Timeline for Forecasting of density function
Current License: CC BY-SA 3.0
2 events
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| Nov 13, 2015 at 14:10 | comment | added | Stephan Kolassa | The Gneiting and Katzfuss paper is a good one. However, the OP is not looking to forecast a predictive density from a time series of historically observed single data points. At each point in the past, he has observed a complete density. He is interested in forecasting how this entire density will evolve. Thus, this answer unfortunately misses the mark. | |
| Feb 22, 2014 at 9:19 | history | answered | Fabian | CC BY-SA 3.0 |