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Browsing Investigación by Subject "Quantile forecasting"

Browsing Investigación by Subject "Quantile forecasting"

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  • Cardós, Manuel; Kourentzes, Nikolaos; Trapero Arenas, Juan Ramón (Elsevier, 2018-01)
    The safety stock calculation requires a measure of the forecast error uncertainty. Such errors are usually assumed to be Gaussian iid (independently and identically distributed). However, deviations from iid lead to a ...

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