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  • Search: subject:"coherent forecasting"
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Year of publication
Subject
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coherent forecasting 3 Forecasting model 2 Prognoseverfahren 2 Theorie 2 Theory 2 Time series analysis 2 Zeitreihenanalyse 2 count time series 2 Bayes-Statistik 1 Bayesian forecasting 1 Bayesian inference 1 Dirichlet prior 1 Gaussian approximation 1 Pegram's operator 1 estimation error 1 frequentist's forecasting 1 prediction interval 1 run 1 thinning operator 1 zero-inflated Poisson 1
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Online availability
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Free 1 Undetermined 1
Type of publication
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Article 3
Type of publication (narrower categories)
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Article in journal 2 Aufsatz in Zeitschrift 2 Article 1
Language
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English 3
Author
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Biswas, Atanu 2 Maiti, Raju 2 Alwan, Layth C. 1 Angers, Jean-François 1 Das, Samarjit 1 Frahm, Gabriel 1 Göb, Rainer 1 Homburg, Annika 1 Weiß, Christian H. 1
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Published in...
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Journal of forecasting 2 Journal of Forecasting 1
Source
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ECONIS (ZBW) 2 EconStor 1
Showing 1 - 3 of 3
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A performance analysis of prediction intervals for count time series
Homburg, Annika; Weiß, Christian H.; Alwan, Layth C.; … - In: Journal of Forecasting 40 (2021) 4, pp. 603-625
One of the major motivations for the analysis and modeling of time series data is the forecasting of future outcomes. The use of interval forecasts instead of point forecasts allows us to incorporate the apparent forecast uncertainty. When forecasting count time series, one also has to account...
Persistent link: https://www.econbiz.de/10012428788
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Bayesian forecasting for time series of categorical data
Angers, Jean-François; Biswas, Atanu; Maiti, Raju - In: Journal of forecasting 36 (2017) 3, pp. 217-229
Persistent link: https://www.econbiz.de/10011729239
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Time series of zero-inflated counts and their coherent forecasting
Maiti, Raju; Biswas, Atanu; Das, Samarjit - In: Journal of forecasting 34 (2015) 8, pp. 694-707
Persistent link: https://www.econbiz.de/10011397678
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