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Estimate of an interval in which future observations will fall

In statistical inference, specifically predictive inference, a prediction interval is an estimate of an interval in which a future observation will fall, with a certain probability, given what has already been observed. Prediction intervals are often used in regression analysis. Wikipedia →

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  1. Read the overview: Prediction intervalA 5-minute orientation
  2. Skim a recent paper: A combined forecasting framework including point prediction and interval prediction for carbon emission trading pricesInfluential work since 2022
  3. Pick up a classic book: Neural Information ProcessingThe most-reprinted book on the subject
  4. Read the landmark paper: Confidence interval prediction for neural network modelsCited 187 times
  5. Go sideways: Tolerance intervalA closely related topic
  6. Go sideways: Student's t-distributionA closely related topic

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