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Forecasting Supermarket Sales Using Exponentially Weighted Quantile Regression

Abstract:

Inventory control systems typically require the frequent updating of forecasts for many different products. In addition to point predictions, interval forecasts are needed to set appropriate levels of safety stock. The series considered in this paper are characterised by high volatility and skewness, which are both time-varying. These features motivate the consideration of forecasting methods that are robust with regard to distributional assumptions. The widespread use of exponential smoothin...

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Publication date:
2007-04-01
UUID:
uuid:fc1ce78b-2155-408c-b8d6-2c4389997e76
Local pid:
oai:eureka.sbs.ox.ac.uk:1715
Deposit date:
2012-02-06

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