The claim
For a model with an occurrence part, occurrence probability and positive sizes, a prediction interval of the demand with coverage that counts the zeros as covered has as upper bound the quantile at level of the distribution of the demand size, whose mean, the conditional mean of the size, is the size forecast , not the demand forecast .
Scope: population: models with an occurrence part (iETS, ADAM); conditions: prediction interval of the demand of the form that counts zeros as covered, coverage , Bernoulli occurrence independent of a positive continuous demand size · Proof: E12 · Assumes: C31, C32 · Extends: B4 · Verification: checked by an agent
Evidence
Assumptions
Context
Artefacts
- A1 · manuscript LaTeX source of the draft 'Estimating exponential smoothing with unobserved periods: the observed-data likelihood of ADAM and iETS' (October 2026).
- A10 · proof Report of the first round of the independent proof check by the contributor P6 (2026-11-11): for C1, C2, C5, C6, C8, C10, C12, C14, C16 and C19, the re-derivation, the numerical spot checks, the outcome and the gaps found.
- A11 · proof Report of the second round of the independent proof check by P6 (2026-11-11), on C2, C5, C10, C14 and C19 as corrected after the first round, and on the smaller changes to C1, C6, C8 and C16.
- A14 · code Numerical spot checks of the first round of the proof check (Python with numpy); the report A10 says which claim each serves.
- A17 · code Numerical spot checks of the second round of the proof check (Python with numpy); the report A11 says which claim each serves.
Score
Scores are computed by rules from the claimset file (EntryLib rubric 0.2): they check the record, not the science, and may change as the rubric and reviews develop. The rubric.
C10: 96, High
Novelty: new, by the authors · no close match on EntryLib
- −3 Open problems Assumption C31 is not checked: In the intermittent demand model the occurrence $o_t$ is independent of the potential demand size $z_t$. To remove it: Test the assumption, or analyse how sensitive the claim is to it.
- −1 Open problems Assumption C32 is not checked: The potential demand size $z_t$ has a continuous distribution, so that $P(z_t=0)=0$. To remove it: Test the assumption, or analyse how sensitive the claim is to it.