manag. Sci. 20, Paper No. 1, 17 p. (2023; Zbl 07778005) Full Text: DOI
Allen, Sam; Ginsbourger, David; Ziegel, Johanna Evaluating forecasts for high-impact events using transformed kernel scores. (English) Zbl 1527.62003 SIAM/ASA J. Uncertain. Quantif. 11, 906-940 (2023). MSC: 62C05 60G25 62P12 PDFBibTeX XMLCite \textit{S. Allen} et al., SIAM/ASA J. Uncertain. Quantif. 11, 906--940 (2023; Zbl 1527.62003) Full Text: DOI arXiv
Chen, Bin; Maung, Kenwin Time-varying forecast combination for high-dimensional data. (English) Zbl 07767735 J. Econom. 237, No. 2, Part C, Article ID 105418, 21 p. (2023). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{B. Chen} and \textit{K. Maung}, J. Econom. 237, No. 2, Part C, Article ID 105418, 21 p. (2023; Zbl 07767735) Full Text: DOI arXiv
Diebold, Francis X.; Shin, Minchul; Zhang, Boyuan On the aggregation of probability assessments: regularized mixtures of predictive densities for eurozone inflation and real interest rates. (English) Zbl 07767727 J. Econom. 237, No. 2, Part C, Article ID 105321, 25 p. (2023). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{F. X. Diebold} et al., J. Econom. 237, No. 2, Part C, Article ID 105321, 25 p. (2023; Zbl 07767727) Full Text: DOI arXiv
Odendahl, Florens; Rossi, Barbara; Sekhposyan, Tatevik Evaluating forecast performance with state dependence. (English) Zbl 07767720 J. Econom. 237, No. 2, Part C, Article ID 105220, 31 p. (2023). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{F. Odendahl} et al., J. Econom. 237, No. 2, Part C, Article ID 105220, 31 p. (2023; Zbl 07767720) Full Text: DOI
Song, Zhuzhu; Xu, Man; Chen, Pingping Bunkering and information decisions in the sea cargo service industry based on uncertain spot price. (English) Zbl 1525.90075 Nav. Res. Logist. 70, No. 6, 522-536 (2023). MSC: 90B06 91A80 PDFBibTeX XMLCite \textit{Z. Song} et al., Nav. Res. Logist. 70, No. 6, 522--536 (2023; Zbl 1525.90075) Full Text: DOI
Zhao, Meng; Jiang, Lijian Data-driven probability density forecast for stochastic dynamical systems. (English) Zbl 07742908 J. Comput. Phys. 492, Article ID 112422, 25 p. (2023). MSC: 37Mxx 60Hxx 37Nxx PDFBibTeX XMLCite \textit{M. Zhao} and \textit{L. Jiang}, J. Comput. Phys. 492, Article ID 112422, 25 p. (2023; Zbl 07742908) Full Text: DOI arXiv
Palm, Bruna Gregory; Bayer, Fábio M.; Cintra, Renato J. Prediction intervals in the beta autoregressive moving average model. (English) Zbl 07739545 Commun. Stat., Simulation Comput. 52, No. 8, 3635-3656 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{B. G. Palm} et al., Commun. Stat., Simulation Comput. 52, No. 8, 3635--3656 (2023; Zbl 07739545) Full Text: DOI arXiv
Khan, Atikur R.; Hassani, Hossein Quantile recurrent forecasting in singular spectrum analysis for stock price monitoring. (English) Zbl 07738969 Stat. Interface 16, No. 2, 189-197 (2023). MSC: 62-XX 37M10 91B84 PDFBibTeX XMLCite \textit{A. R. Khan} and \textit{H. Hassani}, Stat. Interface 16, No. 2, 189--197 (2023; Zbl 07738969) Full Text: DOI
Jang, Phillip A.; Matteson, David S. Spatial correlation in weather forecast accuracy: a functional time series approach. (English) Zbl 07734157 Comput. Stat. 38, No. 3, 1215-1229 (2023). MSC: 62-08 PDFBibTeX XMLCite \textit{P. A. Jang} and \textit{D. S. Matteson}, Comput. Stat. 38, No. 3, 1215--1229 (2023; Zbl 07734157) Full Text: DOI arXiv
Lin, Chuyuan; Yu, Ying; Wu, Lucas Y.; Cao, Jiguo Unsupervised learning on U.S. weather forecast performance. (English) Zbl 07734156 Comput. Stat. 38, No. 3, 1193-1213 (2023). MSC: 62-08 PDFBibTeX XMLCite \textit{C. Lin} et al., Comput. Stat. 38, No. 3, 1193--1213 (2023; Zbl 07734156) Full Text: DOI
