Que será será? The uncertainty estimation of feature-based time series forecasts

8 Aug 2019Xiaoqian WangYanfei KangFotios PetropoulosFeng Li

Interval forecasts have significant advantages in accounting for the uncertainty estimation of point forecasts, highlighting the importance of providing prediction intervals (PIs) as well as point forecasts in forecasting activities. In this paper, a general feature-based framework is outlined to examine the relationship between time series features and the interval forecasting accuracy and to provide reliable forecasts as well as their uncertainty estimation... (read more)

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