Different approaches to forecast interval time series: a comparison in finance
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Cites work
- scientific article; zbMATH DE number 2199188 (Why is no real title available?)
- scientific article; zbMATH DE number 3395169 (Why is no real title available?)
- An application of interval methods to stock market forecasting
- Forecasting Trends in Time Series
- Interval time series analysis with an application to the sterling-dollar exchange rate
- Introduction to Interval Analysis
- NEAREST‐NEIGHBOUR METHODS FOR TIME SERIES ANALYSIS
- Time series forecasting using a hybrid ARIMA and neural network model
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- An application of interval methods to stock market forecasting
- A method of preliminary forecasting of time series of financial data
- Analysis of crisis impact on crude oil prices: a new approach with interval time series modelling
- Forecasting interval-valued crude oil prices using asymmetric interval models
- Analysis of dependent data aggregated into intervals
- Model averaging for interval-valued data
- Threshold autoregressive models for interval-valued time series data
- Regression model for interval-valued variables based on copulas
- Forecasting crude oil price intervals and return volatility via autoregressive conditional interval models
- An exploratory data analysis in scale-space for interval-valued data
- Modeling the variance of return intervals toward volatility prediction
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- Carbon price interval prediction method based on probability density recurrence network and interval multi-layer perceptron
- Combining interval time series forecasts. A first step in a long way (research agenda)
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