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   Articles with "modeling forecasting" as a keyword



Modeling and forecasting realized volatility in German–Austrian continuous intraday electricity prices

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recommendations! Published in 2017 at "Journal of Forecasting"

DOI: 10.1002/for.2463

Abstract: This paper uses high-frequency continuous intraday electricity price data from the EPEX market to estimate and forecast realized volatility. Three different jump tests are used to break down the variation into jump and continuous components… read more here.

Keywords: realized volatility; volatility; intraday electricity; continuous intraday ... See more keywords
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Modeling and Forecasting Aggregate Stock Market Volatility in Unstable Environments using Mixture Innovation Regressions

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recommendations! Published in 2017 at "Journal of Forecasting"

DOI: 10.1002/for.2466

Abstract: We examine whether it is possible to improve volatility forecasts by simultaneously accounting for parameter instability and model uncertainty. Changes in the regression coefficients and/or the error variance are driven by mixture distributions for state… read more here.

Keywords: volatility; stock market; modeling forecasting; mixture ... See more keywords

Modeling and Forecasting the CBOE VIX With the TVP‐HAR Model

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recommendations! Published in 2025 at "Journal of Forecasting"

DOI: 10.1002/for.3260

Abstract: This study proposes the use of a heterogeneous autoregressive model with time‐varying parameters (TVP‐HAR) to model and forecast the Chicago Board Options Exchange (CBOE) volatility index (VIX). To demonstrate the superiority of the TVP‐HAR model,… read more here.

Keywords: har model; vix; tvp har; model ... See more keywords

Modeling and forecasting of at home activity in older adults using passive sensor technology

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recommendations! Published in 2022 at "Statistics in Medicine"

DOI: 10.1002/sim.9529

Abstract: Life expectancy in the UK has increased since the 19th century. As of 2019, there are just under 12 million people in the UK aged 65 or over, with close to a quarter living by… read more here.

Keywords: forecasting home; modeling forecasting; home activity; activity older ... See more keywords
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Data-driven modeling and forecasting of COVID-19 outbreak for public policy making

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recommendations! Published in 2021 at "ISA Transactions"

DOI: 10.1016/j.isatra.2021.01.028

Abstract: This paper presents a data-driven approach for COVID-19 modeling and forecasting, which can be used by public policy and decision makers to control the outbreak through Non-Pharmaceutical Interventions (NPI). First, we apply an extended Kalman… read more here.

Keywords: public policy; driven modeling; data driven; modeling forecasting ... See more keywords

The challenges of modeling and forecasting the spread of COVID-19

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recommendations! Published in 2020 at "Proceedings of the National Academy of Sciences of the United States of America"

DOI: 10.1073/pnas.2006520117

Abstract: Significance The coronavirus disease 2019 (COVID-19) pandemic has placed epidemic modeling at the forefront of worldwide public policy making. Nonetheless, modeling and forecasting the spread of COVID-19 remain a challenge. Here, we present and detail… read more here.

Keywords: forecasting spread; policy; covid; modeling forecasting ... See more keywords

Data-Driven Load Modeling and Forecasting of Residential Appliances

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recommendations! Published in 2020 at "IEEE Transactions on Smart Grid"

DOI: 10.1109/tsg.2019.2959770

Abstract: The expansion of residential demand side management programs and increased deployment of controllable loads require accurate appliance-level load modeling and forecasting. This paper proposes a conditional hidden semi-Markov model to describe the probabilistic nature of… read more here.

Keywords: driven load; forecasting residential; data driven; modeling forecasting ... See more keywords

Exponential Smoothing on Modeling and Forecasting Multiple Seasonal Time Series: An Overview

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recommendations! Published in 2021 at "Fluctuation and Noise Letters"

DOI: 10.1142/s0219477521300032

Abstract: This paper presents the development process of the exponential smoothing (ES) model, starts with the traditional ES model and then focuses to the multiple seasonal ES model. This paper describes an... read more here.

Keywords: forecasting multiple; exponential smoothing; smoothing modeling; seasonal time ... See more keywords
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Modeling and Forecasting Rainfall in Ethiopia

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recommendations! Published in 2018 at "International Journal of Computing"

DOI: 10.12962/j24775401.v4i2.3824

Abstract: Ethiopian economy is extremely dependent on agricultural sector, which contributes 45% to the Gross Domestic Product (GDP), 85% foreign earnings and provides livelihood to 80% of the population. Ethiopian agriculture is highly dependent on natural… read more here.

Keywords: model; forecasting rainfall; modeling forecasting; rainfall ethiopia ... See more keywords

Modeling and Forecasting Ocean Acoustic Conditions

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recommendations! Published in 2017 at "Journal of Marine Research"

DOI: 10.1357/002224017821836734

Abstract: Author Posting. © The Author, 2017. This article is posted here by permission of Sears Foundation for Marine Research for personal use, not for redistribution. The definitive version was published in Journal of Marine Research… read more here.

Keywords: ocean acoustic; acoustic conditions; forecasting ocean; modeling forecasting ... See more keywords

Ocean Observations to Improve Our Understanding, Modeling, and Forecasting of Subseasonal-to-Seasonal Variability

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recommendations! Published in 2019 at "Frontiers in Marine Science"

DOI: 10.3389/fmars.2019.00427

Abstract: Subseasonal-to-seasonal (S2S) forecasts have the potential to provide advance information about weather and climate events. The high heat capacity of water means that the subsurface ocean stores and re-releases heat (and other properties) and is… read more here.

Keywords: s2s forecasts; ocean observations; subsurface ocean; understanding modeling ... See more keywords