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Quantile forecast optimal combination to enhance safety stock estimation

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Quantile forecast optimal combination to enhance safety stock estimation

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Trapero, JR.; Cardós, M.; Kourentzes, N. (2019). Quantile forecast optimal combination to enhance safety stock estimation. International Journal of Forecasting. 35(1):239-250. https://doi.org/10.1016/j.ijforecast.2018.05.009

Por favor, use este identificador para citar o enlazar este ítem: http://hdl.handle.net/10251/157508

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Title: Quantile forecast optimal combination to enhance safety stock estimation
Author: Trapero, Juan Ramón Cardós, Manuel Kourentzes, Nikolaos
UPV Unit: Universitat Politècnica de València. Departamento de Organización de Empresas - Departament d'Organització d'Empreses
Issued date:
Abstract:
[EN] The safety stock calculation requires a measure of the forecast error uncertainty. Such errors are usually assumed to be Gaussian lid (independently and identically distributed). However, deviations from lid lead to ...[+]
Subjects: Quantile forecasting , Safety stock , Risk , Supply chain , Kernel density estimation , GARCH , Combination , Tick loss
Copyrigths: Reconocimiento - No comercial - Sin obra derivada (by-nc-nd)
Source:
International Journal of Forecasting. (issn: 0169-2070 )
DOI: 10.1016/j.ijforecast.2018.05.009
Publisher:
Elsevier
Publisher version: https://doi.org/10.1016/j.ijforecast.2018.05.009
Project ID:
info:eu-repo/grantAgreement/MINECO//DPI2015-64133-R/ES/MITIGACION DEL EFECTO LATIGO MEDIANTE NOVEDOSAS TECNICAS DE PREDICCION Y CONTROL DE INVENTARIOS UTILIZANDO EL BIG DATA RESULTANTE DE LAS COLABORACIONES INTEREMPRESARIALES/
Thanks:
This work was supported by the European Regional Development Fund and the Spanish Government (MINECO/FEDER, UE) under the project with reference DPI2015-64133-R. The authors would like to acknowledge the useful comments ...[+]
Type: Artículo

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