Regression: Should I use the prediction interval obtained given n=9 and an...
The data I’m working with has 9 observations. I’m using only one predictor variable. Using SAS, I fit the model and checked the residuals. The typical model assumptions appear to be met, but there were...
View ArticleRestricting a set of predictions to a range of values of non-negative numbers
I am not even sure how to even phrase this question so if anyone could help that would be great. I am analyzing facebook activity and I wish to predict a particular activity (comments, for instance)....
View Articleensemble of three regressors to find pointwise prediction intervals in...
Here is my online learning scenario: Data point $x_n$ arrives Response of the data point, $hat{y}_n$, is predicted. Real response, $y_n$, is obtained Regression algorithm is updated incrementally I...
View ArticleUsing predict() in R to predict the y-value for multiple occurrences of the...
If I have a linear model and want to use predict() to predict the mean and confidence interval of multiple ($m$) new observations of a given x-value ($x_h$), how do I account for the $m$ in the formula...
View ArticleHow does R calculate prediction intervals in the forecast package?
I have a large dataset with different factors that I want to forecast to the future. These forecasts I will then later on use as inputs for a Monte Carlo simulation. My idea would be to use arima...
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Empirical Prediction interval for time series forecast based on quantile...
As Gardner notes “almost all point forecasts are wrong”, so prediction intervals (PI) are necessary to quantify uncertainty and help us make informed decisions. There exists theoretical PI, and in some...
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Prediction intervals for forecasts using spectral analysis
I have circadian data which typically have a period of around 24 hours so using spectral analysis seems appropriate. I’ve used spectrum resampling which is quite robust to changes in period which suits...
View ArticleR: Calculating prediction intervals (95%, seasonal naive and holt winters)
Could somebody explain to me the theory behind how R calculates the 95% prediction intervals for my 12 step ahead forecasts in (1) a seasonal naive model and (2) a Holt-Winters forecast. My code is as...
View ArticleGBM Bootstrap Prediction Interval Code Error
based on code presented in thread: How to find a GBM Prediction Interval I am trying to apply this to my dataset. Below is my full code, and I am having issues with the bootstrap function....
View ArticleNon linear time series analysis using complex systems theory
I have been working on non linear time series analysis using complex systems theory. Currently I am using recurrence plots to analyze recurrences and also performing recurrence quantification analysis...
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