109 citations · 114 across the 7 of their papers we have counts for
7 papers
A Forecast Combination Framework for Hierarchical and Grouped Time Series Reconciliation
Xixi Li, Zijia Chen, James W. Taylor +1
Forecast combining and forecast reconciliation for hierarchical and grouped time series have largely developed as separate research areas. This paper connects the two by developing…
Angular Combining of Forecasts of Probability Distributions
James W. Taylor, Xiaochun Meng
When multiple forecasts are available for a probability distribution, forecast combining enables a pragmatic synthesis of the information to extract the wisdom of the crowd. The li…
A Comparison of Aggregation Methods for Probabilistic Forecasts of COVID-19 Mortality in the United States
Kathryn S. Taylor, James W. Taylor
The COVID-19 pandemic has placed forecasting models at the forefront of health policy making. Predictions of mortality and hospitalization help governments meet planning and resour…
Scores for Multivariate Distributions and Level Sets
Xiaochun Meng, James W. Taylor, Souhaib Ben Taieb +1
Forecasts of multivariate probability distributions are required for a variety of applications. Scoring rules enable the evaluation of forecast accuracy, and comparison between for…
Rule-based Autoregressive Moving Average Models for Forecasting Load on Special Days: A Case Study for France
Siddharth Arora, James W. Taylor
This paper presents a case study on short-term load forecasting for France, with emphasis on special days, such as public holidays. We investigate the generalisability to French da…
Forecasting Electricity Smart Meter Data Using Conditional Kernel Density Estimation
Siddharth Arora, James W. Taylor
The recent advent of smart meters has led to large micro-level datasets. For the first time, the electricity consumption at individual sites is available on a near real-time basis.…
Short-term Forecasting of Anomalous Load Using Rule-based Triple Seasonal Methods
Siddharth Arora, James W. Taylor
Numerous methods have been proposed for forecasting load for normal days. Modeling of anomalous load, however, has often been ignored in the research literature. Occurring on speci…