{"title":"On tracking varying bounds when forecasting bounded time series","authors":"Amandine Pierrot, Pierre Pinson","doi":"10.1080/00401706.2024.2350421","DOIUrl":null,"url":null,"abstract":"We consider a new framework where a continuous, though bounded, random variable has unobserved bounds that vary over time. In the context of univariate time series, we look at the bounds as paramet...","PeriodicalId":22208,"journal":{"name":"Technometrics","volume":"41 1","pages":""},"PeriodicalIF":2.3000,"publicationDate":"2024-05-03","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Technometrics","FirstCategoryId":"5","ListUrlMain":"https://doi.org/10.1080/00401706.2024.2350421","RegionNum":3,"RegionCategory":"工程技术","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q1","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
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Abstract
We consider a new framework where a continuous, though bounded, random variable has unobserved bounds that vary over time. In the context of univariate time series, we look at the bounds as paramet...
期刊介绍：
Technometrics is a Journal of Statistics for the Physical, Chemical, and Engineering Sciences, and is published Quarterly by the American Society for Quality and the American Statistical Association.Since its inception in 1959, the mission of Technometrics has been to contribute to the development and use of statistical methods in the physical, chemical, and engineering sciences.
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