Godahewa, Rakshitha; Webb, Geoffrey I.; Schmidt, Daniel; Bergmeir, Christoph SETAR-Tree: a novel and accurate tree algorithm for global time series forecasting. (English) Zbl 07730685 Mach. Learn. 112, No. 7, 2555-2591 (2023). MSC: 68T05 PDFBibTeX XMLCite \textit{R. Godahewa} et al., Mach. Learn. 112, No. 7, 2555--2591 (2023; Zbl 07730685) Full Text: DOI arXiv
Berry, Tyrus; Das, Suddhasattwa Learning theory for dynamical systems. (English) Zbl 1526.37089 SIAM J. Appl. Dyn. Syst. 22, No. 3, 2082-2122 (2023). MSC: 37M25 37M05 37M10 37N30 37D25 37D20 PDFBibTeX XMLCite \textit{T. Berry} and \textit{S. Das}, SIAM J. Appl. Dyn. Syst. 22, No. 3, 2082--2122 (2023; Zbl 1526.37089) Full Text: DOI arXiv
Sangaré, Harouna; Dembele, Soumaila; Diallo, Moumouni; Fané, Abdou Data analysis and forecast of CoViD-19 in North African countries. (English) Zbl 07727206 Far East J. Theor. Stat. 67, No. 1, 15-32 (2023). MSC: 62M10 62M20 62P10 PDFBibTeX XMLCite \textit{H. Sangaré} et al., Far East J. Theor. Stat. 67, No. 1, 15--32 (2023; Zbl 07727206) Full Text: DOI
Nareddy, Vahini Reddy; Machta, Jonathan; Abbott, Karen; Esmaeili, Shadisadat; Hastings, Alan Modeling and prediction of phase shifts in noisy two-cycle oscillations. (English) Zbl 1519.92336 J. Math. Biol. 87, No. 2, Paper No. 33, 24 p. (2023). MSC: 92D40 PDFBibTeX XMLCite \textit{V. R. Nareddy} et al., J. Math. Biol. 87, No. 2, Paper No. 33, 24 p. (2023; Zbl 1519.92336) Full Text: DOI
Tyrsin, A. N.; Stepanov, S. V.; Ruchkin, A. A.; Beckman, A. D. Increasing reliability of well interaction modeling for analysis of flooding system efficiency. (Russian. English summary) Zbl 1519.90065 Mat. Model. 35, No. 6, 63-80 (2023). MSC: 90B25 PDFBibTeX XMLCite \textit{A. N. Tyrsin} et al., Mat. Model. 35, No. 6, 63--80 (2023; Zbl 1519.90065) Full Text: DOI MNR
Zhang, Xuanming; Huang, Fei; Hui, Francis K. C.; Haberman, Steven Cause-of-death mortality forecasting using adaptive penalized tensor decompositions. (English) Zbl 1520.91361 Insur. Math. Econ. 111, 193-213 (2023). MSC: 91G05 62P05 PDFBibTeX XMLCite \textit{X. Zhang} et al., Insur. Math. Econ. 111, 193--213 (2023; Zbl 1520.91361) Full Text: DOI
Rügamer, David; Baumann, Philipp F. M.; Kneib, Thomas; Hothorn, Torsten Probabilistic time series forecasts with autoregressive transformation models. (English) Zbl 1516.62028 Stat. Comput. 33, No. 2, Paper No. 37, 11 p. (2023). MSC: 62-08 62M10 62M20 PDFBibTeX XMLCite \textit{D. Rügamer} et al., Stat. Comput. 33, No. 2, Paper No. 37, 11 p. (2023; Zbl 1516.62028) Full Text: DOI arXiv
Yang, Man; Zhang, Tao Demand forecasting and information sharing of a green supply chain considering data company. (English) Zbl 07712359 J. Comb. Optim. 45, No. 5, Paper No. 119, 28 p. (2023). MSC: 90B05 91B24 90B50 PDFBibTeX XMLCite \textit{M. Yang} and \textit{T. Zhang}, J. Comb. Optim. 45, No. 5, Paper No. 119, 28 p. (2023; Zbl 07712359) Full Text: DOI
Wüthrich, Mario V. Model selection with Gini indices under auto-calibration. (English) Zbl 1520.91357 Eur. Actuar. J. 13, No. 1, 469-477 (2023). MSC: 91G05 62P05 PDFBibTeX XMLCite \textit{M. V. Wüthrich}, Eur. Actuar. J. 13, No. 1, 469--477 (2023; Zbl 1520.91357) Full Text: DOI arXiv
