Items where Author is "Taylor, James"

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Number of items: 56.

Article

Meng, Xiaochun and Taylor, James (2018) An Approximate Long-Memory Range-Based Approach for Value at Risk Estimation. International Journal of Forecasting, 34 (3). pp. 377-388. Full text availability may be restricted.
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Taylor, James and Jeon, Jooyoung (2018) Probabilistic Forecasting of Wave Height for Offshore Wind Turbine Maintenance. European Journal of Operational Research, 267 (3). pp. 877-890. Full text availability may be restricted.
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Arora, Siddharth and Taylor, James (2018) Rule-based Autoregressive Moving Average Models for Forecasting Load on Special Days: A Case Study for France. European Journal of Operational Research, 266 (1). pp. 259-268. Full text availability may be restricted.
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Taylor, James (2017) Forecasting Value at Risk and Expected Shortfall Using a Semiparametric Approach Based on the Asymmetric Laplace Distribution. Journal of Business and Economic Statistics.
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Jeon, Jooyoung and Taylor, James (2016) Short-term density forecasting of wave energy using ARMA-GARCH models and kernel density estimation. International Journal of Forecasting, 32 (3). pp. 991-1004. Link to full text available through this repository.
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Taylor, James and Roberts, Matthew B (2016) Forecasting Frequency-Corrected Electricity Demand to Support Frequency Control. IEEE Transactions on Power Systems, 31 (3). pp. 1925-1932. Link to full text available through this repository.
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Arora, Siddharth and Taylor, James (2016) Forecasting Electricity Smart Meter Data Using Conditional Kernel Density Estimation. Omega: The International Journal of Management Science, 59 (A). pp. 47-59. Link to full text available through this repository.
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Taylor, James (2016) Probabilistic Forecasting of Wind Power Ramp Events using Autoregressive Logit Models. European Journal of Operational Research, 259 (2). pp. 703-712.
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Taylor, James and Yu, Keming (2016) Using Autoregressive Logit Models to Forecast the Exceedance Probability for Financial Risk Management. Journal of the Royal Statistical Society Series A (Statistics in Society), 179 (4). pp. 1069-1092. Link to full text available through this repository.
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Taylor, James and Jeon, Jooyoung (2015) Forecasting wind power quantiles using conditional kernel estimation. Renewable Energy, 80. pp. 370-379. Link to full text available through this repository.
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Weron, Rafal and Taylor, James (2013) Discussion on 'Electrical load forecasting by exponential smoothing with covariates'. Applied Stochastic Models in Business and Industry, 29 (6). pp. 648-651. Link to full text available through this repository.
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Arora, Siddharth and Taylor, James (2013) Short-term Forecasting of Anomalous Load Using Rule-based Triple Seasonal Methods. IEEE Transactions on Power Systems, 28 (3). pp. 3235-3242. Link to full text available through this repository.
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Jeon, Jooyoung and Taylor, James (2013) Using Implied Volatility with CAViaR Models for Value at Risk Estimation. Journal of Forecasting, 32 (1). pp. 62-74. Link to full text available through this repository.
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Taylor, James and Snyder, Ralph (2012) Forecasting Intraday Data with Multiple Seasonal Cycles Using Parsimonious Seasonal Exponential Smoothing. Omega, 40 (6). pp. 748-757. Link to full text available through this repository.
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Taylor, James (2012) Density Forecasting of Intraday Call Center Arrivals Using Models Based on Exponential Smoothing. Management Science, 58 (3). pp. 534-549. Link to full text available through this repository.
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Taylor, James (2012) Short-Term Load Forecasting with Exponentially Weighted Methods. IEEE Transactions on Power Systems, 27 (1). pp. 458-464. Link to full text available through this repository.
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Jeon, Jooyoung and Taylor, James (2012) Using Conditional Kernel Density Estimation for Wind Power Forecasting. Journal of the American Statistical Association, 107 (497). pp. 66-79. Link to full text available through this repository.
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Taylor, James (2011) Multi-item Sales Forecasting with Total and Split Exponential Smoothing. Journal of the Operational Research Society, 62 (3). pp. 555-563. Link to full text available through this repository.
