Search Results - subject:"Prediction Intervals"

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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

Empirical probabilistic forecasting : an approach solely based on deterministic explanatory variables for the selection of past forecast errors

Romanus, Eduardo E.; Silva, Eugênio; Goldschmidt, … - In: International journal of forecasting 40 (2024) 1, pp. 184-201

Persistent link: https://www.econbiz.de/10014450266

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