On tracking varying bounds when forecasting bounded time series

IF 2.3 3区 工程技术 Q1 STATISTICS & PROBABILITY
Amandine Pierrot, Pierre Pinson
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引用次数: 0

Abstract

We consider a new framework where a continuous, though bounded, random variable has unobserved bounds that vary over time. In the context of univariate time series, we look at the bounds as paramet...
关于预测有界时间序列时的跟踪变化界限
我们考虑了一个新的框架,在这个框架中,连续但有界的随机变量具有随时间变化而变化的未观测界值。在单变量时间序列的背景下,我们将边界视为参数。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
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来源期刊
Technometrics
Technometrics 管理科学-统计学与概率论
CiteScore
4.50
自引率
16.00%
发文量
59
审稿时长
>12 weeks
期刊介绍: Technometrics is a Journal of Statistics for the Physical, Chemical, and Engineering Sciences, and is published Quarterly by the  American Society for Quality and the American Statistical Association.Since its inception in 1959, the mission of Technometrics has been to contribute to the development and use of statistical methods in the physical, chemical, and engineering sciences.
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