Cross validation for uncertain autoregressive model

Uncertain time series models have been investigated to predict future values based on imprecise observations. The existing researches focus on how to estimate unknown parameters in the uncertain time series model without considering how to determine the lag order. This paper proposes three types of...

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Vydané v:	Communications in statistics. Simulation and computation Ročník 51; číslo 8; s. 4715 - 4726
Hlavní autori:	Liu, Zhe, Yang, Xiangfeng
Médium:	Journal Article
Jazyk:	English
Vydavateľské údaje:	Philadelphia Taylor & Francis 03.08.2022 Taylor & Francis Ltd
Predmet:	Autoregressive models Average testing error Cross validation Imprecise observations Lag order Parameter uncertainty Time series Uncertain time series
ISSN:	0361-0918, 1532-4141
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