Forecasting daily supermarket sales using exponentially weighted quantile regression

DOI10.1016/J.EJOR.2006.02.006zbMath1102.62103OpenAlexW2063871438MaRDI QIDQ857373

James W. Taylor

Publication date: 14 December 2006

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2006.02.006

zbMATH Keywords

quantile regressionforecastingexponential smoothinginterval forecastingrobust point forecasting

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Inventory, storage, reservoirs (90B05) Applications of statistics (62P99)

Related Items (13)

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Uses Software

• CAViaR

Cites Work

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• A Quantile Regression Approach to Generating Prediction Intervals
• Note: Rule-Based Forecasting vs. Damped-Trend Exponential Smoothing
• The distribution of the weighted moving median of a sequence of iid observations
• The Future of Data Analysis
• A Simple Method of Computing Prediction Intervals for Time Series Forecasts
• An Adaptive Filtering Procedure for Estimating Regression Quantiles
• Regression Quantiles
• Forecasting Trends in Time Series
• On Robust Procedures

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