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Probabilistic prediction of real‐world time series: A local regression approach
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| Zeitschriftentitel: | Geophysical Research Letters |
|---|---|
| Personen und Körperschaften: | , , |
| In: | Geophysical Research Letters, 34, 2007, 3 |
| Format: | E-Article |
| Sprache: | Englisch |
| veröffentlicht: |
American Geophysical Union (AGU)
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| Schlagwörter: |
| author_facet |
Laio, Francesco Ridolfi, Luca Tamea, Stefania Laio, Francesco Ridolfi, Luca Tamea, Stefania |
|---|---|
| author |
Laio, Francesco Ridolfi, Luca Tamea, Stefania |
| spellingShingle |
Laio, Francesco Ridolfi, Luca Tamea, Stefania Geophysical Research Letters Probabilistic prediction of real‐world time series: A local regression approach General Earth and Planetary Sciences Geophysics |
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laio, francesco |
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Laio, Francesco Ridolfi, Luca Tamea, Stefania 0094-8276 1944-8007 American Geophysical Union (AGU) General Earth and Planetary Sciences Geophysics http://dx.doi.org/10.1029/2006gl028776 <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> Probabilistic prediction of real‐world time series: A local regression approach Geophysical Research Letters |
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Geophysical Research Letters |
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Probabilistic prediction of real‐world time series: A local regression approach |
| title_unstemmed |
Probabilistic prediction of real‐world time series: A local regression approach |
| title_full |
Probabilistic prediction of real‐world time series: A local regression approach |
| title_fullStr |
Probabilistic prediction of real‐world time series: A local regression approach |
| title_full_unstemmed |
Probabilistic prediction of real‐world time series: A local regression approach |
| title_short |
Probabilistic prediction of real‐world time series: A local regression approach |
| title_sort |
probabilistic prediction of real‐world time series: a local regression approach |
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General Earth and Planetary Sciences Geophysics |
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http://dx.doi.org/10.1029/2006gl028776 |
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2007 |
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<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> |
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| author | Laio, Francesco, Ridolfi, Luca, Tamea, Stefania |
| author_facet | Laio, Francesco, Ridolfi, Luca, Tamea, Stefania, Laio, Francesco, Ridolfi, Luca, Tamea, Stefania |
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| description | <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> |
| doi_str_mv | 10.1029/2006gl028776 |
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| imprint | American Geophysical Union (AGU), 2007 |
| imprint_str_mv | American Geophysical Union (AGU), 2007 |
| institution | DE-105, DE-14, DE-Ch1, DE-L229, DE-D275, DE-Bn3, DE-Brt1, DE-Zwi2, DE-D161, DE-Gla1, DE-Zi4, DE-15, DE-Pl11, DE-Rs1 |
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| spelling | Laio, Francesco Ridolfi, Luca Tamea, Stefania 0094-8276 1944-8007 American Geophysical Union (AGU) General Earth and Planetary Sciences Geophysics http://dx.doi.org/10.1029/2006gl028776 <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> Probabilistic prediction of real‐world time series: A local regression approach Geophysical Research Letters |
| spellingShingle | Laio, Francesco, Ridolfi, Luca, Tamea, Stefania, Geophysical Research Letters, Probabilistic prediction of real‐world time series: A local regression approach, General Earth and Planetary Sciences, Geophysics |
| title | Probabilistic prediction of real‐world time series: A local regression approach |
| title_full | Probabilistic prediction of real‐world time series: A local regression approach |
| title_fullStr | Probabilistic prediction of real‐world time series: A local regression approach |
| title_full_unstemmed | Probabilistic prediction of real‐world time series: A local regression approach |
| title_short | Probabilistic prediction of real‐world time series: A local regression approach |
| title_sort | probabilistic prediction of real‐world time series: a local regression approach |
| title_unstemmed | Probabilistic prediction of real‐world time series: A local regression approach |
| topic | General Earth and Planetary Sciences, Geophysics |
| url | http://dx.doi.org/10.1029/2006gl028776 |