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DeepAR: Probabilistic forecasting with autoregressive recurrent networks
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- Xiangpeng Zhan & Xiaorui Qian & Wei Liu & Xinru Liu & Yuying Chen & Liang Zhang & Huawei Hong & Yimin Shen & Kai Xiao, 2024. "Predicting Industrial Electricity Consumption Using Industry–Geography Relationships: A Graph-Based Machine Learning Approach," Energies, MDPI, vol. 17(17), pages 1-16, August.
- Montero-Manso, Pablo & Hyndman, Rob J., 2021.
"Principles and algorithms for forecasting groups of time series: Locality and globality,"
International Journal of Forecasting, Elsevier, vol. 37(4), pages 1632-1653.
- Pablo Montero-Manso & Rob J Hyndman, 2020. "Principles and Algorithms for Forecasting Groups of Time Series: Locality and Globality," Monash Econometrics and Business Statistics Working Papers 45/20, Monash University, Department of Econometrics and Business Statistics.
- Liu, Xiao & Hu, Qunpeng & Li, Jinsong & Li, Weimin & Liu, Tong & Xin, Mingjun & Jin, Qun, 2024. "Decoupling representation contrastive learning for carbon emission prediction and analysis based on time series," Applied Energy, Elsevier, vol. 367(C).
- Dumas, Jonathan & Wehenkel, Antoine & Lanaspeze, Damien & Cornélusse, Bertrand & Sutera, Antonio, 2022. "A deep generative model for probabilistic energy forecasting in power systems: normalizing flows," Applied Energy, Elsevier, vol. 305(C).
- Chiew, Ernest & Choong, Shin Siang, 2022. "A solution for M5 Forecasting - Uncertainty: Hybrid gradient boosting and autoregressive recurrent neural network for quantile estimation," International Journal of Forecasting, Elsevier, vol. 38(4), pages 1442-1447.
- Conall Butler & Martin Crane, 2023. "Blockchain Transaction Fee Forecasting: A Comparison of Machine Learning Methods," Mathematics, MDPI, vol. 11(9), pages 1-26, May.
- Makridakis, Spyros & Spiliotis, Evangelos & Assimakopoulos, Vassilios, 2022. "Predicting/hypothesizing the findings of the M5 competition," International Journal of Forecasting, Elsevier, vol. 38(4), pages 1337-1345.
- repec:cte:wsrepe:36072 is not listed on IDEAS
- Ulrich, Matthias & Jahnke, Hermann & Langrock, Roland & Pesch, Robert & Senge, Robin, 2022. "Classification-based model selection in retail demand forecasting," International Journal of Forecasting, Elsevier, vol. 38(1), pages 209-223.
- Olivares, Kin G. & Challu, Cristian & Marcjasz, Grzegorz & Weron, Rafał & Dubrawski, Artur, 2023.
"Neural basis expansion analysis with exogenous variables: Forecasting electricity prices with NBEATSx,"
International Journal of Forecasting, Elsevier, vol. 39(2), pages 884-900.
- Kin G. Olivares & Cristian Challu & Grzegorz Marcjasz & Rafal Weron & Artur Dubrawski, 2021. "Neural basis expansion analysis with exogenous variables: Forecasting electricity prices with NBEATSx," WORking papers in Management Science (WORMS) WORMS/21/07, Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology.
- Fan, Jingmin & Zhong, Mingwei & Guan, Yuanpeng & Yi, Siqi & Xu, Cancheng & Zhai, Yanpeng & Zhou, Yongwang, 2024. "An online long-term load forecasting method: Hierarchical highway network based on crisscross feature collaboration," Energy, Elsevier, vol. 299(C).
- Shi, Yong & Zhang, Linzi, 2023. "Modelling long- and short-term multi-dimensional patterns in predictive maintenance with accumulative attention," Reliability Engineering and System Safety, Elsevier, vol. 237(C).
- Jayesh Thaker & Robert Höller, 2022. "A Comparative Study of Time Series Forecasting of Solar Energy Based on Irradiance Classification," Energies, MDPI, vol. 15(8), pages 1-26, April.
