Stein Predictors and Prediction Regions

1994 ◽  
pp. 59-74
Author(s):  
Rudolf Beran
Keyword(s):  
Prediction Regions

scholarly journals Bootstrap joint prediction regions for sequences of missing values in spatio-temporal datasets

2021 ◽  
Author(s):  
Maria Lucia Parrella ◽  
Giuseppina Albano ◽  
Cira Perna ◽  
Michele La Rocca
Keyword(s):  
Missing Data ◽  
Missing Values ◽  
Sample Selection ◽  
Sample Path ◽  
Temporal Relationships ◽  
Empirical Performance ◽  
Spatio Temporal ◽  
Joint Prediction ◽  
Point Forecast ◽  
Prediction Regions

AbstractMissing data reconstruction is a critical step in the analysis and mining of spatio-temporal data. However, few studies comprehensively consider missing data patterns, sample selection and spatio-temporal relationships. To take into account the uncertainty in the point forecast, some prediction intervals may be of interest. In particular, for (possibly long) missing sequences of consecutive time points, joint prediction regions are desirable. In this paper we propose a bootstrap resampling scheme to construct joint prediction regions that approximately contain missing paths of a time components in a spatio-temporal framework, with global probability $$1-\alpha $$ 1 - α . In many applications, considering the coverage of the whole missing sample-path might appear too restrictive. To perceive more informative inference, we also derive smaller joint prediction regions that only contain all elements of missing paths up to a small number k of them with probability $$1-\alpha $$ 1 - α . A simulation experiment is performed to validate the empirical performance of the proposed joint bootstrap prediction and to compare it with some alternative procedures based on a simple nominal coverage correction, loosely inspired by the Bonferroni approach, which are expected to work well standard scenarios.

Prediction Regions

2001 ◽  
pp. 182-190
Author(s):  
Elart von Collani ◽  
Klaus Dräger
Keyword(s):  
Prediction Regions

DD Plots and Prediction Regions

2017 ◽  
pp. 139-188
Author(s):  
David J. Olive
Keyword(s):  
Prediction Regions

Prediction Regions for Categorical Variables

1998 ◽  
pp. 405-VI ◽  
Author(s):  
John C. Gower ◽  
Simon A. Harding
Keyword(s):  
Categorical Variables ◽  
Prediction Regions

Applications of hyperellipsoidal prediction regions

2016 ◽  
Vol 59 (3) ◽  
pp. 913-931 ◽  
Author(s):  
David J. Olive
Keyword(s):  
Prediction Regions

Simultaneous prediction regions

1992 ◽  
Vol 92 (2) ◽  
pp. 231-246 ◽  
Author(s):  
Rudolf Beran
Keyword(s):  
Simultaneous Prediction ◽  
Prediction Regions
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