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

Longshaokan Wang, Lingda Wang, Mina Georgieva, Paulo Machado, Abinaya Ulagappa, Safwan Ahmed, Yan Lu, Arjun Bakshi, Farhad Ghassemi. Robust Nonparametric Distribution Forecast with Backtest-Based Bootstrap and Adaptive Residual Selection. In IEEE International Conference on Acoustics, Speech and Signal Processing, ICASSP 2022, Virtual and Singapore, 23-27 May 2022. pages 3903-3907, IEEE, 2022. [doi]

Abstract

Abstract is missing.