-
#### Describe the workflow you want to enable
I'd like to evaluate and compare the predictive performance of (conditional) quantiles as predicted by `GradientBoostingRegressor(loss='quantile', alpha=…
-
The hour ahead probabilistic persistence forecasts are not working correctly. The graphs below show that the forecast is the same for all constant values, and this extends through the entire forecast …
-
It appears that the reference probabilistic persistence time of day forecasts are not accounting for the desired interval label = ending.
I'm not 100% sure but I think the issue may be that the…
-
Thanks for the awesome library!
I am working with asset price data and I would like to perform log transform as part of a preprocessing step to insure that the model never predicts negative prices.…
-
https://github.com/eth-sri/probabilistic-forecasts-attacks/blob/df78ffd7375089bb7b38fbf55bb840b7699365eb/Finance/attack/attacks.py#L104-L109
Hi, what does it mean here to 'Multiply the two, and set…
-
It would be nice to have some kind of probabilistic forecasting in PyAF (version x.0)
For the moment, PyAF is predicting the future values of the signal (point forecasts). Probabilistic forecasting…
-
Mentioned in https://github.com/xarray-contrib/xskillscore/issues/49
It seems that a piece code that was working one year ago:
```
baseline = xs.brier_score(obs_final > obs_final.quantile(2/3, dim…
-
https://github.com/eth-sri/probabilistic-forecasts-attacks/blob/df78ffd7375089bb7b38fbf55bb840b7699365eb/Finance/attack/attack_modules.py#L299-L317
Hi, could you provide some explanation for th…
-
https://github.com/eth-sri/probabilistic-forecasts-attacks/blob/df78ffd7375089bb7b38fbf55bb840b7699365eb/Finance/attack/attacks.py#L91-L116
Hi, one more thing.
I suppose the first loss.backward…
-
Hi:
Is it possible to add sample_weights and monotone_constraints to the fit function like what lightgbm has? It will enable the algorithm to process weighted datasets and acknowledge domain knowle…