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政大典藏 > College of Science > Department of Mathematical Sciences > Periodical Articles > Item 140.119/77987

Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/77987

Title:	Evaluating forecasting performance for interval data
Authors:	Hsu, Hui-Li 徐惠莉 Wu, Berlin 吳柏林
Contributors:	應數系
Keywords:	Interval time series;Mean squared error of interval;Mean relative interval error;Mean ratio of exclusive-or
Date:	2008-11
Issue Date:	2015-08-24 16:00:58 (UTC+8)
Abstract:	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
Data Type:	article
DOI link:	http://dx.doi.org/10.1016/j.camwa.2008.03.042
DOI:	10.1016/j.camwa.2008.03.042
Appears in Collections:	[Department of Mathematical Sciences] Periodical Articles

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