no code implementations • 24 Sep 2019 • Kostas Hatalis, Alberto J. Lamadrid, Katya Scheinberg, Shalinee Kishore
However, one major shortcoming of composite quantile estimation in neural networks is the quantile crossover problem.
1 code implementation • 4 Oct 2017 • Kostas Hatalis, Alberto J. Lamadrid, Katya Scheinberg, Shalinee Kishore
Multiple quantiles are estimated to form 10%, to 90% prediction intervals which are evaluated using a quantile score and reliability measures.