Robust interval forecasting algorithm based on a probabilistic cluster model

DOI10.1080/00949655.2018.1462809OpenAlexW2802951586MaRDI QIDQ4960688

Aleksandr Luzgin, Yury Krakovsky

Publication date: 23 April 2020

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2018.1462809

zbMATH Keywords

time serieslogistic regressioninterval forecastingdynamic indicatorsforecasting binary outcomesprobabilistic cluster model

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (1)

Robust interval forecasting algorithm based on a probabilistic cluster model

Uses Software

• R
• CRAN
• astsa
• extRemes
• mAr
• SwissAir

Cites Work

• Unnamed Item
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• Probabilistic forecasting of wind power ramp events using autoregressive logit models
• Comparing robust regression lines associated with two dependent groups when there is heteroscedasticity
• Projections of a general binary model on a logistic regression
• Robust Correlation
• Robust interval forecasting algorithm based on a probabilistic cluster model

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