A novel time series probabilistic prediction approach based on the monotone quantile regression neural network.
Jianming HuJingwei TangZhi LiuPublished in: Inf. Sci. (2024)
Keyphrases
- quantile regression
- neural network
- chaotic time series
- prediction model
- response variable
- regression model
- prediction intervals
- short term prediction
- prediction accuracy
- cross validated
- least squares
- artificial neural networks
- neural network model
- confidence level
- probabilistic model
- phase space
- bayesian networks
- linear regression model
- generative model
- travel time
- prediction error
- training set