Evaluating forecasting performance for interval data

DOI10.1016/j.camwa.2008.03.042zbMath1165.62341OpenAlexW2075234505MaRDI QIDQ2389698

Berlin Wu, Hui-Li Hsu

Publication date: 18 July 2009

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.camwa.2008.03.042

zbMATH Keywords

interval time seriesmean ratio of exclusive ormean relative interval errormean squared error of interval

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (6)

A novel hybrid ARIMA and regression tree model for the interval-valued time series ⋮ A constrained interval-valued linear regression model: a new heteroscedasticity estimation method ⋮ Modeling and forecasting interval time series with threshold models ⋮ Set-valued and interval-valued stationary time series ⋮ A novel multivariate grey model for forecasting the sequence of ternary interval numbers ⋮ Combining Interval Time Series Forecasts. A First Step in a Long Way (Research Agenda)

Cites Work

• Fundamentals of statistics with fuzzy data.
• Use of fuzzy statistical technique in change periods detection of nonlinear time series
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