Papers / Updated at: 2026-11-01

Wen et al. (2017): A Multi-Horizon Quantile Recurrent Forecaster

Authors:

• Ruofeng Wen
• Kari Torkkola
• Balakrishnan Narayanaswamy
• Dhruv Madeka

DOI: https://doi.org/10.48550/arXiv.1711.11053

Mentioned in:

• When Quantiles Do Not Suffice, Use Sample Paths Instead
• Wen et al. (2017): A Multi-Horizon Quantile Recurrent Forecaster