Development of Trading Strategies Using Time Series Based on Robust Interval Forecasts
The task of time series forecasting is to estimate future values based on available observational data. Prediction Intervals methods are aimed at finding not the next point, but the interval that the future value or several values on the forecast horizon can fall into given current and historical da...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2023-05-01
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| Series: | Computation |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2079-3197/11/5/99 |