BOOK-CHAPTER

Prediction Intervals for Time-Series Forecasting

Chris Chatfield

Year: 2001 International series in management science/operations research/International series in operations research & management science Pages: 475-494   Publisher: Springer Science+Business Media
Keywords:
Normality Prediction interval Series (stratigraphy) Bayesian probability Econometrics Sample (material) Computer science Conditional probability distribution Bayesian inference Point (geometry) Statistics Mathematics

Metrics

86
Cited By
3.44
FWCI (Field Weighted Citation Impact)
60
Refs
0.91
Citation Normalized Percentile
Is in top 1%
Is in top 10%

Citation History

Topics

Forecasting Techniques and Applications
Social Sciences →  Decision Sciences →  Management Science and Operations Research
Financial Risk and Volatility Modeling
Social Sciences →  Economics, Econometrics and Finance →  Finance
Statistical and numerical algorithms
Physical Sciences →  Mathematics →  Applied Mathematics

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