A novel time series probabilistic prediction approach based on the monotone quantile regression neural network
Jianming Hu, Jingwei Tang, Zhi Liu
Topics & Concepts
QuantileQuantile regressionArtificial neural networkComputer scienceQuantile functionSeries (stratigraphy)Probabilistic logicMonotone polygonTime seriesProbabilistic forecastingMonotonic functionEconometricsData miningMathematicsArtificial intelligenceStatisticsMachine learningCumulative distribution functionProbability density functionPaleontologyMathematical analysisGeometryBiologyNeural Networks and ApplicationsFault Detection and Control SystemsEnergy Load and Power Forecasting