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Forecasting Tourism Demand With a New Time-Varying Forecast Averaging Approach 期刊论文
JOURNAL OF TRAVEL RESEARCH, 2021, 页码: 19
作者:  Sun, Yuying;  Zhang, Jian;  Li, Xin;  Wang, Shouyang
收藏  |  浏览/下载：118/0  |  提交时间：2022/04/02
forecast combination  nonparametric estimation  structural changes  tourism demand  time-varying jackknife model averaging  
A New Two-Stage Approach with Boosting and Model Averaging for Interval-Valued Crude Oil Prices Forecasting in Uncertainty Environments 期刊论文
FRONTIERS IN ENERGY RESEARCH, 2021, 卷号: 9, 页码: 11
作者:  Huang, Bai;  Sun, Yuying;  Wang, Shouyang
收藏  |  浏览/下载：122/0  |  提交时间：2022/04/02
crude oil prices forecasting  forecast combination  interval-valued time series  model averaging  vector L2-boosting  
Time-varying model averaging? 期刊论文
JOURNAL OF ECONOMETRICS, 2021, 卷号: 222, 期号: 2, 页码: 974-992
作者:  Sun, Yuying;  Hong, Yongmiao;  Lee, Tae-Hwy;  Wang, Shouyang;  Zhang, Xinyu
收藏  |  浏览/下载：177/0  |  提交时间：2021/06/01
Asymptotic optimality  Forecast combination  Local stationarity  Model averaging  Structural change  Time-varying model averaging  
A semi-heterogeneous approach to combining crude oil price forecasts 期刊论文
INFORMATION SCIENCES, 2018, 卷号: 460, 页码: 279-292
作者:  Wang, Jue;  Li, Xiang;  Hong, Tao;  Wang, Shouyang
收藏  |  浏览/下载：236/0  |  提交时间：2018/10/07
Crude oil price  Decomposition and reconstruction  Forecast combination  Model selection  
Forecasting with model selection or model averaging: a case study for monthly container port throughput 期刊论文
TRANSPORTMETRICA A-TRANSPORT SCIENCE, 2016, 卷号: 12, 期号: 4, 页码: 366-384
作者:  Gao, Yan;  Luo, Meifeng;  Zou, Guohua
收藏  |  浏览/下载：100/0  |  提交时间：2018/07/30
Model combination  model selection  time series forecast  structural change VAR model  container throughput