A comparison of temperature density forecasts from GARCH and atmospheric models

Journal of Forecasting

Volumn 23, Issue 5, 2004, Pages 337-355

  Taylor, James W ^a   Buizza, Roberto ^b  

^a UNIVERSITY OF OXFORD   (United Kingdom)

^b EUROPEAN CENTRE FOR MEDIUM RANGE WEATHER FORECASTS   (United Kingdom)

Author keywords

GARCH; Quantile autoregression; Quantile forecast evaluation; Quantile regression; Weather ensemble predictions

Indexed keywords

EARTH ATMOSPHERE; ENERGY MANAGEMENT; PROBABILITY DENSITY FUNCTION; REGRESSION ANALYSIS; TIME SERIES ANALYSIS; UNCERTAIN SYSTEMS;

GARCH; QUANTILE AUTOREGRESSION; QUANTILE FORECAST EVALUATION; QUANTILE REGRESSION; WEATHER ENSEMBLE PREDICTIONS;

WEATHER FORECASTING;

EID: 4444318060     PISSN: 02776693     EISSN: None     Source Type: Journal    
DOI: 10.1002/for.917     Document Type: Article

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