Abstract
This paper reviews recent developments in time series forecasting with particular emphasis on the use of multivariate and non-linear models, the results of recent forecasting competitions, the computation of prediction intervals and the effects of model uncertainty.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
More From: Journal of the Royal Statistical Society: Series D (The Statistician)
Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.