Publications in International Journals / Series (Article (International))

Multi-step time series prediction intervals using neuroevolution

  • Neural Computing & Applications, (In Press), 2019

Publisher: Springer Verlag


Multi-step time series forecasting (TSF) is a crucial element to support tactical decisions (e.g., designing production or marketing plans several months in advance). While most TSF research addresses only single-point prediction, prediction intervals (PIs) are useful to reduce uncertainty related to important decision making variables. In this paper, we explore a large set of neural network methods for multi-step TSF and that directly optimize PIs. This includes multi-step adaptations of recently proposed PI methods, such as lower--upper bound estimation (LUBET), its ensemble extension (LUBEX ...

CEB Authors




ISI Web of Science® Citations: 0


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