Evaluating forecasting performance for interval data

DOI10.1016/J.CAMWA.2008.03.042zbMATH Open1165.62341OpenAlexW2075234505MaRDI QIDQ2389698FDOQ2389698

Authors: Hui-Li Hsu, Berlin Wu 

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

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zbMATH Keywords

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

Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
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• Fundamentals of statistics with fuzzy data.
• Use of fuzzy statistical technique in change periods detection of nonlinear time series

Cited In (8)

• Set-valued and interval-valued stationary time series
• A novel multivariate grey model for forecasting the sequence of ternary interval numbers
• A Technique for Evaluating Forecasting Models
• Research on the prediction effect measure of 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
• A novel hybrid ARIMA and regression tree model for the interval-valued time series
• Combining interval time series forecasts. A first step in a long way (research agenda)

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