Concepedia

Forecast Interval Estimation

Forecast Interval Estimation is a statistical methodology that, as a distinct approach within uncertainty quantification, generates bounded ranges expected to contain future observations with a specified probability, thereby distinguishing itself from point forecasting by explicitly characterizing predictive uncertainty.

73

Publications

8.9K

Citations

172

Authors

114

Institutions

Publications per year

2017–2026

24

Parents

Publications

73

Evaluating Interval Forecasts

Peter Christoffersen · International Economic Review · 1998 · 2.7K citations

, , +17

Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis

Lars Peter Hansen, Robert J. Hodrick · Journal of Political Economy · 1980 · 2.2K citations

, , +16

Effective lengths of intervals to improve forecasting in fuzzy time series

Kun‐Huang Huarng · Fuzzy Sets and Systems · 2001 · 584 citations

, , +10

A generic recurrence interval distribution for earthquake forecasting

Stuart P. Nishenko, R. Buland · Bulletin of the Seismological Society of America · 1987 · 378 citations

, , +16

Calculating Interval Forecasts

Chris Chatfield · Journal of Business and Economic Statistics · 1993 · 342 citations

, , +16

1–5 of 73

Authors

172

  1. JW
    Jason Wu

    Federal Reserve Board of Governors, United States

    3 publications · 71 citations

    3

    h-index

  2. RA
    Robert A. Stine

    University of Pennsylvania, United States

    2 publications · 240 citations

    2

    h-index

  3. JW
    Jianzhou Wang

    Dongbei University of Finance and Economics, China

    2 publications · 56 citations

    2

    h-index

  4. HL
    Hao Liang

    University of Alberta, Canada

    2 publications · 273 citations

    2

    h-index

  5. YH
    Yosef Hochberg

    Tel Aviv University, Israel

    2 publications · 25 citations

    2

    h-index

1–5 of 172

Institutions

114

  1. Dongbei University of Finance and Economics

    Dalian, China

    4 h-index

    9 publications

    422 citations

  2. Universidad de Zaragoza

    Zaragoza, Spain

    2 h-index

    3 publications

    94 citations

  3. University of Warwick

    Coventry, United Kingdom

    2 h-index

    2 publications

    90 citations

  4. Universidad Carlos III de Madrid

    Madrid, Spain

    2 h-index

    4 publications

    182 citations

  5. New York University

    New York, United States

    2 h-index

    4 publications

    50 citations

  6. University of Pennsylvania

    Philadelphia, United States

    2 h-index

    2 publications

    240 citations

  7. Macau University of Science and Technology

    Macao, Macao

    2 h-index

    2 publications

    56 citations

  8. University of Connecticut

    Storrs, United States

    2 h-index

    2 publications

    38 citations

1–8 of 114

Venues

  1. Journal of Forecasting

    7 publications · 228 citations

    7

    h-index

  2. 4

    h-index

  3. International Journal of Forecasting

    4 publications · 209 citations

    4

    h-index

  4. Technometrics

    2 publications · 25 citations

    2

    h-index

  5. IEEE Transactions on Power Systems

    2 publications · 231 citations

    2

    h-index

1–5