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The uncertainty track: Machine learning, statistical modeling, synthesis
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DOI：10.1016/j.ijforecast.2021.09.007.png)
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Abstract
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This note provides an evaluation of the contributions of the M5 Competition to the construction of prediction intervals. We consider the choice of criteria used in the evaluations, the relative performance of designed and benchmark methods and the take-home lessons both for statistical forecasters and for those interested in forecasting retail sales.(c) 2021 International Institute of Forecasters. Published by Elsevier B.V. All rights reserved.
Keywords:
M5 Competition
Interval forecasts
Predictive distributions
Data analysis
Hierarchical data
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