Modeling and forecasting interval time series with threshold models

DOI10.1007/S11634-014-0170-XzbMath1414.62076OpenAlexW2039480584MaRDI QIDQ2418385

Paulo M. M. Rodrigues, Nazarii Salish

Publication date: 3 June 2019

Published in: Advances in Data Analysis and Classification. ADAC (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11634-014-0170-x

zbMATH Keywords

time seriesnonlinearitiesthreshold modelscombined forecastsinterval-valued dataS{\&}P500 index

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Point estimation (62F10)

Related Items (9)

Forecasting interval-valued crude oil prices using asymmetric interval models ⋮ Model averaging for interval-valued data ⋮ Interval-valued time series models: estimation based on order statistics exploring the agriculture marketing service data ⋮ A Bayesian parametrized method for interval-valued regression models ⋮ A rule-based granular model development for interval-valued time series ⋮ Threshold autoregressive models for interval-valued time series data ⋮ Clustering of interval time series ⋮ Combining Interval Time Series Forecasts. A First Step in a Long Way (Research Agenda) ⋮ Forecasting crude oil price intervals and return volatility via autoregressive conditional interval models

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