- de Rezende, Rafael & Egert, Katharina & Marin, Ignacio & Thompson, Guilherme, 2022. "A white-boxed ISSM approach to estimate uncertainty distributions of Walmart sales," International Journal of Forecasting, Elsevier, vol. 38(4), pages 1460-1467.
- Lunacek, Monte & Williams, Lindy & Severino, Joseph & Ficenec, Karen & Ugirumurera, Juliette & Eash, Matthew & Ge, Yanbo & Phillips, Caleb, 2021. "A data-driven operational model for traffic at the Dallas Fort Worth International Airport," Journal of Air Transport Management, Elsevier, vol. 94(C).
- Kandaswamy Paramasivan & Brinda Subramani & Nandan Sudarsanam, 2022. "Counterfactual analysis of the impact of the first two waves of the COVID-19 pandemic on the reporting and registration of missing people in India," Palgrave Communications, Palgrave Macmillan, vol. 9(1), pages 1-14, December.
- Felix Wick & Ulrich Kerzel & Martin Hahn & Moritz Wolf & Trapti Singhal & Daniel Stemmer & Jakob Ernst & Michael Feindt, 2021. "Demand Forecasting of Individual Probability Density Functions with Machine Learning," SN Operations Research Forum, Springer, vol. 2(3), pages 1-39, September.
- Jozef Barunik & Lubos Hanus, 2023. "Learning Probability Distributions of Day-Ahead Electricity Prices," Papers 2310.02867, arXiv.org, revised Oct 2023.
- Rajapaksha, Dilini & Bergmeir, Christoph & Hyndman, Rob J., 2023. "LoMEF: A framework to produce local explanations for global model time series forecasts," International Journal of Forecasting, Elsevier, vol. 39(3), pages 1424-1447.
- Yin, Linfei & Xiong, Yi, 2024. "Fast-apply deep autoregressive recurrent proximal policy optimization for controlling hot water systems," Applied Energy, Elsevier, vol. 367(C).
- Zhong, Mingwei & Fan, Jingmin & Luo, Jianqiang & Xiao, Xuanyi & He, Guanglin & Cai, Rui, 2024. "InfoCAVB-MemoryFormer: Forecasting of wind and photovoltaic power through the interaction of data reconstruction and data augmentation," Applied Energy, Elsevier, vol. 371(C).
- Lei Li & Zhiyuan Zhang & Ruihan Bao & Keiko Harimoto & Xu Sun, 2022. "Distributional Correlation--Aware Knowledge Distillation for Stock Trading Volume Prediction," Papers 2208.07232, arXiv.org.
- Wang, Xinyu & Ma, Wenping, 2024. "A hybrid deep learning model with an optimal strategy based on improved VMD and transformer for short-term photovoltaic power forecasting," Energy, Elsevier, vol. 295(C).
- Yuming Deng & Xinhui Zhang & Tong Wang & Lin Wang & Yidong Zhang & Xiaoqing Wang & Su Zhao & Yunwei Qi & Guangyao Yang & Xuezheng Peng, 2023. "Alibaba Realizes Millions in Cost Savings Through Integrated Demand Forecasting, Inventory Management, Price Optimization, and Product Recommendations," Interfaces, INFORMS, vol. 53(1), pages 32-46, January.
- Feifei Huang & Mingxia Lin & Shoukat Iqbal Khattak, 2024. "Form Uncertainty to Sustainable Decision-Making: A Novel MIDAS–AM–DeepAR-Based Prediction Model for E-Commerce Industry Development," Sustainability, MDPI, vol. 16(14), pages 1-24, July.
- Ziel, Florian, 2022. "M5 competition uncertainty: Overdispersion, distributional forecasting, GAMLSS, and beyond," International Journal of Forecasting, Elsevier, vol. 38(4), pages 1546-1554.
- Liu, Chenyu & Zhang, Xuemin & Mei, Shengwei & Zhou, Qingyu & Fan, Hang, 2023. "Series-wise attention network for wind power forecasting considering temporal lag of numerical weather prediction," Applied Energy, Elsevier, vol. 336(C).
