Search Results for author: Paulo Machado

Found 1 papers, 0 papers with code

Robust Nonparametric Distribution Forecast with Backtest-based Bootstrap and Adaptive Residual Selection

no code implementations16 Feb 2022 Longshaokan Wang, Lingda Wang, Mina Georgieva, Paulo Machado, Abinaya Ulagappa, Safwan Ahmed, Yan Lu, Arjun Bakshi, Farhad Ghassemi

Distribution forecast can quantify forecast uncertainty and provide various forecast scenarios with their corresponding estimated probabilities.

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