Forecasting Swiss exports using Bayesian forecast reconciliation.
Florian EckertRob J. HyndmanAnastasios PanagiotelisPublished in: Eur. J. Oper. Res. (2021)
Keyphrases
- short term
- forecasting model
- forecasting accuracy
- arima model
- grey theory
- demand forecasting
- load forecasting
- exponential smoothing
- long term
- short term load forecasting
- failure prediction
- early warning
- hybrid model
- chaotic time series
- wind power
- financial forecasting
- anchovy catches
- support vector regression
- bp neural network
- bayesian learning
- box jenkins
- phase space reconstruction
- neural network
- wavelet support vector machine
- bayesian networks
- bayesian decision
- data driven
- maximum likelihood
- electricity consumption
- prediction model
- bayesian inference
- predictive model
- autoregressive integrated moving average
- bayesian estimation
- support vector machine svm
- weather forecasting
- posterior distribution
- medium term
- generalized regression neural network
- artificial neural network models
- exchange rate
- wind speed