Estimating the horizon of predictability in time-series predictions using inductive modelling tools

DOI10.1080/03081079.2010.536540zbMath1209.62208OpenAlexW2066367346MaRDI QIDQ3086383

François E. Cellier, Josefina Lopez, Gabriela Cembrano

Publication date: 30 March 2011

Published in: International Journal of General Systems (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10261/96804

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to environmental and related topics (62P12) Inference from stochastic processes and fuzziness (62M86)

Cites Work

• Confidence measures for predictions in fuzzy inductive reasoning

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