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| Title | Evaluating forecasting performance for interval data |
| Creator | Hsu, Hui-Li 徐惠莉 Wu, Berlin 吳柏林 |
| Contributor | 應數系 |
| Key Words | Interval time series;Mean squared error of interval;Mean relative interval error;Mean ratio of exclusive-or |
| Date | 2008-11 |
| Date Issued | 24-Aug-2015 16:00:58 (UTC+8) |
| Summary | 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. |
| Relation | Computers & Mathematics with Applications, 56(9), 2155-2163 |
| Type | article |
| DOI | http://dx.doi.org/10.1016/j.camwa.2008.03.042 |
| dc.contributor | 應數系 | - |
| dc.creator (作者) | Hsu, Hui-Li | - |
| dc.creator (作者) | 徐惠莉 | zh_TW |
| dc.creator (作者) | Wu, Berlin | en_US |
| dc.creator (作者) | 吳柏林 | zh_TW |
| dc.date (日期) | 2008-11 | - |
| dc.date.accessioned | 24-Aug-2015 16:00:58 (UTC+8) | - |
| dc.date.available | 24-Aug-2015 16:00:58 (UTC+8) | - |
| dc.date.issued (上傳時間) | 24-Aug-2015 16:00:58 (UTC+8) | - |
| dc.identifier.uri (URI) | http://nccur.lib.nccu.edu.tw/handle/140.119/77987 | - |
| dc.description.abstract (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. | - |
| dc.format.extent | 479953 bytes | - |
| dc.format.mimetype | application/pdf | - |
| dc.relation (關聯) | Computers & Mathematics with Applications, 56(9), 2155-2163 | - |
| dc.subject (關鍵詞) | Interval time series;Mean squared error of interval;Mean relative interval error;Mean ratio of exclusive-or | - |
| dc.title (題名) | Evaluating forecasting performance for interval data | - |
| dc.type (資料類型) | article | en |
| dc.identifier.doi (DOI) | 10.1016/j.camwa.2008.03.042 | - |
| dc.doi.uri (DOI) | http://dx.doi.org/10.1016/j.camwa.2008.03.042 | - |