Zheng, Meimei; Dong, Shuangshuang; Zhou, Yaoming; Choi, Tsan-Ming Sourcing decisions with uncertain time-dependent supply from an unreliable supplier. (English) Zbl 07709286 Eur. J. Oper. Res. 308, No. 3, 1365-1379 (2023). MSC: 90Bxx PDFBibTeX XMLCite \textit{M. Zheng} et al., Eur. J. Oper. Res. 308, No. 3, 1365--1379 (2023; Zbl 07709286) Full Text: DOI
Abdollahi, Mohammad; Yang, Xinan; Nasri, Moncef Ilies; Fairbank, Michael Demand management in time-slotted last-mile delivery via dynamic routing with forecast orders. (English) Zbl 07709229 Eur. J. Oper. Res. 309, No. 2, 704-718 (2023). MSC: 90Bxx PDFBibTeX XMLCite \textit{M. Abdollahi} et al., Eur. J. Oper. Res. 309, No. 2, 704--718 (2023; Zbl 07709229) Full Text: DOI
Zhang, Bohan; Kang, Yanfei; Panagiotelis, Anastasios; Li, Feng Optimal reconciliation with immutable forecasts. (English) Zbl 07709195 Eur. J. Oper. Res. 308, No. 2, 650-660 (2023). MSC: 90Bxx PDFBibTeX XMLCite \textit{B. Zhang} et al., Eur. J. Oper. Res. 308, No. 2, 650--660 (2023; Zbl 07709195) Full Text: DOI arXiv
Bichescu, Bogdan; Polak, George G. Time series modeling and forecasting by mathematical programming. (English) Zbl 07706519 Comput. Oper. Res. 151, Article ID 106079, 14 p. (2023). MSC: 90Bxx PDFBibTeX XMLCite \textit{B. Bichescu} and \textit{G. G. Polak}, Comput. Oper. Res. 151, Article ID 106079, 14 p. (2023; Zbl 07706519) Full Text: DOI
Marino, Mario; Levantesi, Susanna; Nigri, Andrea A neural approach to improve the Lee-Carter mortality density forecasts. (English) Zbl 1520.91345 N. Am. Actuar. J. 27, No. 1, 148-165 (2023). MSC: 91G05 62P05 62M45 PDFBibTeX XMLCite \textit{M. Marino} et al., N. Am. Actuar. J. 27, No. 1, 148--165 (2023; Zbl 1520.91345) Full Text: DOI
Henzi, Alexander; Kleger, Gian-Reto; Ziegel, Johanna F. Distributional (single) index models. (English) Zbl 1514.62235 J. Am. Stat. Assoc. 118, No. 541, 489-503 (2023). MSC: 62P10 60E05 60E15 62G30 PDFBibTeX XMLCite \textit{A. Henzi} et al., J. Am. Stat. Assoc. 118, No. 541, 489--503 (2023; Zbl 1514.62235) Full Text: DOI arXiv
Panagiotelis, Anastasios; Gamakumara, Puwasala; Athanasopoulos, George; Hyndman, Rob J. Probabilistic forecast reconciliation: properties, evaluation and score optimisation. (English) Zbl 07705420 Eur. J. Oper. Res. 306, No. 2, 693-706 (2023). MSC: 90Bxx PDFBibTeX XMLCite \textit{A. Panagiotelis} et al., Eur. J. Oper. Res. 306, No. 2, 693--706 (2023; Zbl 07705420) Full Text: DOI
Chen, Yi-Ting; Liu, Chu-An Model averaging for asymptotically optimal combined forecasts. (English) Zbl 07704466 J. Econom. 235, No. 2, 592-607 (2023). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{Y.-T. Chen} and \textit{C.-A. Liu}, J. Econom. 235, No. 2, 592--607 (2023; Zbl 07704466) Full Text: DOI
Schürch, Manuel; Azzimonti, Dario; Benavoli, Alessio; Zaffalon, Marco Correlated product of experts for sparse Gaussian process regression. (English) Zbl 07702708 Mach. Learn. 112, No. 5, 1411-1432 (2023). MSC: 68T05 PDFBibTeX XMLCite \textit{M. Schürch} et al., Mach. Learn. 112, No. 5, 1411--1432 (2023; Zbl 07702708) Full Text: DOI arXiv
Steffenel, Luiz Angelo; Anabor, Vagner; Kirsch Pinheiro, Damaris; Guzman, Lissette; Dornelles Bittencourt, Gabriela; Bencherif, Hassan Forecasting upper atmospheric scalars advection using deep learning: an \(O_3\) experiment. (English) Zbl 07702685 Mach. Learn. 112, No. 3, 765-788 (2023). MSC: 68T05 PDFBibTeX XMLCite \textit{L. A. Steffenel} et al., Mach. Learn. 112, No. 3, 765--788 (2023; Zbl 07702685) Full Text: DOI
