Concepedia

Stochastic Forecast Models

Stochastic Forecast Models is a type of forecasting model that incorporates random variation and probabilistic elements in its structure, distinguishing it from deterministic models by explicitly representing uncertainty through probability distributions over possible future outcomes.

127

Publications

5.7K

Citations

374

Authors

198

Institutions

Publications per year

2017–2026

38

Variants

Stochastic Forecasting Models

Parents

Publications

127

Density forecasting: a survey

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

, , +16

Mortality density forecasts: An analysis of six stochastic mortality models

Andrew J. G. Cairns, David Blake, Kevin Dowd et al. · Insurance Mathematics and Economics · 2011 · 279 citations · Full text

, , +16

Very-Short-Term Probabilistic Forecasting of Wind Power With Generalized Logit–Normal Distributions

Pierre Pinson · Journal of the Royal Statistical Society Series C (Applied Statistics) · 2012 · 210 citations · Full text

, , +16

Statistical analysis of the induced Basel 2006 earthquake sequence: introducing a probability-based monitoring approach for Enhanced Geothermal Systems

C. E. Bachmann, Stefan Wiemer, J. Woessner et al. · Geophysical Journal International · 2011 · 197 citations · Full text

, , +17

Forecasting model of global stock index by stochastic time effective neural network

Zhe Liao, Jun Wang · Expert Systems with Applications · 2009 · 151 citations

, , +14

1–5 of 127

Authors

374

  1. DÖ
    Dilek Önkal

    Bilkent University, Türkiye

    3 publications · 149 citations

    3

    h-index

  2. YG
    Yaz Gűlnur Muradoğlu

    Queen Mary University of London, United Kingdom

    3 publications · 149 citations

    3

    h-index

  3. AS
    Anthony S. Tay

    Singapore Management University, Singapore

    2 publications · 340 citations

    2

    h-index

  4. DL
    Dinglin Li

    China Southern Power Grid (China), China

    2 publications · 50 citations

    2

    h-index

  5. DE
    David Epstein

    JPMorgan Chase & Co (United States), United States

    2 publications · 368 citations

    2

    h-index

1–5 of 374

Institutions

198

  1. Technical University of Denmark

    Kongens Lyngby, Denmark

    4 h-index

    10 publications

    1K citations

  2. Centre National de la Recherche Scientifique

    Paris, France

    3 h-index

    8 publications

    212 citations

  3. University of Oxford

    Oxford, United Kingdom

    3 h-index

    5 publications

    246 citations

  4. University of Groningen

    Groningen, The Netherlands

    3 h-index

    3 publications

    50 citations

  5. Bilkent University

    Ankara, Türkiye

    3 h-index

    6 publications

    298 citations

  6. Johns Hopkins University

    Baltimore, United States

    3 h-index

    8 publications

    197 citations

  7. Wuhan University

    Wuhan, China

    3 h-index

    20 publications

    522 citations

  8. Southeast University

    Nanjing, China

    2 h-index

    4 publications

    146 citations

1–8 of 198

Venues

  1. International Journal of Forecasting

    9 publications · 599 citations

    9

    h-index

  2. Journal of Forecasting

    4 publications · 436 citations

    4

    h-index

  3. Monthly Weather Review

    3 publications · 56 citations

    3

    h-index

  4. Expert Systems with Applications

    3 publications · 207 citations

    3

    h-index

  5. Journal of the Atmospheric Sciences

    3 publications · 86 citations

    3

    h-index

1–5