Details about Feng Li

Access statistics for papers by Feng Li.

Last updated 2024-06-30. Update your information in the RePEc Author Service.

Short-id: pli521

Working Papers

2022

1. Bayesian forecast combination using time-varying features
   Papers, arXiv.org View citations (2)
   See also Journal Article Bayesian forecast combination using time-varying features, International Journal of Forecasting, Elsevier (2023) View citations (2) (2023)
2. Feature-based intermittent demand forecast combinations: bias, accuracy and inventory implications
   Papers, arXiv.org View citations (1)
3. Forecasting: theory and practice
   Papers, arXiv.org View citations (70)
   See also Journal Article Forecasting: theory and practice, International Journal of Forecasting, Elsevier (2022) View citations (30) (2022)
4. Optimal reconciliation with immutable forecasts
   Papers, arXiv.org View citations (2)
   See also Journal Article Optimal reconciliation with immutable forecasts, European Journal of Operational Research, Elsevier (2023) View citations (1) (2023)

2020

5. Distributed ARIMA Models for Ultra-long Time Series
   Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (4)
   See also Journal Article Distributed ARIMA models for ultra-long time series, International Journal of Forecasting, Elsevier (2023) View citations (2) (2023)

2019

6. Feature-based Forecast-Model Performance Prediction
   Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (1)

2018

7. Efficient generation of time series with diverse and controllable characteristics
   Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (1)

2010

8. Modeling Conditional Densities Using Finite Smooth Mixtures
   Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) View citations (4)

2009

9. Flexible Modeling of Conditional Distributions Using Smooth Mixtures of Asymmetric Student T Densities
   Working Paper Series, Sveriges Riksbank (Central Bank of Sweden)

Journal Articles

2023

1. Bayesian forecast combination using time-varying features
   International Journal of Forecasting, 2023, 39, (3), 1287-1302 View citations (2)
   See also Working Paper Bayesian forecast combination using time-varying features, Papers (2022) View citations (2) (2022)
2. Distributed ARIMA models for ultra-long time series
   International Journal of Forecasting, 2023, 39, (3), 1163-1184 View citations (2)
   See also Working Paper Distributed ARIMA Models for Ultra-long Time Series, Monash Econometrics and Business Statistics Working Papers (2020) View citations (4) (2020)
3. Feature-based intermittent demand forecast combinations: accuracy and inventory implications
   International Journal of Production Research, 2023, 61, (22), 7557-7572
4. Forecast combinations: An over 50-year review
   International Journal of Forecasting, 2023, 39, (4), 1518-1547 View citations (14)
5. Optimal reconciliation with immutable forecasts
   European Journal of Operational Research, 2023, 308, (2), 650-660 View citations (1)
   See also Working Paper Optimal reconciliation with immutable forecasts, Papers (2022) View citations (2) (2022)

2022

6. A Note on Distributed Quantile Regression by Pilot Sampling and One-Step Updating
   Journal of Business & Economic Statistics, 2022, 40, (4), 1691-1700 View citations (1)
7. FFORMPP: Feature-based forecast model performance prediction
   International Journal of Forecasting, 2022, 38, (3), 920-943 View citations (3)
8. Forecast with forecasts: Diversity matters
   European Journal of Operational Research, 2022, 301, (1), 180-190 View citations (3)
9. Forecasting: theory and practice
   International Journal of Forecasting, 2022, 38, (3), 705-871 View citations (30)
   See also Working Paper Forecasting: theory and practice, Papers (2022) View citations (70) (2022)
10. Hierarchical forecasting with a top-down alignment of independent-level forecasts
    International Journal of Forecasting, 2022, 38, (4), 1405-1414 View citations (6)
11. Relationships between Perfectionism, Extra Training and Academic Performance in Chinese Collegiate Athletes: Mediating Role of Achievement Motivation
    IJERPH, 2022, 19, (17), 1-14
12. The uncertainty estimation of feature-based forecast combinations
    Journal of the Operational Research Society, 2022, 73, (5), 979-993 View citations (3)

2021

13. Déjà vu: A data-centric forecasting approach through time series cross-similarity
    Journal of Business Research, 2021, 132, (C), 719-731 View citations (1)

2019

14. Changes in patterns of mortality rates and years of life lost due to firearms in the United States, 1999 to 2016: A joinpoint analysis
    PLOS ONE, 2019, 14, (11), 1-18
15. Credit risk clustering in a business group: Which matters more, systematic or idiosyncratic risk?
    Cogent Economics & Finance, 2019, 7, (1), 1632528 View citations (2)

2018

16. Improving forecasting performance using covariate-dependent copula models
    International Journal of Forecasting, 2018, 34, (3), 456-476 View citations (3)

2013

17. Efficient Bayesian Multivariate Surface Regression
    Scandinavian Journal of Statistics, 2013, 40, (4), 706-723 View citations (3)

Chapters

2023

1. Forecasting Large Collections of Time Series: Feature-Based Methods
   Palgrave Macmillan