Quantile Regression Averaging (QRA) is a forecast combination approach to the computation of prediction intervals. It involves applying quantile regression to the point forecasts of a small number of individual forecasting models or experts. It has been introduced in 2014 by Jakub Nowotarski and Rafał Weron and originally used for probabilistic forecasting of electricity prices and loads. Despite its simplicity it has been found to perform extremely well in practice - the top two performing teams in the price track of the Global Energy Forecasting Competition (GEFCom2014) used variants of QRA.
Attributes | Values |
---|---|
rdf:type | |
rdfs:label |
|
rdfs:comment |
|
foaf:depiction | |
dcterms:subject | |
Wikipage page ID |
|
Wikipage revision ID |
|
Link from a Wikipage to another Wikipage |
|
Link from a Wikipage to an external page | |
sameAs | |
thumbnail | |
has abstract |
|
gold:hypernym | |
prov:wasDerivedFrom | |
page length (characters) of wiki page |
|
foaf:isPrimaryTopicOf | |
is Link from a Wikipage to another Wikipage of | |
is Wikipage redirect of | |
is Wikipage disambiguates of | |
is foaf:primaryTopic of |