Charles, Amélie; Darné, Olivier; Kim, Jae H. Stock return predictability: evaluation based on interval forecasts. (English) Zbl 1503.91112 Bull. Econ. Res. 74, No. 2, 363-385 (2022). MSC: 91G15 62P05 62M20 PDF BibTeX XML Cite \textit{A. Charles} et al., Bull. Econ. Res. 74, No. 2, 363--385 (2022; Zbl 1503.91112) Full Text: DOI
Sun, Yuying; Zhang, Xinyu; Wan, Alan T. K.; Wang, Shouyang Model averaging for interval-valued data. (English) Zbl 1506.62342 Eur. J. Oper. Res. 301, No. 2, 772-784 (2022). MSC: 62J05 62M10 62P20 PDF BibTeX XML Cite \textit{Y. Sun} et al., Eur. J. Oper. Res. 301, No. 2, 772--784 (2022; Zbl 1506.62342) Full Text: DOI
Zhao, Yuanyuan; Li, Tingting; Luo, Chao Spatial-temporal fuzzy information granules for time series forecasting. (English) Zbl 1491.62136 Soft Comput. 25, No. 3, 1963-1981 (2021). MSC: 62M20 62M10 62M86 PDF BibTeX XML Cite \textit{Y. Zhao} et al., Soft Comput. 25, No. 3, 1963--1981 (2021; Zbl 1491.62136) Full Text: DOI
Wang, Yu; Zhang, Haixiang Some estimation and forecasting procedures in Possion-Lindley INAR(1) process. (English) Zbl 1489.62290 Commun. Stat., Simulation Comput. 50, No. 1, 49-62 (2021). MSC: 62M10 62F12 PDF BibTeX XML Cite \textit{Y. Wang} and \textit{H. Zhang}, Commun. Stat., Simulation Comput. 50, No. 1, 49--62 (2021; Zbl 1489.62290) Full Text: DOI
Zhang, Yanqing; Bi, Xuan; Tang, Niansheng; Qu, Annie Dynamic tensor recommender systems. (English) Zbl 07370582 J. Mach. Learn. Res. 22, Paper No. 65, 35 p. (2021). MSC: 68T05 PDF BibTeX XML Cite \textit{Y. Zhang} et al., J. Mach. Learn. Res. 22, Paper No. 65, 35 p. (2021; Zbl 07370582) Full Text: arXiv Link
Wu, Wen-ze; Zhang, Tao An improved gray interval forecast method and its application. (English) Zbl 1511.62241 Commun. Stat., Theory Methods 49, No. 5, 1120-1131 (2020). MSC: 62M20 PDF BibTeX XML Cite \textit{W.-z. Wu} and \textit{T. Zhang}, Commun. Stat., Theory Methods 49, No. 5, 1120--1131 (2020; Zbl 1511.62241) Full Text: DOI
Tian, Chengshi; Hao, Yan Point and interval forecasting for carbon price based on an improved analysis-forecast system. (English) Zbl 1481.91131 Appl. Math. Modelling 79, 126-144 (2020). MSC: 91B74 91B42 62M20 PDF BibTeX XML Cite \textit{C. Tian} and \textit{Y. Hao}, Appl. Math. Modelling 79, 126--144 (2020; Zbl 1481.91131) Full Text: DOI
Zeng, Xiangyan; Shu, Lan; Yan, Shuli; Shi, Yanchao; He, Fangli A novel multivariate grey model for forecasting the sequence of ternary interval numbers. (English) Zbl 1464.62525 Appl. Math. Modelling 69, 273-286 (2019). MSC: 62P20 62H12 62M20 PDF BibTeX XML Cite \textit{X. Zeng} et al., Appl. Math. Modelling 69, 273--286 (2019; Zbl 1464.62525) Full Text: DOI
Jiang, Ping; Li, Ranran; Li, Hongmin Multi-objective algorithm for the design of prediction intervals for wind power forecasting model. (English) Zbl 1481.62115 Appl. Math. Modelling 67, 101-122 (2019). MSC: 62P30 62M20 62M86 90C29 90C70 90C90 PDF BibTeX XML Cite \textit{P. Jiang} et al., Appl. Math. Modelling 67, 101--122 (2019; Zbl 1481.62115) Full Text: DOI
