RT Generic
T1 A note on prediction and interpolation errors in time series
A1 Galeano, Pedro
A1 Peña, Daniel
AB In this note we analyze the relationship between one-step ahead prediction errors and interpolation errors in time series. We obtain an expression of the prediction errors in terms of the interpolation errors and then we show that minimizing the sum of squares of the one step-ahead standardized prediction errors is equivalent to minimizing the sum of squares of standardized interpolation errors.
YR 2004
FD 2004-09
LK https://hdl.handle.net/10016/214
UL https://hdl.handle.net/10016/214
LA eng
LA eng
DS e-Archivo
RD 2 may. 2024