Digital Library of Zielona Góra contains 67 125 digital objects
Object
Title: Time series forecast intervals using circular bootstrapped training simulation with invariant distance KNN
Contributor:
Korbicz, Józef (1951- ) - red. ; Uciński, Dariusz - red.
Group publication title:
Abstract:
This paper presents a nonparametric interval forecasting method that combines circular block bootstrap resampling with complexity-invariant K-nearest-neighbor time-series prediction. Prediction intervals are obtained directly from bootstrapresampled training series, thereby preserving temporal dependence while accounting for forecast uncertainty. Under weak dependence and local stability assumptions, asymptotic validity of the resulting prediction intervals is established. ; The proposed method is evaluated using twelve time-series datasets drawn from economic, environmental, industrial, and energy applications. Empirical performance is compared with seasonal autoregressive integrated moving average models and long short-term memory neural networks using the mean absolute percentage error, empirical coverage probability, and interval score. The results show that the proposed approach yields prediction intervals of moderate width with competitive forecasting accuracy across most datasets, while empirical coverage remains close to the nominal level. Mild undercoverage is observed in short samples, attributable to limited data availability and fixed tuning parameters.
Publisher:
Zielona Góra: Uniwersytet Zielonogórski
Resource Identifier:
DOI:
Pages:
Source:
AMCS, volume 36, number 1 (2026) ; click here to follow the link
Language:
License CC BY 4.0:
Rights:
Biblioteka Uniwersytetu Zielonogórskiego
Object collections:
- Digital Library of Zielona Góra > Repository > Faculties > Faculty of Computer, Electrical and Control Engineering
- Digital Library of Zielona Góra > Repository > Types of work > Articles
- Digital Library of Zielona Góra > Repository > Scientific journals and UZ publishing series > International Journal of Applied Mathematics and Computer Science (AMCS) > International Journal of Applied Mathematics and Computer Science (AMCS) (2026)
Last modified:
Jun 15, 2026
In our library since:
Jun 15, 2026
Number of object content hits:
0
All available object's versions:
https://www.zbc.uz.zgora.pl/publication/108297
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| Edition name | Date |
|---|---|
| Time series forecast intervals using circular bootstrapped training simulation with invariant distance KNN | Jun 15, 2026 |
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