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DeepPIPE: A distribution-free uncertainty quantification approach for time series forecasting.
Bin Wang
Tianrui Li
Zheng Yan
Guangquan Zhang
Jie Lu
Published in:
Neurocomputing (2020)
Keyphrases
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distribution free
normal distribution
large deviations
vc dimension
maximum likelihood
sample complexity
special case
probability distribution
theoretical analysis
conditional probabilities
concept class
heavy tailed
test statistic