The Fractional Brownian Motion Dataset for Evaluating Extreme Quantiles Forecasting Methods

Lyudmyla Kirichenko, Roman Lavrynenko, Nataliya Ryabova. The Fractional Brownian Motion Dataset for Evaluating Extreme Quantiles Forecasting Methods. In Peter Bidyuk, Yevgeniy V. Bodyanskiy, Sándor Bozóki, Leonid Hulianytskyi, Roth Hubert, Stan Lipovetsky, Mykola Malyar, Krassimir Markov, Nataliya D. Pankratova, Ivan Sergienko, Vitaliy Snytyuk, Mariya A. Sodenkamp, Yurii Stoyan, Vitaliy V. Tsyganok, Oleksii Voloshyn, Vladimir Vovk, Sergey Yakovlev, Yuriy P. Zaychenko, Michael Zgurovsky, editors, Selected Papers of the III International Scientific Symposium "Intelligent Solutions" (IntSol-2023). Symposium Proceedings Kyiv - Uzhhorod, Ukraine, September 27-28, 2023., Kyiv - Uzhhorod, Ukraine, September 27-28, 2023. Volume 3538 of CEUR Workshop Proceedings, pages 33-43, CEUR-WS.org, 2023. [doi]

Abstract

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