search query: @indexterm time series / total: 413
reference: 157 / 413
| Author: | Ravishanker, N. Shiao-Yen Wu, L. Glaz, J. |
| Title: | Multiple prediction intervals for time series: Comparison of simultaneous and marginal intervals |
| Journal: | Journal of Forecasting
1991 : SEP, VOL. 10:5, p. 445-463 |
| Index terms: | TIME SERIES PREDICTION THEORY FORECASTING TECHNIQUES PLANNING |
| Language: | eng |
| Abstract: | In business planning it is often important to generate multiple forecasts for several steps ahead together with the confidence intervals around these forecasts. Simultaneous prediction intervals for forecasts from time series models that contain L unknown future observationss with a specified probability are derived. These intervals are based on two types of probability inequalities, the Bonferroni and product types. For the forecasting methods commonly used with seasonal time series data, it is shown how to construct forecast error correlations and how to evaluate the simultaneous and marginal prediction intervals. |
SCIMA