- Spiliotis, Evangelos & Makridakis, Spyros & Kaltsounis, Anastasios & Assimakopoulos, Vassilios, 2021. "Product sales probabilistic forecasting: An empirical evaluation using the M5 competition data," International Journal of Production Economics, Elsevier, vol. 240(C).
- Sonnleitner, Benedikt & Stapf, Jelena & Wulff, Kai, 2024. "Benchmarking short term forecasts of regional banknote lodgements and withdrawals," Discussion Papers 39/2024, Deutsche Bundesbank.
- Wenhui Zhao & Tong Li & Danyang Xu & Zhaohua Wang, 2024. "A global forecasting method of heterogeneous household short-term load based on pre-trained autoencoder and deep-LSTM model," Annals of Operations Research, Springer, vol. 339(1), pages 227-259, August.
- Xian, Sidong & Feng, Miaomiao & Cheng, Yue, 2023. "Incremental nonlinear trend fuzzy granulation for carbon trading time series forecast," Applied Energy, Elsevier, vol. 352(C).
- Wen, Honglin, 2024. "Probabilistic wind power forecasting resilient to missing values: An adaptive quantile regression approach," Energy, Elsevier, vol. 300(C).
- Min Hu & Zhizhong Tan & Bin Liu & Guosheng Yin, 2023. "Futures Quantitative Investment with Heterogeneous Continual Graph Neural Network," Papers 2303.16532, arXiv.org, revised Dec 2023.
- Thompson, Ryan & Qian, Yilin & Vasnev, Andrey L., 2024.
"Flexible global forecast combinations,"
Omega, Elsevier, vol. 126(C).
- Ryan Thompson & Yilin Qian & Andrey L. Vasnev, 2022. "Flexible global forecast combinations," Papers 2207.07318, arXiv.org, revised Mar 2024.
- Marcjasz, Grzegorz & Narajewski, Michał & Weron, Rafał & Ziel, Florian, 2023.
"Distributional neural networks for electricity price forecasting,"
Energy Economics, Elsevier, vol. 125(C).
- Grzegorz Marcjasz & Micha{l} Narajewski & Rafa{l} Weron & Florian Ziel, 2022. "Distributional neural networks for electricity price forecasting," Papers 2207.02832, arXiv.org, revised Dec 2022.
- Philippe Goulet Coulombe & Mikael Frenette & Karin Klieber, 2023. "From Reactive to Proactive Volatility Modeling with Hemisphere Neural Networks," Papers 2311.16333, arXiv.org, revised Apr 2024.
- Anderer, Matthias & Li, Feng, 2022. "Hierarchical forecasting with a top-down alignment of independent-level forecasts," International Journal of Forecasting, Elsevier, vol. 38(4), pages 1405-1414.
- Richter, Lucas & Lehna, Malte & Marchand, Sophie & Scholz, Christoph & Dreher, Alexander & Klaiber, Stefan & Lenk, Steve, 2022. "Artificial Intelligence for Electricity Supply Chain automation," Renewable and Sustainable Energy Reviews, Elsevier, vol. 163(C).
- Dong, Xiaochong & Sun, Yingyun & Dong, Lei & Li, Jian & Li, Yan & Di, Lei, 2023. "Transferable wind power probabilistic forecasting based on multi-domain adversarial networks," Energy, Elsevier, vol. 285(C).
- Eikeland, Odin Foldvik & Kelsall, Colin C. & Buznitsky, Kyle & Verma, Shomik & Bianchi, Filippo Maria & Chiesa, Matteo & Henry, Asegun, 2023. "Power availability of PV plus thermal batteries in real-world electric power grids," Applied Energy, Elsevier, vol. 348(C).
- Bojer, Casper Solheim, 2022. "Understanding machine learning-based forecasting methods: A decomposition framework and research opportunities," International Journal of Forecasting, Elsevier, vol. 38(4), pages 1555-1561.
- Jože Martin Rožanec & Blaž Fortuna & Dunja Mladenić, 2022. "Reframing Demand Forecasting: A Two-Fold Approach for Lumpy and Intermittent Demand," Sustainability, MDPI, vol. 14(15), pages 1-21, July.
