Concepedia

Forecast Intervals

Forecast Interval is a statistical interval estimate that specifies a range within which future observations are expected to fall with a certain probability, distinguishing it from point forecasts by quantifying uncertainty in predictions.

250

Publications

15.4K

Citations

605

Authors

343

Institutions

Publications per year

2017–2026

88

Parents

Publications

250

Evaluating Interval Forecasts

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

, , +17

Testing Density Forecasts, With Applications to Risk Management

Jeremy Berkowitz · Journal of Business and Economic Statistics · 2001 · 899 citations

, , +17

Effective lengths of intervals to improve forecasting in fuzzy time series

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

, , +10

Calculating Interval Forecasts

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

, , +16

Invited review combining forecasts—twenty years later

Clive W. J. Granger · Journal of Forecasting · 1989 · 324 citations

, , +16

1–5 of 250

Authors

605

  1. SW
    Shouyang Wang

    Chinese Academy of Sciences, China

    5 publications · 234 citations

    5

    h-index

  2. HC
    Huayou Chen

    Anhui University, China

    5 publications · 249 citations

    5

    h-index

  3. GG
    Gloria González‐Rivera

    University of California, Riverside, United States

    3 publications · 120 citations

    3

    h-index

  4. JW
    Jason Wu

    Federal Reserve Board of Governors, United States

    3 publications · 71 citations

    3

    h-index

  5. RW
    Rafał Weron

    Wrocław University of Science and Technology, Poland

    3 publications · 174 citations

    3

    h-index

1–5 of 605

Institutions

343

  1. University of Warwick

    Coventry, United Kingdom

    7 h-index

    8 publications

    524 citations

  2. Dongbei University of Finance and Economics

    Dalian, China

    6 h-index

    13 publications

    548 citations

  3. Chinese Academy of Sciences

    Beijing, China

    6 h-index

    20 publications

    1K citations

  4. Anhui University

    Hefei, China

    5 h-index

    21 publications

    1K citations

  5. Huazhong University of Science and Technology

    Wuhan, China

    5 h-index

    15 publications

    937 citations

  6. NSF National Center for Atmospheric Research

    Boulder, United States

    5 h-index

    8 publications

    698 citations

  7. Academy of Mathematics and Systems Science

    Beijing, China

    5 h-index

    18 publications

    869 citations

  8. Universidad Carlos III de Madrid

    Madrid, Spain

    5 h-index

    8 publications

    306 citations

1–8 of 343

Venues

  1. Journal of Forecasting

    16 publications · 1K citations

    14

    h-index

  2. International Journal of Forecasting

    11 publications · 639 citations

    11

    h-index

  3. Journal of Business and Economic Statistics

    JBES · 7 publications · 1.3K citations

    7

    h-index

  4. Weather and Forecasting

    7 publications · 177 citations

    7

    h-index

  5. Monthly Weather Review

    6 publications · 411 citations

    6

    h-index

1–5