Robust nonparametric distribution forecast with backtest-based bootstrap and adaptive residual selection
L Wang, L Wang, M Georgieva… - ICASSP 2022-2022 …, 2022 - ieeexplore.ieee.org
Distribution forecast can quantify forecast uncertainty and provide various forecast scenarios
with their corresponding estimated probabilities. Accurate distribution forecast is crucial for …
with their corresponding estimated probabilities. Accurate distribution forecast is crucial for …