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Time Series Forecast Intervals using Circular Bootstrapped Training Simulation with Invariant Distance KNN

This paper presents a nonparametric interval forecasting method that combines circular block bootstrap resampling with complexity-invariant K-nearest-neighbor time-series prediction. Prediction intervals are obtained directly from bootstrap-resampled training series, thereby preserving temporal depe...

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Autori principali: Srisuradetchai Patchanok, Kamlangdee Parattakorn
Natura: Artigo
Lingua:Inglês
Pubblicazione: Sciendo 2026-03-01
Serie:International Journal of Applied Mathematics and Computer Science
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Accesso online:https://doi.org/10.61822/amcs-2026-0009
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