James W. Taylor

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Using auto-regressive logit models to forecast the exceedance probability for financial risk management Journal of the Royal Statistical Society. Series A. Statistics in Society	2025-01-10	Paper
Forecasting Value at Risk and Expected Shortfall Using a Semiparametric Approach Based on the Asymmetric Laplace Distribution Journal of Business and Economic Statistics	2024-11-08	Paper
Feature importance in the age of explainable AI: case study of detecting fake news \& misinformation via a multi-modal framework European Journal of Operational Research	2024-07-16	Paper
Combining probabilistic forecasts of COVID-19 mortality in the United States European Journal of Operational Research	2022-09-09	Paper
Hierarchical probabilistic forecasting of electricity demand with smart meter data Journal of the American Statistical Association	2021-03-30	Paper
Estimating value-at-risk and expected shortfall using the intraday low and range data European Journal of Operational Research	2019-09-09	Paper
Using CAViaR models with implied volatility for value-at-risk estimation Journal of Forecasting	2018-10-11	Paper
Probabilistic forecasting of wave height for offshore wind turbine maintenance European Journal of Operational Research	2018-05-30	Paper
Probabilistic forecasting of wind power ramp events using autoregressive logit models European Journal of Operational Research	2018-05-25	Paper
Using conditional kernel density estimation for wind power density forecasting Journal of the American Statistical Association	2013-04-22	Paper
A comparison of univariate time series methods for forecasting intraday arrivals at a call center Management Science	2012-02-29	Paper
A quantile regression approach to generating prediction intervals Management Science	2012-02-12	Paper
Triple seasonal methods for short-term electricity demand forecasting European Journal of Operational Research	2010-01-15	Paper
Forecasting daily supermarket sales using exponentially weighted quantile regression European Journal of Operational Research	2006-12-14	Paper
Short-term electricity demand forecasting using double seasonal exponential smoothing The Journal of the Operational Research Society	2005-04-04	Paper
Using combined forecasts with changing weights for electricity demand profiling The Journal of the Operational Research Society	2005-01-07	Paper
Review of guidelines for the use of combined forecasts European Journal of Operational Research	2001-01-30	Paper
Combining forecast quantiles using quantile regression: Investigating the derived weights, estimator bias and imposing constraints Journal of Applied Statistics	1999-11-11	Paper

Research outcomes over time

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