Evaluating quantile forecasts in the M5 uncertainty competition
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DOI: 10.1016/j.ijforecast.2022.03.004
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Cited by:
- Te Bao & Brice Corgnet & Nobuyuki Hanaki & Katsuhiko Okada & Yohanes E. Riyanto & Jiahua Zhu, 2022. "Financial Forecasting in the Lab and the Field: Qualified Professionals vs. Smart Students," ISER Discussion Paper 1156r, Institute of Social and Economic Research, Osaka University, revised Sep 2024.
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Keywords
Quantile forecasts; Probabilistic forecasts; M competitions; Uncertainty; Retail sales forecasting;All these keywords.
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