Evaluating quantile-bounded and expectile-bounded interval forecasts
Year of publication: |
2021
|
---|---|
Authors: | Taylor, James W. |
Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 37.2021, 2, p. 800-811
|
Subject: | Calibration tests | Electricity prices | Expectiles | Intervals | Quantiles | Scoring functions | Strompreis | Electricity price | Prognoseverfahren | Forecasting model | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis |
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