Jouan, Gabriel; Cuzol, Anne; Monbet, Valérie; Monnier, Goulven Gaussian mixture models for clustering and calibration of ensemble weather forecasts. (English) Zbl 1514.62295 Discrete Contin. Dyn. Syst., Ser. S 16, No. 2, 309-328 (2023). MSC: 62P12 62H30 PDFBibTeX XMLCite \textit{G. Jouan} et al., Discrete Contin. Dyn. Syst., Ser. S 16, No. 2, 309--328 (2023; Zbl 1514.62295) Full Text: DOI
Nekrutkin, V. V. Remark on the accuracy of recurrent forecasting in singular spectrum analysis. (English. Russian original) Zbl 07688776 Vestn. St. Petersbg. Univ., Math. 56, No. 1, 35-45 (2023); translation from Vestn. St-Peterbg. Univ., Ser. I, Mat. Mekh. Astron. 10(68), No. 1, 48-61 (2023). MSC: 62Mxx 62-XX 37Mxx PDFBibTeX XMLCite \textit{V. V. Nekrutkin}, Vestn. St. Petersbg. Univ., Math. 56, No. 1, 35--45 (2023; Zbl 07688776); translation from Vestn. St-Peterbg. Univ., Ser. I, Mat. Mekh. Astron. 10(68), No. 1, 48--61 (2023) Full Text: DOI
Dokuchaev, Nikolai On the fractional stochastic integration for random non-smooth integrands. (English) Zbl 1516.60023 Stochastic Anal. Appl. 41, No. 3, 425-446 (2023). MSC: 60G22 60H05 PDFBibTeX XMLCite \textit{N. Dokuchaev}, Stochastic Anal. Appl. 41, No. 3, 425--446 (2023; Zbl 1516.60023) Full Text: DOI arXiv
Makowski, David Simple random forest classification algorithms for predicting occurrences and sizes of wildfires. (English) Zbl 07685223 Extremes 26, No. 2, 331-338 (2023). MSC: 62Exx PDFBibTeX XMLCite \textit{D. Makowski}, Extremes 26, No. 2, 331--338 (2023; Zbl 07685223) Full Text: DOI
Krampe, J.; Paparoditis, E.; Trenkler, C. Structural inference in sparse high-dimensional vector autoregressions. (English) Zbl 07674658 J. Econom. 234, No. 1, 276-300 (2023). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{J. Krampe} et al., J. Econom. 234, No. 1, 276--300 (2023; Zbl 07674658) Full Text: DOI arXiv
Pierdzioch, Christian A bootstrap-based efficiency test of growth and inflation forecasts for Germany. (English) Zbl 07672537 Econ. Lett. 224, Article ID 111029, 4 p. (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{C. Pierdzioch}, Econ. Lett. 224, Article ID 111029, 4 p. (2023; Zbl 07672537) Full Text: DOI
Lee, Tae-Hwy; Wang, He; Xi, Zhou; Zhang, Ru Density forecast of financial returns using decomposition and maximum entropy. (English) Zbl 1507.62326 J. Econom. Methods 12, No. 1, 57-83 (2023). MSC: 62P05 62B10 PDFBibTeX XMLCite \textit{T.-H. Lee} et al., J. Econom. Methods 12, No. 1, 57--83 (2023; Zbl 1507.62326) Full Text: DOI
Yeh, Chi-Kuang; Rice, Gregory; Dubin, Joel A. Functional spherical autocorrelation: a robust estimate of the autocorrelation of a functional time series. (English) Zbl 07662458 Electron. J. Stat. 17, No. 1, 650-687 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{C.-K. Yeh} et al., Electron. J. Stat. 17, No. 1, 650--687 (2023; Zbl 07662458) Full Text: DOI arXiv Link
Atomsa, Gemechu Abdisa; Zhou, Yingchun Application of neural network to model rainfall pattern of Ethiopia. (English) Zbl 07660554 Stat. Theory Relat. Fields 7, No. 1, 69-84 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{G. A. Atomsa} and \textit{Y. Zhou}, Stat. Theory Relat. Fields 7, No. 1, 69--84 (2023; Zbl 07660554) Full Text: DOI
Bolin, David; Wallin, Jonas Local scale invariance and robustness of proper scoring rules. (English) Zbl 07654782 Stat. Sci. 38, No. 1, 140-159 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{D. Bolin} and \textit{J. Wallin}, Stat. Sci. 38, No. 1, 140--159 (2023; Zbl 07654782) Full Text: DOI arXiv Link
