时间序列预测之区间预测方法(PIs:MVE&Delta&Bayesian&Bootstrap&LUBE)
文章目录前言一、预测区间的评价指标1.PICP(PI coverage probability)2.PINAW(PI normalized averaged width)3.CWC(coverage width-based criterion)4.ACE(average coverage error)5.AIS(average interval score)6.MPICD(mean PI centre deviation)二、区间预测方法综述1.Mean Variance Estimation(MVE)2.
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2020-12-01 11:12:50 ·
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