Bayesian estimation of subset threshold autoregressions: short-term forecasting of traffic occupancy-Reference-Cited by-同舟云学术

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Bayesian estimation of subset threshold autoregressions: short-term forecasting of traffic occupancy

Published:2020-08-04 Issue:13-15 Volume:47 Page:2658-2689
ISSN:0266-4763
Container-title:Journal of Applied Statistics
language:en
Short-container-title:Journal of Applied Statistics

Author:

Giacomazzo Mario¹,Kamarianakis Yiannis²³

Affiliation:

1. Department of Statistics and Operations Research, University of North Carolina, Chapel Hill, NC, USA

2. School of Mathematical and Statistical Sciences, Arizona State University, Tempe, AZ, USA

3. Institute of Applied and Computational Mathematics, Foundation for Research & Technology – Hellas, Heraklion, Greece

Publisher

Informa UK Limited

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/02664763.2020.1801606

Reference95 articles.

1. M. Aiolfi, C. Capistrán, and A. Timmermann, Forecast combinations, Working Paper No. 2010-04, Banco de México, 2010.

2. M. Annunziato, F. Moretti, and S. Pizzuti, Urban traffic flow forecasting using neural-statistic hybrid modeling, in Soft Computing Models in Industrial and Environmental Applications, V. Snášel, A. Abraham, and E. Corchado, eds., Springer-Verlag, Berlin, 2013, pp. 183–190.

3. The Horseshoe+ Estimator of Ultra-Sparse Signals

4. A. Bhadra, J. Datta, N.G. Polson, and B.T. Willard, Lasso meets horseshoe: A survey, preprint (2019). Available at arXiv preprint arXiv:1706.10179v4.

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1. The generalized STAR modeling with minimum spanning tree approach of spatial weight matrix;Frontiers in Applied Mathematics and Statistics;2024-08-29

2. Improving Traffic Flow Prediction Via Learning the Periodic Features with Time Information;SSRN Electronic Journal;2022

3. Editorial to special issue V WCDANM 2018;Journal of Applied Statistics;2020-09-14

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