Hounyo, Ulrich; Lahiri, Kajal Estimating the variance of a combined forecast: bootstrap-based approach. (English) Zbl 07648721 J. Econom. 232, No. 2, 445-468 (2023). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{U. Hounyo} and \textit{K. Lahiri}, J. Econom. 232, No. 2, 445--468 (2023; Zbl 07648721) Full Text: DOI
Svetunkov, Ivan; Chen, Huijing; Boylan, John E. A new taxonomy for vector exponential smoothing and its application to seasonal time series. (English) Zbl 07594679 Eur. J. Oper. Res. 304, No. 3, 964-980 (2023). MSC: 90Bxx PDFBibTeX XMLCite \textit{I. Svetunkov} et al., Eur. J. Oper. Res. 304, No. 3, 964--980 (2023; Zbl 07594679) Full Text: DOI
Xiang, Mengyuan; Rossi, Roberto; Martin-Barragan, Belen; Tarim, S. Armagan A mathematical programming-based solution method for the nonstationary inventory problem under correlated demand. (English) Zbl 1524.90026 Eur. J. Oper. Res. 304, No. 2, 515-524 (2023). MSC: 90B05 90C11 90C15 PDFBibTeX XMLCite \textit{M. Xiang} et al., Eur. J. Oper. Res. 304, No. 2, 515--524 (2023; Zbl 1524.90026) Full Text: DOI arXiv
Taylor, James W.; Taylor, Kathryn S. Combining probabilistic forecasts of COVID-19 mortality in the United States. (English) Zbl 1524.62549 Eur. J. Oper. Res. 304, No. 1, 25-41 (2023). MSC: 62P10 PDFBibTeX XMLCite \textit{J. W. Taylor} and \textit{K. S. Taylor}, Eur. J. Oper. Res. 304, No. 1, 25--41 (2023; Zbl 1524.62549) Full Text: DOI arXiv
Du, Liang; Gao, Ruobin; Suganthan, Ponnuthurai Nagaratnam; Wang, David Z. W. Bayesian optimization based dynamic ensemble for time series forecasting. (English) Zbl 07798534 Inf. Sci. 591, 155-175 (2022). MSC: 62-XX 90-XX PDFBibTeX XMLCite \textit{L. Du} et al., Inf. Sci. 591, 155--175 (2022; Zbl 07798534) Full Text: DOI
Burda, Michal; Štěpnička, Martin lfl: an R package for linguistic fuzzy logic. (English) Zbl 1522.03009 Fuzzy Sets Syst. 431, 1-38 (2022). MSC: 03-04 03B52 PDFBibTeX XMLCite \textit{M. Burda} and \textit{M. Štěpnička}, Fuzzy Sets Syst. 431, 1--38 (2022; Zbl 1522.03009) Full Text: DOI
Svetunkov, Ivan; Kourentzes, Nikolaos; Ord, John Keith Complex exponential smoothing. (English) Zbl 07754098 Nav. Res. Logist. 69, No. 8, 1108-1123 (2022). MSC: 62-XX PDFBibTeX XMLCite \textit{I. Svetunkov} et al., Nav. Res. Logist. 69, No. 8, 1108--1123 (2022; Zbl 07754098) Full Text: DOI OA License
Dombi, Gergely; Dulai, Tibor Hourly electricity price forecast for short-and long-term, using deep neural networks. (English) Zbl 07701161 Acta Univ. Sapientiae, Inform. 14, No. 2, 208-222 (2022). MSC: 68T07 PDFBibTeX XMLCite \textit{G. Dombi} and \textit{T. Dulai}, Acta Univ. Sapientiae, Inform. 14, No. 2, 208--222 (2022; Zbl 07701161) Full Text: DOI
Zhang, Huimin; Lou, Zhenkai; Hou, Fujun Bilateral information sharing in a supply chain with manufacturer competition. (English) Zbl 1507.90041 INFOR: Inf. Syst. Oper. Res. 60, No. 4, 505-530 (2022). MSC: 90B06 91B24 PDFBibTeX XMLCite \textit{H. Zhang} et al., INFOR: Inf. Syst. Oper. Res. 60, No. 4, 505--530 (2022; Zbl 1507.90041) Full Text: DOI
Cubillos, Maximiliano; Spliet, Remy; Wøhlk, Sanne On the effect of using sensors and dynamic forecasts in inventory-routing problems. (English) Zbl 1510.90007 INFOR: Inf. Syst. Oper. Res. 60, No. 4, 473-490 (2022). MSC: 90B05 90B06 PDFBibTeX XMLCite \textit{M. Cubillos} et al., INFOR: Inf. Syst. Oper. Res. 60, No. 4, 473--490 (2022; Zbl 1510.90007) Full Text: DOI
Gao, Xin; Xue, Chun Ridge estimation for uncertain moving average model under imprecise observations. (English) Zbl 1524.62427 Int. J. Uncertain. Fuzziness Knowl.-Based Syst. 30, No. 2, 171-187 (2022). MSC: 62M10 PDFBibTeX XMLCite \textit{X. Gao} and \textit{C. Xue}, Int. J. Uncertain. Fuzziness Knowl.-Based Syst. 30, No. 2, 171--187 (2022; Zbl 1524.62427) Full Text: DOI
