# Confidence Interval Construction for Multivariate time series using Long Short Term Memory Network

arXiv: https://arxiv.org/abs/2211.13915 · HTML: https://mlsanity.com/paper/2211.13915/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- Builds on 1 of its 18 references that are in the map.
- First posted on arXiv 25 Nov 2022.

## Builds on (most cited first, 1 of 1)

- [Construction of confidence interval for a univariate stock price signal predicted through Long Short Term Memory Network](https://mlsanity.com/paper/2007.00254/) (2020)

## Abstract (arXiv)

In this paper we propose a novel procedure to construct a confidence interval for multivariate time series predictions using long short term memory network. The construction uses a few novel block bootstrap techniques. We also propose an innovative block length selection procedure for each of these schemes. Two novel benchmarks help us to compare the construction of this confidence intervals by different bootstrap techniques. We illustrate the whole construction through S&P 500 and Dow Jones Index datasets.