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A neural network-GARCH-based method for construction of Prediction Intervals

โœ Scribed by Khosravi, Abbas; Nahavandi, Saeid; Creighton, Doug


Book ID
120557375
Publisher
Elsevier Science
Year
2013
Tongue
English
Weight
732 KB
Volume
96
Category
Article
ISSN
0378-7796

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We present the theoretical results about the construction of confidence intervals for a nonlinear regression based on least squares estimation and using the linear Taylor expansion of the nonlinear model output. We stress the assumptions on which these results are based, in order to derive an approp