Report NEP-FOR-2020-09-07

This is the archive for NEP-FOR, a report on new working papers in the area of Forecasting. Rob J Hyndman issued this report. It is usually issued weekly.

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Other reports in NEP-FOR

The following items were announced in this report:

• Xiaoqian Wang & Yanfei Kang & Rob J Hyndman & Feng Li, 2020. "Distributed ARIMA Models for Ultra-long Time Series," Monash Econometrics and Business Statistics Working Papers 29/20, Monash University, Department of Econometrics and Business Statistics.
• Jorge Fornero & Andrés Gatty, 2020. "Back testing fan charts of activity and inflation: the Chilean case," Working Papers Central Bank of Chile 881, Central Bank of Chile.
• Jesus Lago & Grzegorz Marcjasz & Bart De Schutter & Rafa{l} Weron, 2020. "Forecasting day-ahead electricity prices: A review of state-of-the-art algorithms, best practices and an open-access benchmark," Papers 2008.08004, arXiv.org, revised Dec 2020.
• Boyuan Zhang, 2020. "Forecasting with Bayesian Grouped Random Effects in Panel Data," Papers 2007.02435, arXiv.org, revised Oct 2020.
• Grzegorz Marcjasz & Jesus Lago & Rafa{l} Weron, 2020. "Neural networks in day-ahead electricity price forecasting: Single vs. multiple outputs," Papers 2008.08006, arXiv.org.
• Jan Wessel, 2020. "Using weather forecasts to forecast whether bikes are used," Working Papers 32, Institute of Transport Economics, University of Muenster.
• Kaukin, Andrei (Каукин, Андрей) & Kosarev, Vladimir (Косарев, Владимир), 2020. "Identification and forecasting of the phases of the Russian economic cycle, taking into account the sectoral structure of the economy using artificial neural networks [Идентификация И Прогнозирован," Working Papers 052019, Russian Presidential Academy of National Economy and Public Administration.
• Hannes Mueller & Christopher Rauh, 2019. "The Hard Problem of Prediction for Conflict Prevention," Cahiers de recherche 02-2019, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
• Paulina Concha Larrauri & Upmanu Lall, 2020. "Big Data links from Climate to Commodity Production Forecasts and Risk Management," Papers 2007.03015, arXiv.org.
• Eduardo Ramos-P'erez & Pablo J. Alonso-Gonz'alez & Jos'e Javier N'u~nez-Vel'azquez, 2020. "Stochastic reserving with a stacked model based on a hybridized Artificial Neural Network," Papers 2008.07564, arXiv.org.
• Daniel v{S}tifani'c & Jelena Musulin & Adrijana Miov{c}evi'c & Sandi Baressi v{S}egota & Roman v{S}ubi'c & Zlatan Car, 2020. "Impact of COVID-19 on Forecasting Stock Prices: An Integration of Stationary Wavelet Transform and Bidirectional Long Short-Term Memory," Papers 2007.02673, arXiv.org.
• Nathaniel Tomasetti & Catherine Forbes & Anastasios Panagiotelis, 2020. "Updating Variational Bayes: Fast Sequential Posterior Inference," Monash Econometrics and Business Statistics Working Papers 27/20, Monash University, Department of Econometrics and Business Statistics.