| 期刊論文| 1. | Makridakis, S.、Hibon, M.(2000)。The M3-Competition: results, conclusions and implications。International Journal of Forecasting，16(4)，451-476。   | | 2. | Koenker, Roger、Xiao, Zhijie(2006)。Quantile Autoregression。Journal of the American Statistical Association，101(475)，980-990。 | | 3. | Taylor, J. W.(2003)。Short-Term Electricity Demand Forecasting using Double Seasonal Exponential Smoothing。Journal of the Operational Research Society，54(8)，799-805。 | | 4. | Hamzacebi, C.、Akay, D.、Kutay, F.(2009)。Comparison of direct and iterative artificial neural network forecast approaches in multi-periodic time series forecasting。Expert Systems with Applications，36(2)，3839-3844。 | | 5. | Hansen, B. E.、Racine, J. S.(2012)。Jackknife Model Averaging。Journal of Econometrics，167(1)，38-46。 | | 6. | Makridakis, S.(1993)。Accuracy Measures: Theoretical and Practical Concerns。International Journal of Forecasting，9(4)，527-529。 | | 7. | Ediger, V. Ş.、Akar, S.(2007)。ARIMA forecasting of primary energy demand by fuel in Turkey。Energy Policy，35(3)，1701-1708。 | | 8. | Hansen, B. E.(2007)。Least Squares Model Averaging。Econometrica，75(4)，1175-1189。 | | 9. | Saad, E. W.、Prokhorov, D. V.、Wunsch, D. C. I.(1998)。Comparative Study of Stock Trend Prediction Using Time Delay, Recurrent and Probabilistic Neural Networks。IEEE Transactions on Neural Networks，9(6)，1456-1470。 | | 10. | Hyndman, R. J.、Koehler, A. B.(2006)。Another look at measures of forecast accuracy。International Journal of Forecasting，22(4)，679-688。 | | 11. | Baek, Y.、Kim, H. Y.(2018)。ModAugNet: A new forecasting framework for stock market index value with an overfitting prevention LSTM module and a prediction LSTM module。Expert Systems with Applications，113，457-480。 | | 12. | Bergmeir, C.、Hyndman, R. J.、Benítez, J. M.(2016)。Bagging exponential smoothing methods using STL decomposition and Box-Cox transformation。International Journal of Forecasting，32(2)，303-312。 | | 13. | Beyca, O. F.、Ervural, B. C.、Tatoglu, E.、Ozuyar, P. G.、Zaim, S.(2019)。Using machine learning tools for forecasting natural gas consumption in the province of Istanbul。Energy Economics，80，937-949。 | | 14. | Chatzis, S. P.、Siakoulis, V.、Petropoulos, A.、Stavroulakis, E.、Vlachogiannakis, N.(2018)。Forecasting stock market crisis events using deep and statistical machine learning techniques。Expert Systems with Applications，112，353-371。 | | 15. | De Livera, A. M.、Hyndman, R. J.、Snyder, R. D.(2011)。Forecasting Time Series With Complex Seasonal Patterns Using Exponential Smoothing。Journal of the American Statistical Association，106(496)，1513-1527。 | | 16. | Feng, H.、Liu, J.(2003)。A SETAR model for Canadian GDP: non-linearities and forecast comparisons。Applied Economics，35(18)，1957-1964。 | | 17. | Kong, W.、Dong, Z. Y.、Jia, Y.、Hill, D. J.、Xu, Y.、Zhang, Y.(2017)。Short-term residential load forecasting based on LSTM recurrent neural network。IEEE Transactions on Smart Grid，10(1)，841-851。 | | 18. | Liao, J. C.、Tsay, W. J.(2020)。Optimal multistep VAR forecast averaging。Econometric Theory，36(6)，1099- 1126。 | | 19. | Morlidge, S.(2014)。Do Forecasting Methods Reduce Avoidable Error? Evidence from Forecasting Competitions。Foresight: The International Journal of Applied Forecasting，32，34-39。 | | 20. | Serinaldi, F.(2011)。Distributional modeling and short-term forecasting of electricity prices by Generalized Additive Models for Location, Scale and Shape。Energy Economics，33(6)，1216-1226。 | | 21. | Torres, J. F.、Galicia, A.、Troncoso, A.、Martínez-Álvarez, F.(2018)。A scalable approach based on deep learning for big data time series forecasting。Integrated Computer Aided Engineering，25(4)，335-348。 | | 22. | Wood, S. N.、Augustin, N. H.(2002)。GAMs with integrated model selection using penalized regression splines and applications to environmental modelling。Ecological Modelling，157(2/3)，157-177。 | | 23. | Zhao, Z.、Chen, W.、Wu, X.、Chen, P. C.、Liu, J.(2017)。LSTM network: a deep learning approach for short-term traffic forecast。IET Intelligent Transport Systems，11(2)，68-75。 | | 24. | Zhao, Y.、Li, J.、Yu, L.(2017)。A deep learning ensemble approach for crude oil price forecasting。Energy Economics，66，9-16。 | 研究報告| 1. | Bolhuis, Marijn A.、Rayner, Brett(2020)。Deus ex Machina? A Framework for Macro Forecasting with Machine Learning。International Monetary Fund。 | | 2. | Chakraborty, C.、Joseph, A.(2017)。Machine Learning at Central Banks。Bank of England。 | | 3. | Richardson, A.、Mulder, T.(2018)。Nowcasting New Zealand GDP using machine learning algorithms。 | | 4. | Stock, J. H.、Watson, M. W.(1998)。A comparison of linear and nonlinear univariate models for forecasting macroeconomic time series。National Bureau of Economic Research。 | | 5. | Tiffin, A.(2019)。Machine learning and causality: the impact of financial crisis on growth。 | 圖書| 1. | Tsay, R. S.(2010)。Analysis of financial time series。John Wiley & Sons, Inc. Publication。 | | 2. | Bishop, Christopher M.(2006)。Pattern Recognition and Machine Learning。Springer。 | | 3. | Franses, P. H.、Van Dijk, D.(2000)。Non-linear Time Series Models in Empirical Finance。Cambridge：Cambridge University Press。 | | 4. | Hastie, T.、Tibshirani, R.、Friedman, J.(2009)。The elements of statistical learning: Data mining, inference, and prediction。Springer Science & Business Media。 | | 5. | Hyndman, R. J.、Athanasopoulos, G.(2018)。Forecasting: Principles and Practice。OTexts。 | | 6. | Vapnik, V.(2013)。The nature of statistical learning theory。NY：Springer Science & Business Media。 | 其他| 1. | Karpathy, A.(2015)。The Unreasonable Effectiveness of Recurrent Neural Networks，http://karpathy.github.io/2015/05/21/rnn-effectiveness/。 | | 2. | Hyndman, R. J.，Athanasopoulos, G.，Bergmeir, C.，Caceres, G.，Chhay, L.，O'Hara-Wild, M.，Yasmeen, F.(2018)。Forecast: Forecasting Functions for Time Series and Linear Models，https://rdrr.io/cran/forecast/。 | 圖書論文| 1. | Bontempi, G.、Taieb, S. B.、Le Borgne. Y. A.(2013)。Machine Learning Strategies for Time Series Forecasting。Business Intelligence。Spring-Verlag。 | | 2. | Kline, D. M.(2004)。Methods for Multi-Step Time Series Forecasting with Neural Networks。Neural Networks in Business Forecasting。IGI Global。 | |
| |