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Taylor, James (2010) Exponentially Weighted Methods for Forecasting Intraday Time Series with Multiple Seasonal Cycles. International Journal of Forecasting, 26 (4). pp. 627-646. Link to full text available through this repository.
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Taylor, James (2010) Reply to the discussion of: Exponentially weighted methods for forecasting intraday time series with multiple seasonal cycles. International Journal of Forecasting, 26 (4). pp. 658-660. Link to full text available through this repository.
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Taylor, James (2010) Triple Seasonal Methods for Short-term Load Forecasting. European Journal of Operational Research, 204 (1). pp. 139-152. Link to full text available through this repository.
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Hippert, Henrique and Taylor, James (2010) An Evaluation of Bayesian Techniques for Controlling Model Complexity in a Neural Network for Short-term Load Forecasting. Neural Networks, 23 (3). pp. 386-395. Link to full text available through this repository.
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Taylor, James, McSharry, Patrick and Buizza, Roberto (2009) Wind Power Density Forecasting Using Wind Ensemble Predictions and Time Series Models. IEEE Transactions on Energy Conversion, 24 (3). pp. 775-782. Link to full text available through this repository.
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Little, Max, McSharry, Patrick and Taylor, James (2009) Generalised Linear Models for Site-Specific Density Forecasting of UK Daily Rainfall. Monthly Weather Review, 137 (3). pp. 1029-1045. Link to full text available through this repository.
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Taylor, James and Espasa, Antoni (2008) Energy Forecasting. International Journal of Forecasting, 24 (4). pp. 561-565. Link to full text available through this repository.
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Taylor, James (2008) An Evaluation of Methods for Very Short Term Electricity Demand Forecasting Using Minute-by-Minute British Data. International Journal of Forecasting, 24 (4). pp. 645-658. Link to full text available through this repository.
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Taylor, James (2008) Exponentially Weighted Information Criteria for Selecting Among Forecasting Models. International Journal of Forecasting, 24 (3). pp. 513-524. Link to full text available through this repository.
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Taylor, James (2008) Using Exponentially Weighted Quantile Regression to Estimate Value at Risk and Expected Shortfall. Journal of Financial Econometrics, 6 (3). pp. 382-406. Link to full text available through this repository.
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Taylor, James (2008) Estimating Value at Risk and Expected Shortfall Using Expectiles. Journal of Financial Econometrics, 6 (2). pp. 231-252. Link to full text available through this repository.
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Taylor, James (2008) A Comparison of Time Series Methods for Forecasting Intraday Arrivals at a Call Center. Management Science, 54 (2). pp. 253-265. Link to full text available through this repository.
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Taylor, James and McSharry, Patrick (2007) Short-term Load Forecasting Methods: An Evaluation Based on European Data. IEEE Transactions on Power Systems, 22 (4). pp. 2213-2219. Link to full text available through this repository.
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Taylor, James (2007) Forecasting Supermarket Sales Using Exponentially Weighted Quantile Regression. European Journal of Operational Research, 178 (1). pp. 154-167. Link to full text available through this repository.
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Taylor, James (2006) Comments on Gardner E.S.Jr. Exponential Smoothing: State of the Art – Part II. International Journal of Forecasting, 22 (4). pp. 671-672. Link to full text available through this repository.
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Taylor, James (2006) Density Forecasting for the Efficient Balancing of the Generation and Consumption of Electricity. International Journal of Forecasting, 22 (4). pp. 707-724. Link to full text available through this repository.
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Taylor, James, de Menezes, Lilian and McSharry, Patrick (2006) A Comparison of Univariate Methods for Forecasting Electricity Demand Up to a Day Ahead. International Journal of Forecasting, 22 (1). pp. 1-16. Link to full text available through this repository.
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Taylor, James and Buizza, Roberto (2006) Density Forecasting for Weather Derivative Pricing. International Journal of Forecasting, 22 (1). pp. 29-42. Link to full text available through this repository.
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Taylor, James (2005) Generating Volatility Forecasts from Value at Risk Estimates. Management Science, 51 (5). pp. 712-725. Link to full text available through this repository.
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Taylor, James (2004) Exponential Smoothing with a Damped Multiplicative Trend. International Journal of Forecasting, 19 (4). pp. 715-725. Link to full text available through this repository.
