Estimating the horizon of predictability in time-series predictions using inductive modelling tools

DOI10.1080/03081079.2010.536540MaRDI QIDQ3086383zbMATH OpenOpenAlexFDO

Authors Josefina Lopez, François E. Cellier, Gabriela Cembrano

Publication date 30 March 2011

Published in International Journal of General Systems (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/10261/96804

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20) Inference from stochastic processes and fuzziness (62M86) Applications of statistics to environmental and related topics (62P12)

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Cites work

• Confidence measures for predictions in fuzzy inductive reasoning

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