Prediction $n$ units of time ahead

Multistep-Ahead Time Series Prediction

Multistep-ahead prediction is the task of predicting a sequence of values in a time series. A typical approach, known as multi-stage prediction, is to apply a predictive model step-by-step and use the predicted value of the current time step to determine its value in the next time step. This paper examines two alternative approaches known as independent value prediction and parameter prediction...

The Way Ahead for Bug-fix time Prediction

The bug-fix time i.e. the time to fix a bug after the bug was introduced is an important factor for bug related analysis, such as measuring software quality or coordinating development effort during bug triaging. Previous work has proposed many bug-fix time prediction models that use various bug attributes (number of developers who participated in fixing the bug, bug severity, bug-opener’s repu...

Time Series Forecasting Methodology for Multiple-Step-Ahead Prediction

This paper presents a time series forecasting methodology and applies it to generate multiple–step–ahead predictions for the direction of change of the daily exchange rate of the Japanese Yen against the US Dollar. The proposed methodology draws from the disciplines of chaotic time series analysis, clustering, and artificial neural networks. In brief, clustering is applied to identify neighborh...

Nonparametric multistep-ahead prediction in time series analysis

We consider the problem of multistep-ahead prediction in time series analysis by using nonparametric smoothing techniques. Forecasting is always one of the main objectives in time series analysis. Research has shown that non-linear time series models have certain advantages in multistep-ahead forecasting. Traditionally, nonparametric k-step-ahead least squares prediction for non-linear autoregr...

a long way is ahead of prediction of menopause!