Search Results - subject:"Prediction Intervals"

Probabilistic electricity price forecasting with Bayesian stochastic volatility models

Kostrzewski, Maciej; Kostrzewska, Jadwiga - In: Energy economics 80 (2019), pp. 610-620

Persistent link: https://www.econbiz.de/10012173697

Wolf, Michael; Wunderli, Dan - 2013

Many statistical applications require the forecast of a random variable of interest over several periods into the future. The sequence of individual forecasts, one period at a time, is called a path forecast, where the term path refers to the sequence of individual future realizations of the...

Persistent link: https://www.econbiz.de/10010316854

Forecasting the optimal order quantity in the newsvendor model under a correlated demand

Halkos, George; Kevork, Ilias - Volkswirtschaftliche Fakultät, … - 2013

statistical properties of this estimator are explored and general expressions for prediction intervals for the optimal order … sufficiently large. Regarding the asymptotic prediction intervals, specifications of the general expression are obtained for the … and the validity of prediction intervals, and (c) the actual probability of running out of stock during the period when …

Persistent link: https://www.econbiz.de/10011107826

Bayesian Prediction Bounds for the Exponential-type Distribution Based on Generalized Progressive Hybrid Censoring Scheme

Kotb, Mohammed S. - In: Stochastics and Quality Control 33 (2018) 2, pp. 93-101

Abstract This paper deals with predicting censored data in a general form for the underlying distribution based on generalized progressive hybrid censoring scheme. A conjugate prior is used and the predictive reliability function is obtained in the one-sample case. The special case of linear...

Persistent link: https://www.econbiz.de/10014591026

Predicting in shock : on the impact of negative, extreme, rare, and short lived events on judgmental forecasts

Durbach, Ian; Montibeller, Gilberto - In: EURO Journal on decision processes 6 (2018) 1/2, pp. 213-233

Persistent link: https://www.econbiz.de/10011889486

Forecasting methods and principles : evidence-based checklists

Armstrong, J. Scott; Green, Kesten C. - In: Journal of global scholars of marketing science : … 28 (2018) 2, pp. 103-159

Persistent link: https://www.econbiz.de/10011891407

Comparison of intraday probabilistic forecasting of solar irradiance using only endogenous data

David, Mathieu; Aguiar Luis, Mazorra; Lauret, Philippe - In: International journal of forecasting 34 (2018) 3, pp. 529-547

Persistent link: https://www.econbiz.de/10012031037

The M4 competition: results, findings, conclusion and way forward

Makridakis, Spyros G.; Spiliotis, Evangelos; … - In: International journal of forecasting 34 (2018) 4, pp. 802-808

Persistent link: https://www.econbiz.de/10012031112

Bootstrap joint prediction regions

Wolf, Michael; Wunderli, Dan - Institut für Volkswirtschaftslehre, … - 2012

Persistent link: https://www.econbiz.de/10009650385

Forecasting accuracy of behavioural models for participation in the arts

Amestoy, Ateca; María, Victoria; Prieto Rodríguez, Juan - Departamento de Fundamentos del Análisis Económico … - 2012

A first version of this paper was presented at the University of Catania, 2011 and at the fifth European Workshop on Applied Cultural Economics in Dublin, 2011.

Persistent link: https://www.econbiz.de/10009651085