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Probabilistic Forecasting with Spline Quantile Function RNNs
8 references·6 citing·34 second hop
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References

  • 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation20,684 cited
  • 1977Time Series Analysis: Forecasting and Control19,200 cited
  • 2007Strictly Proper Scoring Rules, Prediction, and Estimation5,771 cited
  • 2000Designing and managing the supply chain : concepts, strategies, and case studies2,195 cited
  • 2017A Dual-Stage Attention-Based Recurrent Neural Network for Time Series Prediction1,646 cited
  • 1976Scoring Rules for Continuous Probability Distributions950 cited
  • 2010Comparing Density Forecasts Using Threshold- and Quantile-Weighted Scoring Rules510 cited
  • 2000A quantile regression neural network approach to estimating the conditional density of multiperiod returns387 cited

Cited by

  • 2024Evaluating the Effectiveness of Time Series Transformers for Demand Forecasting in Retail74 cited
  • 2020Neural forecasting: Introduction and literature overview.68 cited
  • 2022Probabilistic forecast reconciliation: Properties, evaluation and score optimisation61 cited
  • 2021Forecasting intermittent and sparse time series: A unified probabilistic framework via deep renewal processes37 cited
  • 2025Transformer-Based Models for Probabilistic Time Series Forecasting with Explanatory Variables37 cited
  • 2019Classical and Contemporary Approaches to Big Time Series Forecasting

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37 cited