Krakovsky, Yury; Luzgin, Aleksandr Robust interval forecasting algorithm based on a probabilistic cluster model. (English) Zbl 07192660 J. Stat. Comput. Simulation 88, No. 12, 2309-2324 (2018). MSC: 62-XX PDF BibTeX XML Cite \textit{Y. Krakovsky} and \textit{A. Luzgin}, J. Stat. Comput. Simulation 88, No. 12, 2309--2324 (2018; Zbl 07192660) Full Text: DOI
Tao, Zhifu; Liu, Jinpei; Zhu, Jiaming; Chen, Huayou Research on the prediction effect measure of interval-valued time series. (Chinese. English summary) Zbl 1424.62141 Fuzzy Syst. Math. 32, No. 4, 135-144 (2018). MSC: 62M10 62M20 62M86 62P05 PDF BibTeX XML Cite \textit{Z. Tao} et al., Fuzzy Syst. Math. 32, No. 4, 135--144 (2018; Zbl 1424.62141)
Zhang, Yufei; Chen, Huayou; He, Zhili Interval combination forecasting method with variable weights based on ranking of interval accuracy and IOWA operator. (Chinese. English summary) Zbl 1424.62156 J. Hefei Univ. Technol., Nat. Sci. 41, No. 4, 570-576 (2018). MSC: 62M20 62M10 PDF BibTeX XML Cite \textit{Y. Zhang} et al., J. Hefei Univ. Technol., Nat. Sci. 41, No. 4, 570--576 (2018; Zbl 1424.62156) Full Text: DOI
Jiang, Zhi-Qiang; Wang, Gang-Jin; Canabarro, Askery; Podobnik, Boris; Xie, Chi; Stanley, H. Eugene; Zhou, Wei-Xing Short term prediction of extreme returns based on the recurrence interval analysis. (English) Zbl 1400.91549 Quant. Finance 18, No. 3, 353-370 (2018). MSC: 91G10 PDF BibTeX XML Cite \textit{Z.-Q. Jiang} et al., Quant. Finance 18, No. 3, 353--370 (2018; Zbl 1400.91549) Full Text: DOI arXiv
Jiang, Zhi-Qiang; Canabarro, Askery; Podobnik, Boris; Stanley, H. Eugene; Zhou, Wei-Xing Early warning of large volatilities based on recurrence interval analysis in Chinese stock markets. (English) Zbl 1400.91664 Quant. Finance 16, No. 11, 1713-1724 (2016). MSC: 91G70 PDF BibTeX XML Cite \textit{Z.-Q. Jiang} et al., Quant. Finance 16, No. 11, 1713--1724 (2016; Zbl 1400.91664) Full Text: DOI arXiv
Nie, Chun-xue; Jin, Xue-bo The interval slope method for long-term forecasting of stock price trends. (English) Zbl 1402.62341 Adv. Math. Phys. 2016, Article ID 8045656, 7 p. (2016). MSC: 62P20 62M10 62M20 PDF BibTeX XML Cite \textit{C.-x. Nie} and \textit{X.-b. Jin}, Adv. Math. Phys. 2016, Article ID 8045656, 7 p. (2016; Zbl 1402.62341) Full Text: DOI
Yang, Wei; Han, Ai; Wang, Shouyang Forecasting research of financial time series based on interval data. (Chinese. English summary) Zbl 1389.62137 J. Syst. Eng. 31, No. 6, 816-830 (2016). MSC: 62M10 91B84 91G70 PDF BibTeX XML Cite \textit{W. Yang} et al., J. Syst. Eng. 31, No. 6, 816--830 (2016; Zbl 1389.62137) Full Text: DOI
Zhu, Jiaming; Chen, Huayou; Zhou, Ligang; Liu, Jinpei The continuous interval combination forecasting model based on ICOFWA operator and their applications. (Chinese. English summary) Zbl 1374.62118 Fuzzy Syst. Math. 30, No. 3, 172-184 (2016). MSC: 62M20 62M86 PDF BibTeX XML Cite \textit{J. Zhu} et al., Fuzzy Syst. Math. 30, No. 3, 172--184 (2016; Zbl 1374.62118)
Liu, Xiaojuan; Deng, Zhen; Bai, Enjian Fuzzy multi-objective interval forecasting based on a discrete grey model. (Chinese. English summary) Zbl 1374.62116 Fuzzy Syst. Math. 30, No. 2, 97-102 (2016). MSC: 62M20 90C29 90C70 62J86 PDF BibTeX XML Cite \textit{X. Liu} et al., Fuzzy Syst. Math. 30, No. 2, 97--102 (2016; Zbl 1374.62116)
