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Forecasting with prediction intervals for periodic autoregressive moving average models

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  • Paul L. Anderson
  • Mark M. Meerschaert
  • Kai Zhang

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Suggested Citation

  • Paul L. Anderson & Mark M. Meerschaert & Kai Zhang, 2013. "Forecasting with prediction intervals for periodic autoregressive moving average models," Journal of Time Series Analysis, Wiley Blackwell, vol. 34(2), pages 187-193, March.
    • Handle: RePEc:bla:jtsera:v:34:y:2013:i:2:p:187-193
    DOI: jtsa.12000
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    Cited by:

    1. Croonenbroeck, Carsten & Hüttel, Silke, 2017. "Quantifying the economic efficiency impact of inaccurate renewable energy price forecasts," Energy, Elsevier, vol. 134(C), pages 767-774.
    2. Aleksandra Grzesiek & Prashant Giri & S. Sundar & Agnieszka WyŁomańska, 2020. "Measures of Cross‐Dependence for Bidimensional Periodic AR(1) Model with α‐Stable Distribution," Journal of Time Series Analysis, Wiley Blackwell, vol. 41(6), pages 785-807, November.
    3. PEREAU Jean-Christophe & URSU Eugen, 2015. "Application of periodic autoregressive process to the modeling of the Garonne river flows," Cahiers du GREThA (2007-2019) 2015-14, Groupe de Recherche en Economie Théorique et Appliquée (GREThA).
    4. José P. Matos & Maria M. Portela & Anton J. Schleiss, 2018. "Towards Safer Data-Driven Forecasting of Extreme Streamflows," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 32(2), pages 701-720, January.

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