most citedEvaluation of Machine Learning Techniques for Forecast Uncertainty Quantification

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cs.LG2021★ 19 cited

Evaluation of Machine Learning Techniques for Forecast Uncertainty Quantification

Maximiliano A. Sacco, Juan J. Ruiz, Manuel Pulido +1

Ensemble forecasting is, so far, the most successful approach to produce relevant forecasts with an estimation of their uncertainty. The main limitations of ensemble forecasting ar…