Hitting

Hitting Time Forecasting: The Other Way for Time Series Probabilistic Forecasting Introducing Hitting Time Forecasting From Point-wise to Probabilistic Forecasting From Probabilistic to Hitting Time Forecasting Summary

How long does it take to achieve a particular value?. The interpretation stays straightforward, i.e. for every forecasted time point we will derive the probability of our goal series reaching a predefined level.On this...

Hitting Time Forecasting: The Other Way for Time Series Probabilistic Forecasting

How long does it take to achieve a selected value?Regardless of the event we try to forecast, we are able to generate a curve of probabilities simply ranging from the purpose forecasts. The interpretation...

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