Blog · Topic
Quantiles
4 posts. See all posts.
4 posts
Agents that decide under uncertainty: using forecast quantiles, not just the median
How an agent turns forecast quantiles into decisions: stock levels from the critical ratio, capacity alerts from the 0.9 quantile, budget ranges.
Capacity planning from ops metrics: forecasting traffic, CPU and queue depth
Forecast CPU, traffic and queue depth with quantiles and alert when the 0.95 quantile crosses a limit, on AWS metrics from the Numenta Anomaly Benchmark.
Forecasting crypto price ranges and volatility: what a forecasting model can and cannot tell you
Crypto prices are close to a random walk, so the median says little and the band is the forecast. A tutorial on BTCUSDT hourly data with a calibration check.
How to forecast store sales with promotions and holidays as covariates
A tutorial on the Rossmann Store Sales data: send promotions and holidays as known-future covariates, batch 64 stores per call, and pick a stock quantile.