Search Results - subject:"Prediction Intervals"

Quantifying uncertainties of neural network-based electricity price forecasts

Khosravi, Abbas; Nahavandi, Saeid; Creighton, Doug - In: Applied Energy 112 (2013) C, pp. 120-129

prediction intervals (PIs) for uncertainty quantification. The confidence level of PIs is changed between 50% and 90% to check … months. Demonstrated results indicate that while NN forecasting errors are large, constructed prediction intervals …

Persistent link: https://www.econbiz.de/10010702626

Bootstrap joint prediction regions

Wolf, Michael; Wunderli, Dan - 2013 - First version: February 2012

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/10009748762

25 Years of IIF Time Series Forecasting: A Selective Review

Gooijer, Jan G. De; Hyndman, Rob J. - Department of Econometrics and Business Statistics, … - 2005

We review the past 25 years of time series research that has been published in journals managed by the International Institute of Forecasters (Journal of Forecasting 1982-1985; International Journal of Forecasting 1985-2005). During this period, over one third of all papers published in these...

Persistent link: https://www.econbiz.de/10005427625

Time Series Forecasting: The Case for the Single Source of Error State Space

Ord, J Keith; Snyder, Ralph D; Koehler, Anne B; … - Department of Econometrics and Business Statistics, … - 2005

The state space approach to modelling univariate time series is now widely used both in theory and in applications. However, the very richness of the framework means that quite different model formulations are possible, even when they purport to describe the same phenomena. In this paper, we...

Persistent link: https://www.econbiz.de/10005427626

Exact nonparametric meta-analysis for multiple independent doubly Type-II censored samples

Volterman, William; Balakrishnan, N.; Cramer, Erhard - In: Computational Statistics & Data Analysis 56 (2012) 5, pp. 1243-1255

usual order statistics can be obtained. This is used to construct nonparametric prediction intervals, tolerance intervals …

Persistent link: https://www.econbiz.de/10010871362

Initial conditions estimation for improving forecast accuracy in exponential smoothing

Vercher, E.; Corberán-Vallet, A.; Segura, J.; Bermúdez, J. - In: TOP: An Official Journal of the Spanish Society of … 20 (2012) 2, pp. 517-533

Persistent link: https://www.econbiz.de/10010995324

Two-Stage Sampling from a Prediction Point of View

Bjørnstad, Jan F.; Ytterstad, Elinor - 2004

. Prediction intervals and a predictor for the population total are derived for the normal case, based on predictive likelihood … model-unbiased predictors. Three prediction intervals for Z based on three similar predictive likelihoods are studied. For a … identical. Model-based and design-based coverage properties of the prediction intervals are studied based on a comprehensive …

Persistent link: https://www.econbiz.de/10011968153

Empirical errors and predicted errors in fertility, mortality and migration forecasts in the European Economic Area

Keilman, Nico; Pham, Dinh Quang - 2004

second part of the report we use time series model to construct prediction intervals to 2050 for the TFR, the life expectancy …

Persistent link: https://www.econbiz.de/10011968156

Two-Stage Sampling from a Prediction Point of View

Bjørnstad, Jan F.; Ytterstad, Elinor - Statistisk Sentralbyrå, Government of Norway - 2004

Persistent link: https://www.econbiz.de/10004980686

Empirical errors and predicted errors in fertility, mortality and migration forecasts in the European Economic Area

Keilman, Nico; Pham, Dinh Quang - Statistisk Sentralbyrå, Government of Norway - 2004

second part of the report we use time series model to construct prediction intervals to 2050 for the TFR, the life expectancy …

Persistent link: https://www.econbiz.de/10004980953