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Computing and Graphing Highest Density Regions

โœ Scribed by Hyndman, Rob J.

Book ID
120460789
Publisher
American Statistical Association
Year
1996
Tongue
English
Weight
946 KB
Volume
50
Category
Article
ISSN
0003-1305

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## Abstract Forecast regions are a common way to summarize forecast accuracy. They usually consist of an interval symmetric about the forecast mean. However, symmetric intervals may not be appropriate forecast regions when the forecast density is not symmetric and unimodal. With many modern time se