Estimation Bias in the First-Order Autoregressive Model and Its Impact on Predictions and Prediction Intervals.
Johannes LedolterPublished in: Commun. Stat. Simul. Comput. (2009)
Keyphrases
- prediction intervals
- autoregressive model
- regression model
- confidence level
- travel time
- linear regression model
- autoregressive
- regression methods
- regression analysis
- wavelet domain
- wavelet analysis
- probability distribution
- prediction error
- estimation error
- higher order
- road network
- machine learning
- confidence intervals
- model selection
- wavelet decomposition
- multiscale
- computer vision