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Taylor, James (2004) Smooth Transition Exponential Smoothing. Journal of Forecasting, 23 (6). pp. 385-404. Link to full text available through this repository.
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Taylor, James and Buizza, Roberto (2004) Comparing Temperature Density Forecasts from GARCH and Atmospheric Models. Journal of Forecasting, 23 (5). pp. 337-355. Link to full text available through this repository.
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Taylor, James (2004) Volatility Forecasting with Smooth Transition Exponential Smoothing. International Journal of Forecasting, 20 (2). pp. 273-286. Link to full text available through this repository.
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Taylor, James (2003) Short-Term Electricity Demand Forecasting Using Double Seasonal Exponential Smoothing. Journal of the Operational Research Society, 54 (8). pp. 799-805. Link to full text available through this repository.
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Taylor, James and Buizza, Roberto (2003) Using Weather Ensemble Predictions in Electricity Demand Forecasting. International Journal of Forecasting, 19 (1). pp. 57-70. Link to full text available through this repository.
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Taylor, James and Buizza, Roberto (2002) Neural Network Load Forecasting with Weather Ensemble Predictions. IEEE Transactions on Power Systems, 17 (3). pp. 626-632. Link to full text available through this repository.
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Bunn, Derek and Taylor, James (2001) The Application of Quality Initiatives for Improving Short-term Judgemental Sales Forecasting. International Journal of Forecasting, 17 (2). pp. 159-169. Link to full text available through this repository.
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Taylor, James (2000) A Quantile Regression Neural Network Approach to Estimating the Conditional Density of Multiperiod Returns. Journal of Forecasting, 19 (4). pp. 299-311. Link to full text available through this repository.
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de Menezes, Lilian, Bunn, Derek and Taylor, James (2000) Review of Practical Guidelines for Combining Forecasts. European Journal of Operational Research, 120 (1). pp. 190-204. Link to full text available through this repository.
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Taylor, James and Majithia, Shanti (2000) Using Combined Forecasts with Changing Weights for Electricity Demand Profiling. Journal of the Operational Research Society, 51 (1). pp. 72-82. Link to full text available through this repository.
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Taylor, James and Bunn, Derek (1999) Investigating Improvements in the Accuracy of Prediction Intervals for Combinations of Forecasts: A Simulation Study. International Journal of Forecasting, 15 (3). pp. 325-339. Link to full text available through this repository.
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Taylor, James (1999) Evaluating Volatility and Interval Forecasts. Journal of Forecasting, 18 (2). pp. 111-128. Link to full text available through this repository.
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Taylor, James and Bunn, Derek (1999) A Quantile Regression Approach to Generating Prediction Intervals. Management Science, 45 (2). pp. 225-237. Link to full text available through this repository.
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Taylor, James (1999) A Quantile Regression Approach to Estimating the Distribution of Multiperiod Returns. Journal of Derivatives, 7 (1). pp. 64-78. Link to full text available through this repository.
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Taylor, James and Bunn, Derek (1998) Combining Forecast Quantiles Using Quantile Regression: Investigating the Derived Weights, Estimator Bias and Imposing Constraints. Journal of Applied Statistics, 25 (2). pp. 193-206. Link to full text available through this repository.
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Book Section

Taylor, James and McSharry, Patrick (2017) Univariate Methods for Short-Term Load Forecasting. In: El-Hawary, Mohamed E., (ed.) Advances in Electric Power and Energy Systems: Load and Price Forecasting. Wiley, pp. 17-40. ISBN 978-1118171349 Link to full text available through this repository.
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Taylor, James and McSharry, Patrick (2012) Univariate Methods for Short-Term Load Forecasting. In: El-Hawary, Mo, (ed.) Advances in Electric Power and Energy; Power Systems Engineering, Power Engineering Series of IEEE Press. Wiley. Full text not available from this repository.
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Taylor, James (2004) Forecasting Weather Variable Densities for Weather Derivatives and Energy Prices. In: Bunn, Derek, (ed.) Modelling Prices in Competitive Electricity Markets. Wiley finance series . Wiley, Chichester. ISBN 978-0470848609 Full text not available from this repository.
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This list was generated on Thu Jun 20 02:32:34 2019 UTC.