Regression on intervals
George Daniel Mateescu · RePEc: Research Papers in Economics · 2017
In some previous papers ([3], [4]) we introduced and used a regression suitable for data series where the depended variable is not a value but a set of values. These values may be a discrete set or a continuous data. The economic correspondent of this mathematical approach is the exchange rate, where values are spread into an interval, during one day. Also, the stock exchange market is an example where indicators values are continuously variable during a day, etc.