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Congxin Wu, Xinyu Wang, Shan Luo, Jing Shan and Feng Wang
This article takes into account the form of mixed data as well as the peak and thick tail characteristics contained in the data characteristics, expands the GARCH-MIDAS (Generalized Autoregressive Conditional Heteroskedasticity-Mixed Data Sampling) model...
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Ming-Chang Wu, Jing-Shan Hong, Ling-Feng Hsiao, Li-Huan Hsu and Chieh-Ju Wang
Typhoon rainfall is one of the most important water resources in Taiwan. However, heavy rainfall during typhoons often leads to serious disasters. Therefore, accurate typhoon rainfall forecasts are always desired for water resources managers and disaster...
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