- Bojer, Casper Solheim & Meldgaard, Jens Peder, 2021. "Kaggle forecasting competitions: An overlooked learning opportunity," International Journal of Forecasting, Elsevier, vol. 37(2), pages 587-603.
- Ying Shu & Chengfu Ding & Lingbing Tao & Chentao Hu & Zhixin Tie, 2023. "Air Pollution Prediction Based on Discrete Wavelets and Deep Learning," Sustainability, MDPI, vol. 15(9), pages 1-19, April.
- Zhuoyuan Lyu & Ying Shen & Yu Zhao & Tao Hu, 2023. "Solar Radiation Prediction Based on Conformer-GLaplace-SDAR Model," Sustainability, MDPI, vol. 15(20), pages 1-18, October.
- Sonan Memon, 2022. "Inflation in Pakistan: High-Frequency Estimation and Forecasting," PIDE-Working Papers 2022:12, Pakistan Institute of Development Economics.
- Xu, Shilin & Liu, Yang & Jin, Chun, 2023. "Forecasting daily tourism demand with multiple factors," Annals of Tourism Research, Elsevier, vol. 103(C).
- Shalini Sharma & Angshul Majumdar & Emilie Chouzenoux & Victor Elvira, 2023. "Deep State-Space Model for Predicting Cryptocurrency Price," Papers 2311.14731, arXiv.org.
- Shao, Zhen & Yang, Yudie & Zheng, Qingru & Zhou, Kaile & Liu, Chen & Yang, Shanlin, 2022. "A pattern classification methodology for interval forecasts of short-term electricity prices based on hybrid deep neural networks: A comparative analysis," Applied Energy, Elsevier, vol. 327(C).
- Niu, Zhewen & Han, Xiaoqing & Zhang, Dongxia & Wu, Yuxiang & Lan, Songyan, 2024. "Interpretable wind power forecasting combining seasonal-trend representations learning with temporal fusion transformers architecture," Energy, Elsevier, vol. 306(C).
- Jiawei Zhang & Rongquan Zhang & Yanfeng Zhao & Jing Qiu & Siqi Bu & Yuxiang Zhu & Gangqiang Li, 2023. "Deterministic and Probabilistic Prediction of Wind Power Based on a Hybrid Intelligent Model," Energies, MDPI, vol. 16(10), pages 1-15, May.
- Sergio Consoli & Luca Tiozzo Pezzoli & Elisa Tosetti, 2022. "Neural forecasting of the Italian sovereign bond market with economic news," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 185(S2), pages 197-224, December.
- Philippe Goulet Coulombe, 2022. "A Neural Phillips Curve and a Deep Output Gap," Working Papers 22-01, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management.
- Semenoglou, Artemios-Anargyros & Spiliotis, Evangelos & Makridakis, Spyros & Assimakopoulos, Vassilios, 2021. "Investigating the accuracy of cross-learning time series forecasting methods," International Journal of Forecasting, Elsevier, vol. 37(3), pages 1072-1084.
- Heejong Lim & Kwanghun Chung & Sangbok Lee, 2022. "Probabilistic Forecasting for Demand of a Bike-Sharing Service Using a Deep-Learning Approach," Sustainability, MDPI, vol. 14(23), pages 1-18, November.
- Jan Groeneveld & Judith Herrmann & Nikkel Mollenhauer & Leonard Dreeßen & Nick Bessin & Johann Schulze Tast & Alexander Kastius & Johannes Huegle & Rainer Schlosser, 2024. "Self-learning Agents for Recommerce Markets," Business & Information Systems Engineering: The International Journal of WIRTSCHAFTSINFORMATIK, Springer;Gesellschaft für Informatik e.V. (GI), vol. 66(4), pages 441-463, August.
- Wellens, Arnoud P. & Boute, Robert N. & Udenio, Maximiliano, 2024. "Simplifying tree-based methods for retail sales forecasting with explanatory variables," European Journal of Operational Research, Elsevier, vol. 314(2), pages 523-539.
- Wang, Shengjie & Kang, Yanfei & Petropoulos, Fotios, 2024. "Combining probabilistic forecasts of intermittent demand," European Journal of Operational Research, Elsevier, vol. 315(3), pages 1038-1048.
