Comparing quantile regression methods for probabilistic forecasting of NO pollution levels.

High concentration episodes for NO2 are increasingly dealt with by authorities through traffic restrictions which are activated when air quality deteriorates beyond certain thresholds. Foreseeing the probability that pollutant concentrations reach those thresholds becomes thus a necessity. Probabilistic forecasting, as oposed to point-forecasting, is a family of techniques that allow for the prediction of the expected distribution function instead of a single future value.