Point forecasts for each of the state space models were given in Table 2.1 (p. 18). It is also useful to compute the associated prediction distributions and prediction intervals for each model. In this chapter, we discuss how to compute these distributions and intervals.
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© 2008 Springer-Verlag Berlin Heidelberg
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(2008). Prediction Distributions and Intervals. In: Forecasting with Exponential Smoothing. Springer Series in Statistics. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-540-71918-2_6
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DOI: https://doi.org/10.1007/978-3-540-71918-2_6
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