I was reading a chapter on prediction intervals and saw that the standard deviation is used to calculate "prediction" intervals. Earlier today I was reading some results from GEFCom2017 where forecasters were required to submit "quantile" intervals not prediction intervals.
How are these quantile intervals calculated?
Also, I have seen some people generate prediction intervals by forecasting the outcome and forecasting the standard deviation of the outcome then generating prediction intervals with those values. Is it possible to do something similar with quantiles?
If one wanted to produce a benchmark with a seasonal naive forecast how would quantile forecast benchmarks be calculated from it.