Quantile Probability Predictions: A Demonstrative Performance Analysis of Forecasts of US COVID-19 Deaths
(2021)
Journal Article
Thomson, M., Pollock, A., & Murray, J. (2021). Quantile Probability Predictions: A Demonstrative Performance Analysis of Forecasts of US COVID-19 Deaths. Eurasian Journal of Business and Management, 9(2), 139-163. https://doi.org/10.15604/ejbm.2021.09.02.004
An analytical framework is presented for the evaluation of quantile probability forecasts. It is demonstrated using weekly quantile forecasts of changes in the number of US COVID-19 deaths. Empirical quantiles are derived using the assumption that da... Read More about Quantile Probability Predictions: A Demonstrative Performance Analysis of Forecasts of US COVID-19 Deaths.