Djeundje, Viani B.; Haberman, Steven; Bajekal, Madhavi; Lu, Joseph The slowdown in mortality improvement rates 2011–2017: a multi-country analysis. (English) Zbl 1505.91326 Eur. Actuar. J. 12, No. 2, 839-878 (2022). MSC: 91G05 91D20 PDFBibTeX XMLCite \textit{V. B. Djeundje} et al., Eur. Actuar. J. 12, No. 2, 839--878 (2022; Zbl 1505.91326) Full Text: DOI
Schmitt, M. Matthias Derivation of biometrically dependent cash flows. (English) Zbl 1505.91340 Eur. Actuar. J. 12, No. 2, 779-812 (2022). MSC: 91G05 PDFBibTeX XMLCite \textit{M. M. Schmitt}, Eur. Actuar. J. 12, No. 2, 779--812 (2022; Zbl 1505.91340) Full Text: DOI
Bezzar, Nour El-Houda; Laimeche, Lakhdar; Meraoumia, Abdallah; Houam, Lotfi Data analysis-based time series forecast for managing household electricity consumption. (English) Zbl 1502.62106 Demonstr. Math. 55, 900-921 (2022). MSC: 62P20 62M10 62M20 PDFBibTeX XMLCite \textit{N. E. H. Bezzar} et al., Demonstr. Math. 55, 900--921 (2022; Zbl 1502.62106) Full Text: DOI
Alipova, Kseniya A.; Goyman, Gordey S.; Tolstykh, Mikhail A.; Mizyak, Vasiliy G.; Rogutov, Vladimir S. Stochastic perturbation of tendencies and parameters of parameterizations in the global ensemble prediction system based on the SL-AV model. (English) Zbl 07629757 Russ. J. Numer. Anal. Math. Model. 37, No. 6, 331-347 (2022). MSC: 65-XX 86-10 86A10 PDFBibTeX XMLCite \textit{K. A. Alipova} et al., Russ. J. Numer. Anal. Math. Model. 37, No. 6, 331--347 (2022; Zbl 07629757) Full Text: DOI
Lichtendahl, Kenneth C. jun.; Grushka-Cockayne, Yael; Jose, Victor Richmond; Winkler, Robert L. Extremizing and antiextremizing in Bayesian ensembles of binary-event forecasts. (English) Zbl 1524.62120 Oper. Res. 70, No. 5, 2998-3014 (2022). MSC: 62F15 62J12 PDFBibTeX XMLCite \textit{K. C. Lichtendahl jun.} et al., Oper. Res. 70, No. 5, 2998--3014 (2022; Zbl 1524.62120) Full Text: DOI
Hesselmann, Frederik; Zhu, Caroline Charlotte; Köppen-Seliger, Birgit; Ding, Steven X. Model predictive control based energy flow control in the smart grid. (English) Zbl 1504.93087 Zattoni, Elena (ed.) et al., 15th European workshop on advanced control and diagnosis, ACD 2019. Proceedings of the workshop, Bologna, Italy, November 21–22, 2019. Cham: Springer. Lect. Notes Control Inf. Sci. – Proc., 657-677 (2022). MSC: 93B45 PDFBibTeX XMLCite \textit{F. Hesselmann} et al., in: 15th European workshop on advanced control and diagnosis, ACD 2019. Proceedings of the workshop, Bologna, Italy, November 21--22, 2019. Cham: Springer. 657--677 (2022; Zbl 1504.93087) Full Text: DOI
Tian, Gang; Niu, Ben; Li, Bo; Wu, Cuihong; Wu, Tao; Wei, Fan Evaluation of rainfall nowcasting with the variational optical flow method for two flood weather processes in the Yangtze river basin in 2018. (English) Zbl 07611720 J. Nonlinear Convex Anal. 23, No. 10, 2395-2411 (2022). MSC: 47J30 97K10 PDFBibTeX XMLCite \textit{G. Tian} et al., J. Nonlinear Convex Anal. 23, No. 10, 2395--2411 (2022; Zbl 07611720) Full Text: Link
Lu, Junyi; Meyer, Sebastian An endemic-epidemic beta model for time series of infectious disease proportions. (English) Zbl 07611126 J. Appl. Stat. 49, No. 15, 3769-3783 (2022). MSC: 62-XX PDFBibTeX XMLCite \textit{J. Lu} and \textit{S. Meyer}, J. Appl. Stat. 49, No. 15, 3769--3783 (2022; Zbl 07611126) Full Text: DOI
