-
2
-
-
0033431035
-
Residual delay maps unveil global patterns of atmospheric nonlinearity and produce improved local forecasts
-
Sugihara G, Casdagli M, Habjan E, Hess D, Dixon P, Holland G. Residual delay maps unveil global patterns of atmospheric nonlinearity and produce improved local forecasts. Proceedings of the National Academy of Sciences 1999; 96: 14210-14215.
-
(1999)
Proceedings of the National Academy of Sciences
, vol.96
, pp. 14210-14215
-
-
Sugihara, G.1
Casdagli, M.2
Habjan, E.3
Hess, D.4
Dixon, P.5
Holland, G.6
-
3
-
-
21144473917
-
Joint estimation of model parameters and outlier effects in time series
-
Chen C, Liu LM. Joint estimation of model parameters and outlier effects in time series. Journal of the American Statistical Association 1993; 88: 284-297.
-
(1993)
Journal of the American Statistical Association
, vol.88
, pp. 284-297
-
-
Chen, C.1
Liu, L.M.2
-
4
-
-
0003108131
-
Forecasting time series with outliers
-
Chen C, Liu LM. Forecasting time series with outliers. Journal of Forecasting 1993; 12: 13-35.
-
(1993)
Journal of Forecasting
, vol.12
, pp. 13-35
-
-
Chen, C.1
Liu, L.M.2
-
5
-
-
84979455306
-
Some advances in nonlinear and adaptive modeling in time series
-
Tiao GC, Tsay RS. Some advances in nonlinear and adaptive modeling in time series. Journal of Forecasting 1994; 13: 109-131.
-
(1994)
Journal of Forecasting
, vol.13
, pp. 109-131
-
-
Tiao, G.C.1
Tsay, R.S.2
-
6
-
-
0000875323
-
Time series model specification in the presence of outliers
-
Tsay R. Time series model specification in the presence of outliers. Journal of the American Statistical Association 1986; 81: 132-141.
-
(1986)
Journal of the American Statistical Association
, vol.81
, pp. 132-141
-
-
Tsay, R.1
-
7
-
-
84944452417
-
Outliers, level shifts and variance changes in time series
-
Tsay R. Outliers, level shifts and variance changes in time series. Journal of Forecasting 1988; 7: 1-20.
-
(1988)
Journal of Forecasting
, vol.7
, pp. 1-20
-
-
Tsay, R.1
-
8
-
-
85131900741
-
A new reference for wind power forecasting
-
Nielsen TS, Joensen A, Madsen H, Landberg L, Giebel G. A new reference for wind power forecasting. Wind Energy 1998; 1: 29-34.
-
(1998)
Wind Energy
, vol.1
, pp. 29-34
-
-
Nielsen, T.S.1
Joensen, A.2
Madsen, H.3
Landberg, L.4
Giebel, G.5
-
11
-
-
0034286972
-
A comparison of various forecasting techniques applied lo mean hourly wind speed time series
-
Sfetsos A. A comparison of various forecasting techniques applied lo mean hourly wind speed time series. Renewable Energy 2000; 21: 25-35.
-
(2000)
Renewable Energy
, vol.21
, pp. 25-35
-
-
Sfetsos, A.1
-
13
-
-
0028254910
-
A class of stochastic models for relating synoplic atmospheric patterns to regional hydrologic phenomena
-
Hughes JP, Guttorp P. A class of stochastic models for relating synoplic atmospheric patterns to regional hydrologic phenomena. Water Resources Research 1994; 30: 1535-1546.
-
(1994)
Water Resources Research
, vol.30
, pp. 1535-1546
-
-
Hughes, J.P.1
Guttorp, P.2
-
14
-
-
0033480863
-
A non-homogeneous hidden Markov model for precipitation occurrence
-
Hughes JP, Guttorp P, Charles SP. A non-homogeneous hidden Markov model for precipitation occurrence. Applied Statistics 1999; 48: 15-30.
-
(1999)
Applied Statistics
, vol.48
, pp. 15-30
-
-
Hughes, J.P.1
Guttorp, P.2
Charles, S.P.3
-
15
-
-
0027101552
-
Space-time models for daily rainfall using atmospheric circulation patterns
-
Bardossy A, Plate EJ. Space-time models for daily rainfall using atmospheric circulation patterns. Water Resources Research 1992; 28: 1247-1259.
-
(1992)
Water Resources Research
, vol.28
, pp. 1247-1259
-
-
Bardossy, A.1
Plate, E.J.2
-
16
-
-
0036553271
-
Initial results of a mesoscale short-range forecasting system over the Pacific Northwest
-
Grimit EP, Mass CF. Initial results of a mesoscale short-range forecasting system over the Pacific Northwest. Weather and Forecasting 2002; 17: 192-205.
