Quantile regression approach to generating prediction intervals.
Exponential smoothing methods do not involve a formal procedure for identifying the underlying data generating process. The issue is then whether prediction intervals should be estimated by a theoretical approach, with the assumption that the method is optimal in some sense, or by an empirical proce...
| Main Authors: | , |
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| Format: | Journal article |
| Language: | English |
| Published: |
INFORMS
1999
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