Panikian, Garo; Colmenares Reverol, Gabby; Rhodes, Jayne; McLarnon, Emma; Keast, Sarah; Gamado, Kokouvi Time series modelling methods to forecast the volume of self-assessment tax returns in the UK. (English) Zbl 07611124 J. Appl. Stat. 49, No. 14, 3732-3749 (2022). MSC: 62-XX PDFBibTeX XMLCite \textit{G. Panikian} et al., J. Appl. Stat. 49, No. 14, 3732--3749 (2022; Zbl 07611124) Full Text: DOI
Tien Nhat Nguyen; Thi Thanh Xuan Pham; Thi Canh Nguyen Forecasts of GDP growth and inflation under the influence of the Covid-19 pandemic: the case of Vietnam. (English) Zbl 1495.62107 Thach, Nguyen Ngoc (ed.) et al., Prediction and causality in econometrics and related topics. Cham: Springer. Stud. Comput. Intell. 983, 483-497 (2022). MSC: 62P20 PDFBibTeX XMLCite \textit{Tien Nhat Nguyen} et al., Stud. Comput. Intell. 983, 483--497 (2022; Zbl 1495.62107) Full Text: DOI
Manh Ha Tran; Ngoc Mai Tran High frequency-based quantile forecast and combination: an application to oil market. (English) Zbl 1495.62090 Thach, Nguyen Ngoc (ed.) et al., Prediction and causality in econometrics and related topics. Cham: Springer. Stud. Comput. Intell. 983, 209-228 (2022). MSC: 62P20 PDFBibTeX XMLCite \textit{Manh Ha Tran} and \textit{Ngoc Mai Tran}, Stud. Comput. Intell. 983, 209--228 (2022; Zbl 1495.62090) Full Text: DOI
Altig, David; Barrero, Jose Maria; Bloom, Nicholas; Davis, Steven J.; Meyer, Brent; Parker, Nicholas Surveying business uncertainty. (English) Zbl 07605542 J. Econom. 231, No. 1, 282-303 (2022). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{D. Altig} et al., J. Econom. 231, No. 1, 282--303 (2022; Zbl 07605542) Full Text: DOI
Fissler, Tobias; Holzmann, Hajo Measurability of functionals and of ideal point forecasts. (English) Zbl 07603102 Electron. J. Stat. 16, No. 2, 5019-5034 (2022). MSC: 62C99 91B06 PDFBibTeX XMLCite \textit{T. Fissler} and \textit{H. Holzmann}, Electron. J. Stat. 16, No. 2, 5019--5034 (2022; Zbl 07603102) Full Text: DOI arXiv Link
Hamdi, Hamidreza; Clarkson, Christopher R.; Esmail, Ali; Costa Sousa, Mario Huff-n-Puff (HNP) design for shale reservoirs using local dual-porosity, dual-permeability compositional simulation. (English) Zbl 1496.86020 Comput. Geosci. 26, No. 4, 933-955 (2022). MSC: 86A32 86A22 86A05 PDFBibTeX XMLCite \textit{H. Hamdi} et al., Comput. Geosci. 26, No. 4, 933--955 (2022; Zbl 1496.86020) Full Text: DOI
Tang, Chen; Shang, Han Lin; Yang, Yanrong Clustering and forecasting multiple functional time series. (English) Zbl 1498.62327 Ann. Appl. Stat. 16, No. 4, 2523-2553 (2022). MSC: 62P25 62H25 62H30 62M10 62M20 62R10 PDFBibTeX XMLCite \textit{C. Tang} et al., Ann. Appl. Stat. 16, No. 4, 2523--2553 (2022; Zbl 1498.62327) Full Text: DOI arXiv
Menshikov, Yuri Motion forecast of dynamical systems. (English) Zbl 1506.37102 Giri, Debasis (ed.) et al., Proceedings of the seventh international conference on mathematics and computing, ICMC 2021, Shibpur, India, March 2–5, 2021. Singapore: Springer. Adv. Intell. Syst. Comput. 1412, 845-855 (2022). MSC: 37M05 60G25 PDFBibTeX XMLCite \textit{Y. Menshikov}, Adv. Intell. Syst. Comput. 1412, 845--855 (2022; Zbl 1506.37102) Full Text: DOI
Shang, Han Lin; Haberman, Steven; Xu, Ruofan Multi-population modelling and forecasting life-table death counts. (English) Zbl 1498.91368 Insur. Math. Econ. 106, 239-253 (2022). MSC: 91G05 91D20 62P05 PDFBibTeX XMLCite \textit{H. L. Shang} et al., Insur. Math. Econ. 106, 239--253 (2022; Zbl 1498.91368) Full Text: DOI