-
(2002)
Weather and Forecasting
, vol.17
, pp. 192-205
-
-
Grimit, E.P.1
Mass, C.F.2
-
17
-
-
4944237404
-
Calibrated probabilistic mesoscale weather field forecasting: The geostatistical output perturbation method
-
Gel Y, Raftery AE, Gneiting T. Calibrated probabilistic mesoscale weather field forecasting: the geostatistical output perturbation method. Journal of the American Statistical Association 2004; 99: 575-583.
-
(2004)
Journal of the American Statistical Association
, vol.99
, pp. 575-583
-
-
Gel, Y.1
Raftery, A.E.2
Gneiting, T.3
-
18
-
-
0036612028
-
Evaluating probabilistic forecasts using information theory
-
Roulston MS, Smith LA. Evaluating probabilistic forecasts using information theory. Monthly Weather Review 2002; 130: 1653-1660.
-
(2002)
Monthly Weather Review
, vol.130
, pp. 1653-1660
-
-
Roulston, M.S.1
Smith, L.A.2
-
19
-
-
14344255817
-
Probabilistic wind power forecasts using local quantile regression
-
Bremnes JB. Probabilistic wind power forecasts using local quantile regression. Wind Energy 2004; 7: 47-54.
-
(2004)
Wind Energy
, vol.7
, pp. 47-54
-
-
Bremnes, J.B.1
-
20
-
-
14344258897
-
On-line assessment of prediction risk for wind power production forecasts
-
Pinson P, Kariniotakis G. On-line assessment of prediction risk for wind power production forecasts. Wind Energy 2004; 7: 119-132.
-
(2004)
Wind Energy
, vol.7
, pp. 119-132
-
-
Pinson, P.1
Kariniotakis, G.2
-
23
-
-
26844438590
-
Weather forecasting and ensemble methods
-
Gneiting T, Raftery AE. Weather forecasting and ensemble methods. Science 2003; 310: 248-249.
-
(2003)
Science
, vol.310
, pp. 248-249
-
-
Gneiting, T.1
Raftery, A.E.2
-
24
-
-
0036555398
-
Using medium-range weather forecasts to improve the value of wind energy production
-
Roulston MS, Kaplan DT, Hardenberg J, Smith LA. Using medium-range weather forecasts to improve the value of wind energy production. Renewable Energy 2003; 28: 585-602.
-
(2003)
Renewable Energy
, vol.28
, pp. 585-602
-
-
Roulston, M.S.1
Kaplan, D.T.2
Hardenberg, J.3
Smith, L.A.4
-
25
-
-
0142157131
-
A latent Gaussian Markov random-field model for spatiotemporal rainfall disaggregation
-
Allcroft DJ, Glasbey CA. A latent Gaussian Markov random-field model for spatiotemporal rainfall disaggregation. Applied Statistics 2003; 52: 487-498.
-
(2003)
Applied Statistics
, vol.52
, pp. 487-498
-
-
Allcroft, D.J.1
Glasbey, C.A.2
-
26
-
-
0001917942
-
Space-time modelling with long-memory dependence: Assessing Ireland's wind-power resource
-
Haslett J, Raftery AE. Space-time modelling with long-memory dependence: assessing Ireland's wind-power resource. Applied Statistics 1989; 38: 1-50.
-
(1989)
Applied Statistics
, vol.38
, pp. 1-50
-
-
Haslett, J.1
Raftery, A.E.2
-
27
-
-
20444484849
-
Calibrated probabilistic forecasting using ensemble model output statistics and minimum CRPS estimation
-
Gneiting T, Raftery AE, Westveld AH, Goldman T. Calibrated probabilistic forecasting using ensemble model output statistics and minimum CRPS estimation. Monthly Weather Review 2004; 133: 1098-1118.
-
(2004)
Monthly Weather Review
, vol.133
, pp. 1098-1118
-
-
Gneiting, T.1
Raftery, A.E.2
Westveld, A.H.3
Goldman, T.4
-
28
-
-
85024429815
-
A new approach to linear filtering and prediction problems. Transactions of the American Society of Mechanical Engineers
-
Kalman RE. A new approach to linear filtering and prediction problems. Transactions of the American Society of Mechanical Engineers, Journal of Basic Engineering 1960; 83D: 35-45.
-
(1960)
Journal of Basic Engineering
, vol.83 D
, pp. 35-45
-
-
Kalman, R.E.1
-
29
-
-
67649547774
-
Volatility and correlation forecasting
-
Elliott G, Granger CWJ, Timmermann A eds, Elsevier-North Holland: Amsterdam
-
Andersen TG, Bollerslev T, Christoffersen PF, Diebold FX. Volatility and correlation forecasting. In Handbook of Economic Forecasting. Elliott G, Granger CWJ, Timmermann A (eds). Elsevier-North Holland: Amsterdam, 2006: 778-878.
