Taylor James W.

James W. Taylor

Information about the author James W. Taylor will soon be added to the site.
Found 14 papers in total
Forecasting daily supermarket sales using exponentially weighted quantile regression
Forecasting daily supermarket sales using exponentially weighted quantile regression
2007
Inventory control systems typically require the frequent updating of forecasts for...
Smooth transition exponential smoothing
Smooth transition exponential smoothing
2004
Adaptive exponential smoothing methods allow a smoothing parameter to change over...
A comparison of temperature density forecasts from GARCH and atmospheric models
A comparison of temperature density forecasts from GARCH and atmospheric models
2004
Density forecasts for weather variables are useful for the many industries exposed to...
Generating volatility forecasts from value at risk estimates
Generating volatility forecasts from value at risk estimates
2005
Statistical volatility models rely on the assumption that the shape of the conditional...
Exponential smoothing with a damped multiplicative trend
Exponential smoothing with a damped multiplicative trend
2003
Multiplicative trend exponential smoothing has received very little attention in the...
Volatility forecasting with smooth transition exponential smoothing
Volatility forecasting with smooth transition exponential smoothing
2004
Adaptive exponential smoothing methods allow smoothing parameters to change over time,...
Exponential smoothing with a damped multiplicative trend
Exponential smoothing with a damped multiplicative trend
2003
Multiplicative trend exponential smoothing has received very little attention in the...
Setting accuracy targets for short-term judgemental sales forecasting
Setting accuracy targets for short-term judgemental sales forecasting
2001
Traditionally, the quality of a forecasting model is judged by how it compares, in...
A quantile regression neural network approach to estimating the conditional density of multiperiod returns
A quantile regression neural network approach to estimating the conditional density of multiperiod returns
2000
This paper presents a new approach to estimating the conditional probability...
Using combined forecasts with changing weights for electricity demand profiling
Using combined forecasts with changing weights for electricity demand profiling
2000
Day-ahead half-hourly demand forecasts are required for scheduling and for calculating...
Evaluating volatility and interval forecasts
Evaluating volatility and interval forecasts
1999
A widely used approach to evaluating volatility forecasts uses a regression framework...
Review of guidelines for the use of combined forecasts
Review of guidelines for the use of combined forecasts
2000
A large literature has evolved in the thirty years since the seminal work on combining...
Investigating improvements in the accuracy of prediction intervals for combinations of forecasts: A simulation study
Investigating improvements in the accuracy of prediction intervals for combinations of forecasts: A simulation study
1999
Despite a considerable literature on the combination of forecasts, there is little...
A quantile regression approach to generating prediction intervals
A quantile regression approach to generating prediction intervals
1999
Exponential smoothing methods do not involve a formal procedure for identifying the...
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