- Qian, Yilin & Thompson, Ryan & Vasnev, Andrey L, 2022. "Global combinations of expert forecasts," Working Papers BAWP-2022-02, University of Sydney Business School, Discipline of Business Analytics.
- Lars Ødegaard Bentsen & Narada Dilp Warakagoda & Roy Stenbro & Paal Engelstad, 2023. "A Unified Graph Formulation for Spatio-Temporal Wind Forecasting," Energies, MDPI, vol. 16(20), pages 1-23, October.
- Xiaohang Ren & Wenting Jiang & Qiang Ji & Pengxiang Zhai, 2024. "Seeing is believing: Forecasting crude oil price trend from the perspective of images," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 43(7), pages 2809-2821, November.
- Pesantez, Jorge E. & Li, Binbin & Lee, Christopher & Zhao, Zhizhen & Butala, Mark & Stillwell, Ashlynn S., 2023. "A Comparison Study of Predictive Models for Electricity Demand in a Diverse Urban Environment," Energy, Elsevier, vol. 283(C).
- Wen, Honglin & Pinson, Pierre & Gu, Jie & Jin, Zhijian, 2024. "Wind energy forecasting with missing values within a fully conditional specification framework," International Journal of Forecasting, Elsevier, vol. 40(1), pages 77-95.
- Jozef Barunik & Lubos Hanus, 2022. "Learning Probability Distributions in Macroeconomics and Finance," Papers 2204.06848, arXiv.org.
- Kandaswamy Paramasivan & Rahul Subburaj & Saish Jaiswal & Nandan Sudarsanam, 2022. "Empirical evidence of the impact of mobility on property crimes during the first two waves of the COVID-19 pandemic," Palgrave Communications, Palgrave Macmillan, vol. 9(1), pages 1-14, December.
- Redouane Benabdallah Benarmas & Kadda Beghdad Bey, 2024. "A deep learning hierarchical approach to road traffic forecasting," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 43(5), pages 1294-1307, August.
- Seungmin Oh & Le Hoang Anh & Dang Thanh Vu & Gwang Hyun Yu & Minsoo Hahn & Jinsul Kim, 2024. "Patch-Wise-Based Self-Supervised Learning for Anomaly Detection on Multivariate Time Series Data," Mathematics, MDPI, vol. 12(24), pages 1-17, December.
- Chen, Yuejiang & He, Yingjing & Xiao, Jiang-Wen & Wang, Yan-Wu & Li, Yuanzheng, 2024. "Hybrid model based on similar power extraction and improved temporal convolutional network for probabilistic wind power forecasting," Energy, Elsevier, vol. 304(C).
- Liu, Lei & Wang, Xinyu & Dong, Xue & Chen, Kang & Chen, Qiuju & Li, Bin, 2024. "Interpretable feature-temporal transformer for short-term wind power forecasting with multivariate time series," Applied Energy, Elsevier, vol. 374(C).
- Mihail Yanchev, 2022. "Deep Growth-at-Risk Model: Nowcasting the 2020 Pandemic Lockdown Recession in Small Open Economies," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 7, pages 20-41.
- Zexing Xu & Linjun Zhang & Sitan Yang & Rasoul Etesami & Hanghang Tong & Huan Zhang & Jiawei Han, 2024. "F-FOMAML: GNN-Enhanced Meta-Learning for Peak Period Demand Forecasting with Proxy Data," Papers 2406.16221, arXiv.org.
- Park, Jungyeon & Alvarenga, Estêvão & Jeon, Jooyoung & Li, Ran & Petropoulos, Fotios & Kim, Hokyun & Ahn, Kwangwon, 2024. "Probabilistic forecast-based portfolio optimization of electricity demand at low aggregation levels," Applied Energy, Elsevier, vol. 353(PB).
- Baruník, Jozef & Hanus, Luboš, 2024. "Fan charts in era of big data and learning," Finance Research Letters, Elsevier, vol. 61(C).
