Probabilistic prediction of real‐world time series: A local regression approach

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Bibliographische Detailangaben
Zeitschriftentitel:	Geophysical Research Letters
Personen und Körperschaften:	Laio, Francesco, Ridolfi, Luca, Tamea, Stefania
In:	Geophysical Research Letters, 34, 2007, 3
Format:	E-Article
Sprache:	Englisch
veröffentlicht:	American Geophysical Union (AGU)
Schlagwörter:	General Earth and Planetary Sciences Geophysics

Details
Zusammenfassung:	<jats:p>We propose a probabilistic prediction method, based on local polynomial regressions, which complements the point forecasts with robust estimates of the corresponding forecast uncertainty. The reliability, practicability and generality of the method is demonstrated by applying it to astronomical, physiological, economic, and geophysical time series.</jats:p>
ISSN:	0094-8276 1944-8007
DOI:	10.1029/2006gl028776