-
(2006)
Handbook of Economic Forecasting
, pp. 778-878
-
-
Andersen, T.G.1
Bollerslev, T.2
Christoffersen, P.F.3
Diebold, F.X.4
-
31
-
-
0141737487
-
Modeling the variability of Sydney Harbor wind measurements
-
Cripps E, Dunsmuir WTM. Modeling the variability of Sydney Harbor wind measurements. Journal of Applied Meteorology 2003; 42: 1131-1138.
-
(2003)
Journal of Applied Meteorology
, vol.42
, pp. 1131-1138
-
-
Cripps, E.1
Dunsmuir, W.T.M.2
-
32
-
-
42449156579
-
Generalized autoregressive conditional heteroscedasticity
-
Bollerslev T. Generalized autoregressive conditional heteroscedasticity. Journal of Econometrics 1986; 31: 307-327.
-
(1986)
Journal of Econometrics
, vol.31
, pp. 307-327
-
-
Bollerslev, T.1
-
33
-
-
84993601065
-
On the relation between the expected value and the volatility of the nominal excess return on stocks
-
Glosten L, Jagannathan R, Runkle L. On the relation between the expected value and the volatility of the nominal excess return on stocks. Journal of Finance 1993; 48: 1779-1801.
-
(1993)
Journal of Finance
, vol.48
, pp. 1779-1801
-
-
Glosten, L.1
Jagannathan, R.2
Runkle, L.3
-
34
-
-
0000641348
-
Conditional heteroscedasticity in asset returns: A new approach
-
Nelson DB. Conditional heteroscedasticity in asset returns: a new approach. Econometrica 1991; 52: 347-370.
-
(1991)
Econometrica
, vol.52
, pp. 347-370
-
-
Nelson, D.B.1
-
35
-
-
0001342006
-
A new approach to the economic analysis of nonstationary time series and the business cycle
-
Hamilton J. A new approach to the economic analysis of nonstationary time series and the business cycle. Econometrica 1989; 57: 357-384.
-
(1989)
Econometrica
, vol.57
, pp. 357-384
-
-
Hamilton, J.1
-
36
-
-
45149138487
-
Analysis of time series subject to changes in regime
-
Hamilton J. Analysis of time series subject to changes in regime. Journal of Econometrics 1990; 45: 357-384.
-
(1990)
Journal of Econometrics
, vol.45
, pp. 357-384
-
-
Hamilton, J.1
-
37
-
-
33748867420
-
Calibrated probabilistic forecasting at the Stateline Wind Energy Center: The regime-switching space-time (RST) method
-
Technical Report No. 464, Department of Statistics, University of Washington
-
Gneiting T, Larson K, Westrick K, Genton MG, Aldrich E. Calibrated probabilistic forecasting at the Stateline Wind Energy Center: the regime-switching space-time (RST) method. Technical Report No. 464, Department of Statistics, University of Washington, 2004.
-
(2004)
-
-
Gneiting, T.1
Larson, K.2
Westrick, K.3
Genton, M.G.4
Aldrich, E.5
-
38
-
-
0000356933
-
An efficient method of moments estimator for discrete choice models with choice-based sampling
-
Imbens G. An efficient method of moments estimator for discrete choice models with choice-based sampling. Econometrica 1996; 60: 1187-1214.
-
(1996)
Econometrica
, vol.60
, pp. 1187-1214
-
-
Imbens, G.1
-
39
-
-
0007272794
-
Efficient estimation with stratified sampling
-
Lancaster T, Imbens G. Efficient estimation with stratified sampling. Journal of Econometrics 1996; 74: 289-318.
-
(1996)
Journal of Econometrics
, vol.74
, pp. 289-318
-
-
Lancaster, T.1
Imbens, G.2
-
40
-
-
30244493399
-
Long memory processes and fractional integration in econometrics
-
Baillie RT. Long memory processes and fractional integration in econometrics. Journal of Econometrics 1996; 73: 5-59.
-
(1996)
Journal of Econometrics
, vol.73
, pp. 5-59
-
-
Baillie, R.T.1
-
41
-
-
0036205948
-
Modeling and forecasting from trend-stationary long memory models with applications to climatology
-
Baillie RT, Chung SK. Modeling and forecasting from trend-stationary long memory models with applications to climatology. International Journal of Forecasting 2002; 18: 215-226.
-
(2002)
International Journal of Forecasting
, vol.18
, pp. 215-226
-
-
Baillie, R.T.1
Chung, S.K.2
-
43
-
-
0001371711
-
Multifractal cascade dynamics and turbulent intermittency
-
Schertzer D, Lovejoy S, Schmitt F, Chigirinskaya Y, Marsan D. Multifractal cascade dynamics and turbulent intermittency. Fractals 1997; 5: 427-471.
-
(1997)
Fractals
, vol.5
, pp. 427-471
-
-
Schertzer, D.1
Lovejoy, S.2
Schmitt, F.3
Chigirinskaya, Y.4
Marsan, D.5
|