- Elham M. Al-Ali & Yassine Hajji & Yahia Said & Manel Hleili & Amal M. Alanzi & Ali H. Laatar & Mohamed Atri, 2023. "Solar Energy Production Forecasting Based on a Hybrid CNN-LSTM-Transformer Model," Mathematics, MDPI, vol. 11(3), pages 1-19, January.
- Zhang, Chao & Ma, Yunfeng & Mi, Zengqiang & Yang, Fan & Zhang, Long, 2024. "A rolling-horizon cleaning recommendation system for dust removal of industrial PV panels," Applied Energy, Elsevier, vol. 353(PB).
- Anna Almosova & Niek Andresen, 2023. "Nonlinear inflation forecasting with recurrent neural networks," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(2), pages 240-259, March.
- Ioannis Papageorgiou & Ioannis Kontoyiannis, 2023. "The Bayesian Context Trees State Space Model for time series modelling and forecasting," Papers 2308.00913, arXiv.org, revised Oct 2023.
- Jakub Horak & Tomas Krulicky & Zuzana Rowland & Veronika Machova, 2020. "Creating a Comprehensive Method for the Evaluation of a Company," Sustainability, MDPI, vol. 12(21), pages 1-23, November.
- Zheng, Peijun & Zhou, Heng & Liu, Jiang & Nakanishi, Yosuke, 2023. "Interpretable building energy consumption forecasting using spectral clustering algorithm and temporal fusion transformers architecture," Applied Energy, Elsevier, vol. 349(C).
- Philippe Goulet Coulombe & Mikael Frenette & Karin Klieber, 2023. "From Reactive to Proactive Volatility Modeling with Hemisphere Neural Networks," Working Papers 23-04, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management, revised Nov 2023.
- Lin, Jiahe & Michailidis, George, 2024. "A multi-task encoder-dual-decoder framework for mixed frequency data prediction," International Journal of Forecasting, Elsevier, vol. 40(3), pages 942-957.
- Evangelos Spiliotis & Spyros Makridakis & Artemios-Anargyros Semenoglou & Vassilios Assimakopoulos, 2022. "Comparison of statistical and machine learning methods for daily SKU demand forecasting," Operational Research, Springer, vol. 22(3), pages 3037-3061, July.
- Jiang, Zongxi & Zhang, Luliang & Ji, Tianyao, 2023. "NSDAR: A neural network-based model for similar day screening and electric load forecasting," Applied Energy, Elsevier, vol. 349(C).
- Grzegorz Dudek, 2021. "Short-Term Load Forecasting Using Neural Networks with Pattern Similarity-Based Error Weights," Energies, MDPI, vol. 14(11), pages 1-18, May.
- Zhang, Rongquan & Bu, Siqi & Li, Gangqiang, 2024. "Multi-market P2P trading of cooling–heating-power-hydrogen integrated energy systems: An equilibrium-heuristic online prediction optimization approach," Applied Energy, Elsevier, vol. 367(C).
- Zhao, Lingxiao & Li, Zhiyang & Pei, Yuguo & Qu, Leilei, 2024. "Disentangled Seasonal-Trend representation of improved CEEMD-GRU joint model with entropy-driven reconstruction to forecast significant wave height," Renewable Energy, Elsevier, vol. 226(C).
- Frison, Lilli & Gölzhäuser, Simon & Bitterling, Moritz & Kramer, Wolfgang, 2024. "Evaluating different artificial neural network forecasting approaches for optimizing district heating network operation," Energy, Elsevier, vol. 307(C).
- Sergiy Tkachuk & Szymon {L}ukasik & Anna Wr'oblewska, 2024. "Consumer Transactions Simulation through Generative Adversarial Networks," Papers 2408.03655, arXiv.org.
- Georgios Fatouros & Georgios Makridis & Dimitrios Kotios & John Soldatos & Michael Filippakis & Dimosthenis Kyriazis, 2023. "DeepVaR: a framework for portfolio risk assessment leveraging probabilistic deep neural networks," Digital Finance, Springer, vol. 5(1), pages 29-56, March.
- Pengfei Zhao & Haoren Zhu & Wilfred Siu Hung NG & Dik Lun Lee, 2024. "From GARCH to Neural Network for Volatility Forecast," Papers 2402.06642, arXiv.org.
