Robust interval forecasting algorithm based on a probabilistic cluster model

DOI10.1080/00949655.2018.1462809MaRDI QIDQ4960688zbMATH OpenOpenAlexFDO

Authors Yury Krakovsky, Aleksandr Luzgin

Publication date 23 April 2020

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949655.2018.1462809

zbMATH Keywords

dynamic indicatorsforecasting binary outcomesinterval forecastinglogistic regressionprobabilistic cluster modeltime series

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• Comparing robust regression lines associated with two dependent groups when there is heteroscedasticity
• Distances in evidence theory: comprehensive survey and generalizations
• Fast highly efficient and robust one-step \(M\)-estimators of scale based on \(Q_n\)
• Predicting binary outcomes
• Probabilistic forecasting of wind power ramp events using autoregressive logit models
• Projections of a general binary model on a logistic regression
• Robust correlation. Theory and applications
• Robust interval forecasting algorithm based on a probabilistic cluster model
• Time series analysis and its applications. With R examples

Cited in

(1)

• Robust interval forecasting algorithm based on a probabilistic cluster model

Describes a project that uses

Uses Software

• R
• astsa
• SwissAir
• CRAN
• extRemes
• mAr

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