Summary
International Symposium on Nonlinear Theory and its Applications
2005
Session Number:3-4-3
Session:
Number:3-4-3-2
Prediction Intervals for NAR Model Structures Using a Bootstrap Method
De Brabanter J., Pelckmans K., Suykens J.A.K., Vandewalle J.,
pp.610-613
Publication Date:2005/10/18
Online ISSN:2188-5079
Summary:
We consider the problem of constructing nonparametric prediction intervals for a NAR model structure. Our approach relies on the external bootstrap procedure [1]. This method is contrasted with a more traditional approach relying on the Gaussian strategy, showing improved results.