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]

@inproceedings{WangWGMUALBG22,
  title = {Robust Nonparametric Distribution Forecast with Backtest-Based Bootstrap and Adaptive Residual Selection},
  author = {Longshaokan Wang and Lingda Wang and Mina Georgieva and Paulo Machado and Abinaya Ulagappa and Safwan Ahmed and Yan Lu and Arjun Bakshi and Farhad Ghassemi},
  year = {2022},
  doi = {10.1109/ICASSP43922.2022.9747701},
  url = {https://doi.org/10.1109/ICASSP43922.2022.9747701},
  researchr = {https://researchr.org/publication/WangWGMUALBG22},
  cites = {0},
  citedby = {0},
  pages = {3903-3907},
  booktitle = {IEEE International Conference on Acoustics, Speech and Signal Processing, ICASSP 2022, Virtual and Singapore, 23-27 May 2022},
  publisher = {IEEE},
  isbn = {978-1-6654-0540-9},
}