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政大機構典藏 > 理學院 > 應用數學系 > 期刊論文 > Item 140.119/77987

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题名:	Evaluating forecasting performance for interval data
作者:	Hsu, Hui-Li 徐惠莉 Wu, Berlin 吳柏林
贡献者:	應數系
关键词:	Interval time series;Mean squared error of interval;Mean relative interval error;Mean ratio of exclusive-or
日期:	2008-11
上传时间:	2015-08-24 16:00:58 (UTC+8)
摘要:	From the overlapping parts and the non-overlapping parts of the actual intervals and the forecast intervals, it should be defined a criterion which is more efficient to evaluate forecasting performance for interval data. In this paper, we present evaluation techniques for interval time series forecasting. The forecast results are compared by the mean squared error of the interval, mean relative interval error and mean ratio of exclusive-or. Simulation and empirical studies show that our proposed evaluation techniques for interval forecasting can provide a more objective decision space in interval forecasting to policymakers.
關聯:	Computers & Mathematics with Applications, 56(9), 2155-2163
数据类型:	article
DOI 連結:	http://dx.doi.org/10.1016/j.camwa.2008.03.042
DOI:	10.1016/j.camwa.2008.03.042
显示于类别:	[應用數學系] 期刊論文

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