Evaluating quantile forecasts in the M5 uncertainty competition
Zhi Chen, Anil Gaba, Ilia Tsetlin, Robert L. Winkler
| Year of publication: |
2022
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|---|---|
| Authors: | Chen, Zhi ; Gaba, Anil ; Tsetlin, Ilia ; Winkler, Robert L. |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 38.2022, 4, p. 1531-1545
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| Subject: | M competitions | Retail sales forecasting | Uncertainty | Probabilistic forecasts | Quantile forecasts | Prognoseverfahren | Forecasting model | Prognose | Forecast | Risiko | Risk | Theorie | Theory | Wettbewerb | Competition |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ijforecast.2022.03.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014381153