您好！请问该方法是不是只能得出分位数的概率预测值，不能得到期望预测值呢？

[Believe-Myself]

您好！请问该方法是不是只能得出分位数的概率预测值，不能得到期望预测值呢？

[wl935]

@Believe-Myself

1. You cannot obtain predicted expected value through QRNN model, instead you can obtain a set of conditional quantiles. For example, if tau=0.5, you will obtain the predicted median value.
2. Once you obtain the predicted quantiles, you can always estimate the density function and draw random samples to compute the 'sample-based' mean.

[Believe-Myself]

OK, I see, thank you very much for your patient answer.

[wl935]

@Believe-Myself Glad to help :)