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Prediction Intervals for Time-Series Forecasting
16 references·6 citing·33 second hop
Prediction Intervals for Time-Series Forecasting (2001)Prediction Intervals for Time-Series Fore…Time-Series Forecasting (2000)Time-Series ForecastingDensity forecasting: a survey (2000)Density forecasting: a surveyTime Series Forecasting with Neural Networks: A Comparative Study Using the Air Line Data (1998)Time Series Forecasting with …Evaluating Interval Forecasts (1998)Evaluating Interval ForecastsBayesian Forecasting and Dynamic Models (2nd edn) (1998)Bayesian Forecasting and Dyna…Introduction to Multiple Time Series Analysis (1993)Introduction to Multiple Time…Calculating Interval Forecasts (1993)Calculating Interval ForecastsError measures for generalizing about forecasting methods: Empirical comparisons (1992)Error measures for generalizi…Forecasting, Structural Time Series Models and the Kalman Filter (1990)Forecasting, Structural Time …Combining forecasts: A review and annotated bibliography (1990)Combining forecasts: A review…Bootstrap Prediction Intervals for Autoregression (1990)Bootstrap Prediction Interval…Combining forecasts: A review and annotated bibliography (1989)Combining forecasts: A review…Sales forecasting practices (1987)Sales forecasting practicesStatistical Methods for Forecasting. (1984)Statistical Methods for Forec…Statistical Methods for Forecasting (1983)Statistical Methods for Forec…Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecas…Bootstrap prediction in univariate volatility models with leverage effect (2015)Bootstrap prediction in univa…Real Time, Time Series Forecasting of Inter- and Intra-State Political Conflict (2011)Real Time, Time Series Foreca…Beyond point forecasting: Evaluation of alternative prediction intervals for tourist arrivals (2010)Beyond point forecasting: Eva…Impacts of Interval Computing on Stock Market Variability Forecasting (2008)Impacts of Interval Computing…A new Bayesian formulation for Holt's exponential smoothing (2008)A new Bayesian formulation fo…Standards and Practices for Forecasting (2001)Standards and Practices for F…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Comparing Predictive Accuracy (1994)Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts (1998)CAViaR (2004)CoVaR (2016)Expert judgment: Some necessary conditions and an example. (1974)The M3-Competition: results, conclusions and implications (2000)25 years of time series forecasting (2006)Chapter 4 Forecast Combinations (2006)The accuracy of extrapolation (time series) methods: Results of a forecasting competition (1982)A state space framework for automatic forecasting using exponential smoothing methods (2002)Making and Evaluating Point Forecasts (2011)A new metric of absolute percentage error for intermittent demand forecasts (2016)The Combination of Forecasts (1969)Combination forecasts of output growth in a seven‐country data set (2004)Handbook of Economic Forecasting (2013)Multivariate Density Forecast Evaluation and Calibration In Financial Risk Management: High-Frequency Returns on Foreign Exchange (1999)Bayesian Dynamic Factor Models and Portfolio Allocation (2000)Stochastic volatility with leverage: Fast and efficient likelihood inference (2006)Forecasting Daily Patient Volumes in the Emergency Department (2008)Forecasting Time Series With Complex Seasonal Patterns Using Exponential Smoothing (2011)A Survey of Forecast Error Measures (2013)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Generalized impulse response analysis in linear multivariate models (1998)Introductory Econometrics for Finance (2008)An Autoregressive Distributed-Lag Modelling Approach to Cointegration Analysis (2012)The predictive validation of ecological and environmental models (1993)Exploring the use of deep neural networks for sales forecasting in fashion retail (2018)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Handbook on Constructing Composite Indicators (2005)Handbook on Constructing Composite Indicators: Methodology and User Guide (2008)
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References

  • 1977Time Series Analysis: Forecasting and Control19,200 cited
  • 1990Forecasting, Structural Time Series Models and the Kalman Filter4,101 cited
  • 1998Evaluating Interval Forecasts2,689 cited
  • 1989Combining forecasts: A review and annotated bibliography2,170 cited
  • 1993Introduction to Multiple Time Series Analysis1,912 cited
  • 1990Combining forecasts: A review and annotated bibliography1,465 cited
  • 1992Error measures for generalizing about forecasting methods: Empirical comparisons1,400 cited
  • 2000Time-Series Forecasting1,053 cited
  • 1998Bayesian Forecasting and Dynamic Models (2nd edn)670 cited
  • 1983Statistical Methods for Forecasting622 cited
  • 1984Statistical Methods for Forecasting.542 cited
  • 1998Time Series Forecasting with Neural Networks: A Comparative Study Using the Air Line Data419 cited
  • 1993Calculating Interval Forecasts364 cited
  • 2000Density forecasting: a survey318 cited
  • 1987Sales forecasting practices276 cited
  • 1990Bootstrap Prediction Intervals for Autoregression239 cited

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Cited by

  • 2011Real Time, Time Series Forecasting of Inter- and Intra-State Political Conflict167 cited
  • 2001Standards and Practices for Forecasting63 cited
  • 2010Beyond point forecasting: Evaluation of alternative prediction intervals for tourist arrivals53 cited
  • 2008Impacts of Interval Computing on Stock Market Variability Forecasting42 cited
  • 2008A new Bayesian formulation for Holt's exponential smoothing38 cited
  • 2015Bootstrap prediction in univariate volatility models with leverage effect25 cited