Concepedia

Conditional Density Forecasting

Conditional Density Forecasting is a probabilistic forecasting framework that models the full conditional probability distribution of a future outcome given a set of explanatory variables and historical information, thereby enabling comprehensive uncertainty quantification in predictive analytics.

57

Publications

3.2K

Citations

125

Authors

87

Institutions

Publications per year

2017–2026

13

Parents

Publications

57

Multivariate Density Forecast Evaluation and Calibration In Financial Risk Management: High-Frequency Returns on Foreign Exchange

Francis X. Diebold, Jinyong Hahn, Anthony S. Tay · The Review of Economics and Statistics · 1999 · 357 citations · Full text

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Density forecasting: a survey

Anthony S. Tay, Kenneth F. Wallis · Journal of Forecasting · 2000 · 321 citations

, , +16

Conditional density and value-at-risk prediction of Asian currency exchange rates

Stefan Mittnik, Marc S. Paolella · Journal of Forecasting · 2000 · 203 citations

, , +17

Using Conditional Kernel Density Estimation for Wind Power Density Forecasting

Jooyoung Jeon, James W. Taylor · Journal of the American Statistical Association · 2012 · 196 citations · Full text

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Deep-Based Conditional Probability Density Function Forecasting of Residential Loads

Mousa Afrasiabi, Mohammad Mohammadi, Mohammad Rastegar et al. · IEEE Transactions on Smart Grid · 2020 · 152 citations · Full text

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1–5 of 57

Authors

125

  1. AS
    Anthony S. Tay

    Singapore Management University, Singapore

    4 publications · 707 citations

    4

    h-index

  2. FX
    Francis X. Diebold

    University of Pennsylvania, United States

    4 publications · 458 citations

    4

    h-index

  3. KF
    Kenneth F. Wallis

    University of Warwick, United Kingdom

    3 publications · 350 citations

    3

    h-index

  4. JW
    James W. Taylor

    University of Wisconsin–Madison, United States

    3 publications · 403 citations

    3

    h-index

  5. PA
    Piergiorgio Alessandri

    Bank of Italy, Italy

    2 publications · 197 citations

    2

    h-index

1–5 of 125

Institutions

87

  1. University of Oxford

    Oxford, United Kingdom

    4 h-index

    5 publications

    612 citations

  2. Universidad Carlos III de Madrid

    Madrid, Spain

    3 h-index

    3 publications

    80 citations

  3. Queen Mary University of London

    London, United Kingdom

    2 h-index

    2 publications

    197 citations

  4. Tinbergen Institute

    Rotterdam, The Netherlands

    2 h-index

    5 publications

    186 citations

  5. University of Warwick

    Coventry, United Kingdom

    2 h-index

    2 publications

    386 citations

  6. Aarhus University

    Aarhus, Denmark

    2 h-index

    3 publications

    89 citations

  7. University of York

    York, United Kingdom

    2 h-index

    4 publications

    108 citations

  8. Eindhoven University of Technology

    Eindhoven, The Netherlands

    2 h-index

    3 publications

    132 citations

1–8 of 87

Venues

  1. Journal of Forecasting

    9 publications · 863 citations

    9

    h-index

  2. SSRN Electronic Journal

    Repository · 7 publications · 196 citations

    7

    h-index

  3. International Journal of Forecasting

    5 publications · 228 citations

    5

    h-index

  4. IEEE Transactions on Smart Grid

    3 publications · 240 citations

    3

    h-index

  5. RePEc: Research Papers in Economics

    Repository · 3 publications · 102 citations

    3

    h-index

1–5