Bootstrap prediction intervals for autoregressive time series.
Michael P. ClementsJae H. KimPublished in: Comput. Stat. Data Anal. (2007)
Keyphrases
- autoregressive
- prediction intervals
- regression model
- confidence level
- moving average
- travel time
- non stationary
- confidence intervals
- linear regression model
- prediction error
- probability distribution
- gaussian markov random field
- regression methods
- random fields
- arma model
- sar images
- regression analysis
- logistic regression
- autoregressive moving average
- probabilistic model
- computer vision
- vehicle routing problem
- linear regression
- sample size
- generative model
- markov chain
- artificial neural networks