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I find it to be nearly impossible to talk about `ProbabilisticForecasts` with `axis='x'|'y'`. You really need experience with the arbiter code and probabilistic forecasts to easily reason about what y…
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As of now, `ThetaForecaster` generates probabilistic forecasts by adding white noise to point forecasts in `sktime`. Given that it inherits from `_StatsModelsAdapter` and `statsmodels` does have a met…
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I really like the option of setting the likelihood to 'quantile' in the LinearRegressionModel.
It's great because it allows you to create probabilistic forecasts using Sklearn's QuantileRegressor …
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Dear community,
I am currently working in a probabilistic extension of XGBoost called [XGBoostLSS ](https://github.com/StatMixedML/XGBoostLSS) that models all parameters of a distribution. This all…
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It would be nice to have a few showcases of how scoringutils interfaces with other packages
- using functions from other packages
- extending scoringutils
- showcase functionality of other packages…
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I've been thinking over the weekend about potential functions/files and how they can fit with the existing submission template and info needed to score the forecasts. Here's what I've come up with - @…
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**Is your feature request related to a current problem? Please describe.**
Darts is a fantastic library with excellent support for probability-based forecasts, which are essential for things like r…
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I'm curious to know why by default the DeepAR model uses log loss (w/ activation regularization) according to these two links: [here](https://github.com/awslabs/gluon-ts/blob/master/src/gluonts/model/…
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Brier score provides metrics over the probabilities instead of the actual true or not true value
https://scikit-learn.org/stable/modules/generated/sklearn.metrics.brier_score_loss.html
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Maybe I'm missing something, but I don't think this function returns anything usable. also, it's not clear from the documentation that it is expecting an entry with no rows for Point estimate (as oppo…