1. UKM Learning and Research Repository
  2. Journal Article / Artikel Jurnal
  3. Journal Content Pages/ Kandungan Halaman Jurnal
Please use this identifier to cite or link to this item: https://ptsldigital.ukm.my/jspui/handle/123456789/578912
Full metadata record
DC FieldValueLanguage
dc.contributor.authorPooi A. H.
dc.date.accessioned2023-11-06T03:10:18Z-
dc.date.available2023-11-06T03:10:18Z-
dc.date.issued2017-04
dc.identifier.issn0128-7680
dc.identifier.otherukmvital:116322
dc.identifier.urihttps://ptsldigital.ukm.my/jspui/handle/123456789/578912-
dc.descriptionThis paper offers a technique to construct a prediction interval for the future value of the last variable in the vector r of m variables when the number of observed values of r is small. Denoting r(t) as the time-t value of r, we model the time-(t+1) value of the m-th variable to be dependent on the present and l-1 previous values r(t), r(t-1), …, r(t-l+1) via a conditional distribution which is derived from an (ml+1)- dimensional power-normal distribution. The 100(? / 2)% and 100(1?? / 2)% points of the conditional distribution may then be used to form a prediction interval for the future value of the m-th variable. A method is introduced to estimate the above (ml+1)-dimensional power-normal distribution such that the coverage probability of the resulting prediction interval is nearer to the target value 1- ? .
dc.language.isoen
dc.publisherUniversiti Putra Malaysia Press
dc.relation.haspartPertanika Journals
dc.relation.urihttp://www.pertanika.upm.edu.my/regular_issues.php?jtype=2&journal=JST-25-2-4
dc.rightsUKM
dc.subjectMultivariate power-normal distribution
dc.subjectPrediction interval
dc.subjectCoverage probability
dc.titleA method for performing short time series prediction
dc.typeJournal Article
dc.format.volume25
dc.format.pages587-592
dc.format.issue2
Appears in Collections:Journal Content Pages/ Kandungan Halaman Jurnal

Files in This Item:
File Description SizeFormat 
ukmvital_116322+Source01+Source010.PDF242.19 kBAdobe PDFThumbnail
View/Open
Show simple item record Recommend this item


Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.