Search Results - subject:"Prediction Intervals"

Probabilistic forecasting of electricity prices using an augmented LMARX-model

Andersson, Jonas; Sheybanivaziri, Samaneh - 2023

Persistent link: https://www.econbiz.de/10014431328

Weighted-Average Least Squares (WALS) : confidence and prediction intervals

De Luca, Giuseppe; Magnus, Jan R.; Peracchi, Franco - In: Computational economics 61 (2023) 4, pp. 1637-1664

Persistent link: https://www.econbiz.de/10014327098

Point and interval forecasts of death rates using neural networks

Schnürch, Simon; Korn, Ralf - In: ASTIN bulletin : the journal of the International … 52 (2022) 1, pp. 333-360

Persistent link: https://www.econbiz.de/10012805749

Evaluating quantile forecasts in the M5 uncertainty competition

Chen, Zhi; Gaba, Anil; Tsetlin, Ilia; Winkler, Robert L. - 2022

Persistent link: https://www.econbiz.de/10013191522

Weighted-average least squares (WALS): Confidence and prediction intervals

De Luca, Giuseppe; Magnus, Jan R.; Peracchi, Franco - 2021

LASSO). We discuss confidence intervals for the focus parameter and prediction intervals for the outcome of interest, and … conclude that the WALS approach leads to superior confidence and prediction intervals, but only if we apply a bias correction. …

Persistent link: https://www.econbiz.de/10012606004

Weighted-average least squares (WALS) : confidence and prediction intervals

De Luca, Giuseppe; Magnus, Jan R.; Peracchi, Franco - 2021

Persistent link: https://www.econbiz.de/10012510747

Weighted-average least squares (WALS) : confidence and prediction intervals

De Luca, Giuseppe; Magnus, Jan R.; Peracchi, Franco - 2021

Persistent link: https://www.econbiz.de/10013171749

An integrated new threshold FCMs Markov chain based forecasting model for analyzing the power of stock trading trend

Ganesan, Kavitha; Annamalai, Udhayakumar; … - In: Financial Innovation 5 (2019) 1, pp. 1-19

This paper explores the power of stock trading trend using an integrated New Threshold Fuzzy Cognitive Maps (NTFCMs) Markov chain model. This new model captures the positive as well as the negative jumps and predicts the trend for different stocks over 4 months which follow an uptrend, downtrend...

Persistent link: https://www.econbiz.de/10012602828

An integrated new threshold FCMs Markov chain based forecasting model for analyzing the power of stock trading trend

Ganesan, Kavitha; Annamalai, Udhayakumar; … - In: Financial innovation : FIN 5 (2019) 35, pp. 1-19

Persistent link: https://www.econbiz.de/10012267110

A brief history of forecasting competitions

Hyndman, Rob J. - 2019

Persistent link: https://www.econbiz.de/10012592216