- Philippe Goulet Coulombe, 2022. "A Neural Phillips Curve and a Deep Output Gap," Papers 2202.04146, arXiv.org, revised Oct 2024.
- Baggio, Roberta & Muzy, Jean-François, 2024. "Improving probabilistic wind speed forecasting using M-Rice distribution and spatial data integration," Applied Energy, Elsevier, vol. 360(C).
- Li, Xixi & Yuan, Jingsong, 2024. "DeepTVAR: Deep learning for a time-varying VAR model with extension to integrated VAR," International Journal of Forecasting, Elsevier, vol. 40(3), pages 1123-1133.
- Makridakis, Spyros & Spiliotis, Evangelos & Assimakopoulos, Vassilios, 2022. "M5 accuracy competition: Results, findings, and conclusions," International Journal of Forecasting, Elsevier, vol. 38(4), pages 1346-1364.
- Shovon Sengupta & Tanujit Chakraborty & Sunny Kumar Singh, 2023. "Forecasting CPI inflation under economic policy and geopolitical uncertainties," Papers 2401.00249, arXiv.org, revised Jul 2024.
- Ana Lazcano & Miguel A. Jaramillo-Morán & Julio E. Sandubete, 2024. "Back to Basics: The Power of the Multilayer Perceptron in Financial Time Series Forecasting," Mathematics, MDPI, vol. 12(12), pages 1-18, June.
- Yu, Chuanjin & Fu, Suxiang & Wei, ZiWei & Zhang, Xiaochi & Li, Yongle, 2024. "Multi-feature-fused generative neural network with Gaussian mixture for multi-step probabilistic wind speed prediction," Applied Energy, Elsevier, vol. 359(C).
- Zhen Zeng & Rachneet Kaur & Suchetha Siddagangappa & Saba Rahimi & Tucker Balch & Manuela Veloso, 2023. "Financial Time Series Forecasting using CNN and Transformer," Papers 2304.04912, arXiv.org.
- Martin Magris & Mostafa Shabani & Alexandros Iosifidis, 2022. "Bayesian Bilinear Neural Network for Predicting the Mid-price Dynamics in Limit-Order Book Markets," Papers 2203.03613, arXiv.org, revised Jan 2023.
- Junfeng Yu & Xiaodong Li & Lei Yang & Linze Li & Zhichao Huang & Keyan Shen & Xu Yang & Xu Yang & Zhikang Xu & Dongying Zhang & Shuai Du, 2024. "Deep Learning Models for PV Power Forecasting: Review," Energies, MDPI, vol. 17(16), pages 1-35, August.
- Kevin Xin & Lizhi Xin, 2024. "QxEAI: Quantum-like evolutionary algorithm for automated probabilistic forecasting," Papers 2405.03701, arXiv.org, revised Jun 2024.
- Joaquin Gonzalez & Liliana Avelar Sosa & Gabriel Bravo & Oliverio Cruz-Mejia & Jose-Manuel Mejia-Muñoz, 2024. "Fog Computing and Industry 4.0 for Newsvendor Inventory Model Using Attention Mechanism and Gated Recurrent Unit," Logistics, MDPI, vol. 8(2), pages 1-14, June.
- Bartłomiej Gaweł & Andrzej Paliński, 2024. "Global and Local Approaches for Forecasting of Long-Term Natural Gas Consumption in Poland Based on Hierarchical Short Time Series," Energies, MDPI, vol. 17(2), pages 1-25, January.
- Hao Xu & Jinglong Lin & Dongxiao Zhang & Fanyang Mo, 2023. "Retention time prediction for chromatographic enantioseparation by quantile geometry-enhanced graph neural network," Nature Communications, Nature, vol. 14(1), pages 1-15, December.
- Chaokai Huang & Ning Du & Jiahan He & Na Li & Yifan Feng & Weihong Cai, 2023. "Multidimensional Feature-Based Graph Attention Networks and Dynamic Learning for Electricity Load Forecasting," Energies, MDPI, vol. 16(18), pages 1-17, September.