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  • Search: subject:"prediction interval"
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Year of publication
Subject
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Prediction interval 21 Forecasting model 14 Prognoseverfahren 14 prediction interval 14 Theorie 9 Theory 9 Quantile regression 6 Time series analysis 6 Forecast 5 Forecasts combination 5 Prognose 5 Zeitreihenanalyse 5 Bootstrap approach 4 Bootstrap-Verfahren 4 Electricity spot price 4 Estimation theory 4 Probabilistic forecasting 4 Schätztheorie 4 Economic forecast 3 Estimation 3 Risiko 3 Risk 3 Schätzung 3 Wirtschaftsprognose 3 confidence interval 3 Beta distribution 2 Bootstrap 2 Conflicting evidence 2 Coverage probability 2 Exponential distribution 2 Factor model 2 Load forecasting 2 Monte Carlo simulation 2 Nichtparametrisches Verfahren 2 Nonparametric statistics 2 Pareto distribution 2 Regression analysis 2 Regressionsanalyse 2 Statistical distribution 2 Statistical error 2
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Online availability
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Undetermined 21 Free 18
Type of publication
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Article 25 Book / Working Paper 14
Type of publication (narrower categories)
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Article in journal 12 Aufsatz in Zeitschrift 12 Working Paper 3 Arbeitspapier 2 Article 2 Graue Literatur 2 Non-commercial literature 2 Thesis 1
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Language
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English 21 Undetermined 18
Author
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Nowotarski, Jakub 6 Weron, Rafal 5 Maciejowska, Katarzyna 3 Gao, Yuan 2 Göb, Rainer 2 Hong, Tao 2 Magnus, Jan R. 2 Shang, Han Lin 2 Vasnev, Andrey L. 2 Wang, Lichun 2 Ahmadi, Jafar 1 Alwan, Layth C. 1 Anderson, Kevin 1 Antoniadis, Anestis 1 BENOIT, D. F. 1 Brossat, Xavier 1 Chatterjee, Aditya 1 Chatterjee, Sudipta 1 Chen, Chong-Hong 1 Cribari-Neto, Francisco 1 Cugliari, Jairo 1 Daly, Don 1 Demirel, Ufuk Devrim 1 Espinheira, Patrícia 1 Ferrari, Silvia 1 Forbes, C.S. 1 Frahm, Gabriel 1 Gao, Jiti 1 Glynn, Peter W. 1 Gonzalez, Rachel 1 Halkos, George 1 Hall, Peter 1 Hannadige, Sium Bodha 1 Homburg, Annika 1 Joe, Harry 1 Keilman, Nico 1 Kevork, Ilias 1 Khosravi, Abbas 1 Lahiri, Partha 1 Li, Guofu 1
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Institution
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Hugo Steinhaus Center for Stochastic Methods, Politechnika Wrocławska 5 Department of Econometrics and Business Statistics, Monash Business School 2 Faculteit Economie en Bedrijfskunde, Universiteit Gent 1 London School of Economics (LSE) 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
Published in...
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HSC Research Reports 5 International journal of forecasting 2 Journal of forecasting 2 Monash Econometrics and Business Statistics Working Papers 2 Statistical Papers / Springer 2 Annals of the Institute of Statistical Mathematics 1 Annual review of resource economics 1 Computational Statistics 1 Discussion paper / Tinbergen Institute 1 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 1 Energy 1 European journal of operational research : EJOR 1 Health care management science : a new journal serving the international health care management community 1 Journal of Applied Statistics 1 Journal of Forecasting 1 Journal of financial econometrics 1 Journal of macroeconomics 1 LSE Research Online Documents on Economics 1 METRON 1 MPRA Paper 1 Mathematics and Computers in Simulation (MATCOM) 1 Metrika 1 Quality & Quantity: International Journal of Methodology 1 Risks 1 Risks : open access journal 1 Statistical Applications in Genetics and Molecular Biology 1 The review of economic studies 1 Tinbergen Institute Discussion Paper 1 Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 1 Working paper / Department of Econometrics and Business Statistics, Monash University 1
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Source
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RePEc 21 ECONIS (ZBW) 14 EconStor 3 BASE 1
Showing 1 - 10 of 39
Cover Image
More information, less precision: Meta-analysis through random effects
Magnus, Jan R.; Vasnev, Andrey L. - 2025
the inputs into one input, which leads to a (much wider) prediction interval. We review and extend the meta …
Persistent link: https://www.econbiz.de/10015532248
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Cover Image
More information, less precision : meta-analysis through random effects
Magnus, Jan R.; Vasnev, Andrey L. - 2025
the inputs into one input, which leads to a (much wider) prediction interval. We review and extend the meta …
Persistent link: https://www.econbiz.de/10015450626
Saved in:
Cover Image
Ensemble multitask prediction of air pollutants time series : based on variational inference, data projection, and generative adversarial network
Wang, Kang; Qu, Chao; Wang, Jianzhou; Li, Zhiwu; Lu, Haiyan - In: Journal of forecasting 44 (2025) 2, pp. 646-675
Persistent link: https://www.econbiz.de/10015374075
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Empirical prediction intervals for additive Holt-Winters methods under misspecification
Yang, Boning; Tang, Xinyi; Yau, Chun Yip - In: Journal of forecasting 43 (2024) 3, pp. 754-770
Persistent link: https://www.econbiz.de/10014532381
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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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Conditional inferences based on vine copulas with applications to credit spread data of corporate bonds
Pan, Shenyi; Joe, Harry; Li, Guofu - In: Journal of financial econometrics 21 (2023) 3, pp. 714-741
Persistent link: https://www.econbiz.de/10014314788
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Quantifying the uncertainty of long-term macroeconomic projections
Demirel, Ufuk Devrim; Otterson, James - In: Journal of macroeconomics 75 (2023), pp. 1-12
Persistent link: https://www.econbiz.de/10014423949
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Forecasting a nonstationary time series with a mixture of stationary and nonstationary factors as predictors
Hannadige, Sium Bodha; Gao, Jiti; Silvapulle, Mervyn J.; … - 2020
Persistent link: https://www.econbiz.de/10012607687
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Uncertainty in population forecasts for the twenty-first century
Keilman, Nico - In: Annual review of resource economics 12 (2020), pp. 449-470
Persistent link: https://www.econbiz.de/10012404920
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The prediction intervals of remaining useful life based on constant stress accelerated life test data
Qin, Shuidan; Wang, Bing Xing; Wu, Wenhui; Ma, Chao - In: European journal of operational research : EJOR 301 (2022) 2, pp. 747-755
Persistent link: https://www.econbiz.de/10013207675
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