In this paper we discuss the important practical problem of customer wallet estimation, i.e., estimation of potential spending by customers (rather than their expected spending). ...
Claudia Perlich, Saharon Rosset, Richard D. Lawren...
Motivated by a broad range of potential applications, we address the quantile prediction problem of real-valued time series. We present a sequential quantile forecasting model bas...
— Quantiles are very useful in characterizing the data distribution of an evolving dataset in the process of data mining or network monitoring. The method of Stochastic Approxima...
This paper discusses implementation of a sequential procedure to construct proportional half-width confidence intervals for a simulation estimator of the steady-state quantiles an...