Probabilistic forecasts are necessary for robust decisions in the face of uncertainty. The M5 Uncertainty competition required participating teams to forecast nine quantiles for unit sales of various products at various aggregation levels and for different time horizons. This paper evaluates the...

The paper develops a model for combining point forecasts into a predictive distribution for a variable of interest. Our approach allows for point forecasts to be correlated and admits uncertainty on the distribution parameters given the forecasts. Further, it provides an easy way to compute an...

Problem Definition. Most industrial innovations consist of multiple interacting components that must be combined into a final product to form an integrated system. When procuring such complex innovations from their suppliers, buyers face a substantial challenge: Should they tender the integrated...