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]

@inproceedings{KirichenkoLR23,
  title = {The Fractional Brownian Motion Dataset for Evaluating Extreme Quantiles Forecasting Methods},
  author = {Lyudmyla Kirichenko and Roman Lavrynenko and Nataliya Ryabova},
  year = {2023},
  url = {https://ceur-ws.org/Vol-3538/Paper_4.pdf},
  researchr = {https://researchr.org/publication/KirichenkoLR23},
  cites = {0},
  citedby = {0},
  pages = {33-43},
  booktitle = {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},
  editor = {Peter Bidyuk and Yevgeniy V. Bodyanskiy and Sándor Bozóki and Leonid Hulianytskyi and Roth Hubert and Stan Lipovetsky and Mykola Malyar and Krassimir Markov and Nataliya D. Pankratova and Ivan Sergienko and Vitaliy Snytyuk and Mariya A. Sodenkamp and Yurii Stoyan and Vitaliy V. Tsyganok and Oleksii Voloshyn and Vladimir Vovk and Sergey Yakovlev and Yuriy P. Zaychenko and Michael Zgurovsky},
  volume = {3538},
  series = {CEUR Workshop Proceedings},
  publisher = {CEUR-WS.org},
}