Bootstrap prediction intervals for power-transformed time series
نویسندگان
چکیده
منابع مشابه
Bootstrap Prediction Intervals for Power-transformed Time Series
_________________________________________________________________ In this paper we propose a bootstrap resampling scheme to construct prediction intervals for future values of a variable after a linear ARIMA model has been fitted to a power transformation of it. The advantages over existing methods for computing prediction intervals of power transformed time series are that the proposed bootstr...
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ژورنال
عنوان ژورنال: International Journal of Forecasting
سال: 2005
ISSN: 0169-2070
DOI: 10.1016/j.ijforecast.2004.09.006