The uncertainty track: Machine learning, statistical modeling, synthesis

B-Tier
Journal: International Journal of Forecasting
Year: 2022
Volume: 38
Issue: 4
Pages: 1526-1530

Authors (1)

Score contribution per author:

2.011 = (α=2.01 / 1 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

This note provides an evaluation of the contributions of the M5 Competition to the construction of prediction intervals. We consider the choice of criteria used in the evaluations, the relative performance of designed and benchmark methods and the take-home lessons both for statistical forecasters and for those interested in forecasting retail sales.

Technical Details

RePEc Handle
repec:eee:intfor:v:38:y:2022:i:4:p:1526-1530
Journal Field
Econometrics
Author Count
1
Added to Database
2026-01-26