Xiang, Chulei; Hu, Minglei; Du, Yang; Zheng, Renzhe; Gao, Jiale; Wang, Chao; Zou, Nengfeng; Jiao, Jun; Gu, Lichuan Pork price forecasting based on public opinion and policy impact. (English) Zbl 1528.91053 J. Nonlinear Convex Anal. 23, No. 9, 1967-1978 (2022). MSC: 91B84 68T05 PDFBibTeX XMLCite \textit{C. Xiang} et al., J. Nonlinear Convex Anal. 23, No. 9, 1967--1978 (2022; Zbl 1528.91053) Full Text: Link
Henzi, Alexander; Ziegel, Johanna F. Valid sequential inference on probability forecast performance. (English) Zbl 07582644 Biometrika 109, No. 3, 647-663 (2022); correction ibid. 109, No. 4, 1181-1182 (2022). MSC: 62-XX PDFBibTeX XMLCite \textit{A. Henzi} and \textit{J. F. Ziegel}, Biometrika 109, No. 3, 647--663 (2022; Zbl 07582644) Full Text: DOI arXiv
Giacalone, Massimiliano Optimal forecasting accuracy using Lp-norm combination. (English) Zbl 07579337 Metron 80, No. 2, 187-230 (2022). MSC: 62-XX PDFBibTeX XMLCite \textit{M. Giacalone}, Metron 80, No. 2, 187--230 (2022; Zbl 07579337) Full Text: DOI
Fadeev, Rostislav Yu.; Alipova, Kseniya A.; Koshkina, Anna S.; Lapin, Timofey E.; Ozerova, Nadezhda A.; Pereladova, Alina E.; Sakhno, Andrey V.; Tolstykh, Mikhail A. Glacier parameterization in SLAV numerical weather prediction model. (English) Zbl 1498.86005 Russ. J. Numer. Anal. Math. Model. 37, No. 4, 189-201 (2022). MSC: 86-10 86-04 86-08 86A40 86A10 80A19 80A21 PDFBibTeX XMLCite \textit{R. Yu. Fadeev} et al., Russ. J. Numer. Anal. Math. Model. 37, No. 4, 189--201 (2022; Zbl 1498.86005) Full Text: DOI
Trull, Oscar; García-Díaz, J. Carlos; Peiró-Signes, A. Multiple seasonal STL decomposition with discrete-interval moving seasonalities. (English) Zbl 1510.62370 Appl. Math. Comput. 433, Article ID 127398, 9 p. (2022). MSC: 62M10 PDFBibTeX XMLCite \textit{O. Trull} et al., Appl. Math. Comput. 433, Article ID 127398, 9 p. (2022; Zbl 1510.62370) Full Text: DOI
Quarteroni, Alfio Modeling reality with mathematics. Translated from the Italian by Simon G. Chiossi. (English) Zbl 1517.00001 Cham: Springer (ISBN 978-3-030-96161-9/hbk; 978-3-030-96164-0/pbk; 978-3-030-96162-6/ebook). xix, 123 p. (2022). Reviewer: Lisa Morhaim (Paris) MSC: 00-01 00A71 PDFBibTeX XMLCite \textit{A. Quarteroni}, Modeling reality with mathematics. Translated from the Italian by Simon G. Chiossi. Cham: Springer (2022; Zbl 1517.00001) Full Text: DOI
Diebold, Francis X.; Göbel, Maximilian A benchmark model for fixed-target Arctic sea ice forecasting. (English) Zbl 1491.86005 Econ. Lett. 215, Article ID 110478, 5 p. (2022). MSC: 86A08 86A32 86A40 PDFBibTeX XMLCite \textit{F. X. Diebold} and \textit{M. Göbel}, Econ. Lett. 215, Article ID 110478, 5 p. (2022; Zbl 1491.86005) Full Text: DOI arXiv
Hunter, Michael D.; Fatimah, Haya; Bornovalova, Marina A. Two filtering methods of forecasting linear and nonlinear dynamics of intensive longitudinal data. (English) Zbl 1490.62407 Psychometrika 87, No. 2, 477-505 (2022); erratum ibid. 87, No. 2, 797 (2022). MSC: 62P15 62M10 62M20 PDFBibTeX XMLCite \textit{M. D. Hunter} et al., Psychometrika 87, No. 2, 477--505 (2022; Zbl 1490.62407) Full Text: DOI
Li, Yanling; Oravecz, Zita; Zhou, Shuai; Bodovski, Yosef; Barnett, Ian J.; Chi, Guangqing; Zhou, Yuan; Friedman, Naomi P.; Vrieze, Scott I.; Chow, Sy-Miin Bayesian forecasting with a regime-switching zero-inflated multilevel Poisson regression model: an application to adolescent alcohol use with spatial covariates. (English) Zbl 1490.62409 Psychometrika 87, No. 2, 376-402 (2022). MSC: 62P15 62M10 62F15 62P10 PDFBibTeX XMLCite \textit{Y. Li} et al., Psychometrika 87, No. 2, 376--402 (2022; Zbl 1490.62409) Full Text: DOI