Maia, André Luis Santiago; Carvalho, Francisco de A.T. de - In: International Journal of Forecasting 27 (2011) 3, pp. 740-759
Interval-valued time series are interval-valued data that are collected in a chronological sequence over time. This paper introduces three approaches to forecasting interval-valued time series. The first two approaches are based on multilayer perceptron (MLP) neural networks and Holt’s...