113 citations · 206 across the 10 of their papers we have counts for
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ScoreDrivenModels.jl: a Julia Package for Generalized Autoregressive Score Models
Guilherme Bodin, Raphael Saavedra, Cristiano Fernandes +1
Score-driven models, also known as generalized autoregressive score models, represent a class of observation-driven time series models. They possess powerful properties, such as th…
Short-Term Covid-19 Forecast for Latecomers
Marcelo Medeiros, Alexandre Street, Davi Valladão +2
The number of Covid-19 cases is increasing dramatically worldwide. Therefore, the availability of reliable forecasts for the number of cases in the coming days is of fundamental im…
A Multi-Quantile Regression Time Series Model with Interquantile Lipschitz Regularization for Wind Power Probabilistic Forecasting
Marcelo Ruas, Alexandre Street, Cristiano Fernandes
Modern decision-making processes require uncertainty-aware models, especially those relying on non-symmetric costs and risk-averse profiles. The objective of this work is to propos…