Wooff, D. A.; Stirling, S. G. Practical statistical methods for call centres with a case study addressing urgent medical care delivery. (English) Zbl 1359.62520 Ann. Oper. Res. 233, 501-515 (2015). MSC: 62P20 62M10 90B35 90B90 PDF BibTeX XML Cite \textit{D. A. Wooff} and \textit{S. G. Stirling}, Ann. Oper. Res. 233, 501--515 (2015; Zbl 1359.62520) Full Text: DOI Link
Lu, Wei; Chen, Xueyan; Pedrycz, Witold; Liu, Xiaodong; Yang, Jianhua Using interval information granules to improve forecasting in fuzzy time series. (English) Zbl 1337.62306 Int. J. Approx. Reasoning 57, 1-18 (2015). MSC: 62M86 62M10 PDF BibTeX XML Cite \textit{W. Lu} et al., Int. J. Approx. Reasoning 57, 1--18 (2015; Zbl 1337.62306) Full Text: DOI
Cui, Qinghua; Xia, Jingxin Time-varying confidence interval forecasting of travel time for urban arterial using an ARIMA-GARCH model. (English) Zbl 1324.90030 J. Southeast Univ., Engl. Ed. 30, No. 3, 358-362 (2014). MSC: 90B20 91D10 62M20 60G25 PDF BibTeX XML Cite \textit{Q. Cui} and \textit{J. Xia}, J. Southeast Univ., Engl. Ed. 30, No. 3, 358--362 (2014; Zbl 1324.90030) Full Text: DOI
Qiu, Wangren; Liu, Xiaodong; He, Jianjun Research on the partition of fuzzy intervals for generalized fuzzy time series models. (Chinese. English summary) Zbl 1289.62105 J. Dalian Univ. Technol. 53, No. 3, 455-461 (2013). MSC: 62M86 62M10 62M20 62P20 PDF BibTeX XML Cite \textit{W. Qiu} et al., J. Dalian Univ. Technol. 53, No. 3, 455--461 (2013; Zbl 1289.62105)
Pinson, Pierre; Madsen, Henrik Adaptive modelling and forecasting of offshore wind power fluctuations with Markov-switching autoregressive models. (English) Zbl 1397.62567 J. Forecast. 31, No. 4, 281-313 (2012). MSC: 62P20 62M02 62M10 PDF BibTeX XML Cite \textit{P. Pinson} and \textit{H. Madsen}, J. Forecast. 31, No. 4, 281--313 (2012; Zbl 1397.62567) Full Text: DOI Link
Jung, Hye-Young; Yoon, Jin Hee; Choi, Seung Hoe Financial time series forecasting using fuzzy rearranged intervals. (English) Zbl 1254.37063 J. Korean Soc. Math. Educ., Ser. B, Pure Appl. Math. 19, No. 1, 7-21 (2012). MSC: 37N40 37M10 62P20 91B84 PDF BibTeX XML Cite \textit{H.-Y. Jung} et al., J. Korean Soc. Math. Educ., Ser. B, Pure Appl. Math. 19, No. 1, 7--21 (2012; Zbl 1254.37063) Full Text: DOI
Egrioglu, Erol; Aladag, Cagdas Hakan; Basaran, Murat A.; Yolcu, Ufuk; Uslu, Vedide R. A new approach based on the optimization of the length of intervals in fuzzy time series. (English) Zbl 05984567 J. Intell. Fuzzy Syst. 22, No. 1, 15-19 (2011). MSC: 62Mxx PDF BibTeX XML Cite \textit{E. Egrioglu} et al., J. Intell. Fuzzy Syst. 22, No. 1, 15--19 (2011; Zbl 05984567) Full Text: DOI
Taylor, James W. Forecasting daily supermarket sales using exponentially weighted quantile regression. (English) Zbl 1102.62103 Eur. J. Oper. Res. 178, No. 1, 154-167 (2007). MSC: 62M20 90B05 62P99 62P20 PDF BibTeX XML Cite \textit{J. W. Taylor}, Eur. J. Oper. Res. 178, No. 1, 154--167 (2007; Zbl 1102.62103) Full Text: DOI
Koissi, Marie-Claire; Shapiro, Arnold F.; Högnäs, Göran Evaluating and extending the Lee-Carter model for mortality forecasting: bootstrap confidence interval. (English) Zbl 1098.62138 Insur. Math. Econ. 38, No. 1, 1-20 (2006). MSC: 62P05 91D20 62F25 62N02 PDF BibTeX XML Cite \textit{M.-C. Koissi} et al., Insur. Math. Econ. 38, No. 1, 1--20 (2006; Zbl 1098.62138) Full Text: DOI
