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Long-Term Prediction Intervals of Time Series

✍ Scribed by Zhou Zhou; Zhiwei Xu; Wei Biao Wu


Book ID
114641999
Publisher
IEEE
Year
2010
Tongue
English
Weight
342 KB
Volume
56
Category
Article
ISSN
0018-9448

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Simultaneous prediction intervals for forecasts from time series models that contain L ( L 2 1) unknown future observations with a specified probability are derived. Our simultaneous intervals are based on two types of probability inequalities, i.e. the Bonferroni-and product-types. These differ fro