Bahsoun, Wael; Góra, Pawel; Boyarsky, Abraham Markov switching for position dependent random maps with application to forecasting. (English) Zbl 1090.37040 SIAM J. Appl. Dyn. Syst. 4, No. 2, 391-406 (2005). MSC: 37H99 37A05 37E05 37A35 90B99 37N40 37A30 PDF BibTeX XML Cite \textit{W. Bahsoun} et al., SIAM J. Appl. Dyn. Syst. 4, No. 2, 391--406 (2005; Zbl 1090.37040) Full Text: DOI
Huang, Wei; Lai, K. K.; Nakamori, Y.; Wang, Shouyang An empirical analysis of sampling interval for exchange rate forecasting with neural networks. (English) Zbl 1133.91533 J. Syst. Sci. Complex. 16, No. 2, 165-176 (2003). MSC: 91B84 68T05 PDF BibTeX XML Cite \textit{W. Huang} et al., J. Syst. Sci. Complex. 16, No. 2, 165--176 (2003; Zbl 1133.91533)
Cai, Zongwu Weighted Nadaraya-Watson regression estimation. (English) Zbl 0967.62024 Stat. Probab. Lett. 51, No. 3, 307-318 (2001). MSC: 62G08 62M10 62F35 62G20 PDF BibTeX XML Cite \textit{Z. Cai}, Stat. Probab. Lett. 51, No. 3, 307--318 (2001; Zbl 0967.62024) Full Text: DOI
Xu, Shuangkui The model of a linear moving self-regression forecast. (Chinese. English summary) Zbl 0989.90129 J. Baoji Coll. Arts Sci., Nat. Sci. 20, No. 3, 180-183 (2000). MSC: 90C40 60K15 PDF BibTeX XML Cite \textit{S. Xu}, J. Baoji Coll. Arts Sci., Nat. Sci. 20, No. 3, 180--183 (2000; Zbl 0989.90129)
Diebold, Francis X.; Lindner, Peter Fractional integration and interval prediction. (English) Zbl 0875.62600 Econ. Lett. 50, No. 3, 305-313 (1996). MSC: 62P20 62M10 91B82 PDF BibTeX XML Cite \textit{F. X. Diebold} and \textit{P. Lindner}, Econ. Lett. 50, No. 3, 305--313 (1996; Zbl 0875.62600) Full Text: DOI
Amelyakov, S. V. Interval approach for super-long-term forecasting of sunspot activity maxima. (English) Zbl 0900.65206 Alefeld, Götz (ed.) et al., Numerical methods and error bounds. Proceedings of the IMACS-GAMM international symposium, Oldenburg, Germany, July 9–12, 1995. Berlin: Akademie Verlag. Math. Res. 89, 255-260 (1996). MSC: 65K10 85A05 93C95 PDF BibTeX XML Cite \textit{S. V. Amelyakov}, in: Numerical methods and error bounds. Proceedings of the IMACS-GAMM international symposium, Oldenburg, Germany, July 9--12, 1995. Berlin: Akademie Verlag. 255--260 (1996; Zbl 0900.65206)
Reimers, Hans-Eggert Interval forecasting in cointegrated systems. (English) Zbl 0851.62064 Stat. Pap. 36, No. 4, 349-369 (1995). MSC: 62M20 62F25 PDF BibTeX XML Cite \textit{H.-E. Reimers}, Stat. Pap. 36, No. 4, 349--369 (1995; Zbl 0851.62064) Full Text: DOI
Chen, Jianwei Timely interval forecasting of stationary time series and its application in weather forecast. (Chinese. English summary) Zbl 0756.62034 Appl. Math., J. Chin. Univ. 5, No. 4, 492-498 (1990). MSC: 62M20 62P99 PDF BibTeX XML Cite \textit{J. Chen}, Appl. Math., J. Chin. Univ. 5, No. 4, 492--498 (1990; Zbl 0756.62034)
Aczél, János Some recent results on characterizations of measures of information. (English) Zbl 0482.94011 Theorie de l’information, developpements recents et applications, Colloq. int. CNRS 276, Cachan/Fr. 1977, 19-26 (1978). MSC: 94A17 94A11 26D15 94A50 PDF BibTeX XML