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- PyTorch-Forecasting version: 1.0.0
- PyTorch version: torch==2.2.1
- Python version: 3.10.14
- Operating System: Linux 6.5.0-35-generic, Ubuntu 22.04, x86_64 GNU/Linux
### Expected behavior
…
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**Is your feature request related to a problem? Please describe.**
When doing quantile based forecasts, the quantiles might be created that is not optimal regarding a specific metric. E.g. consider t…
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Hello there, there are a few other approaches to this that I have seen and wondered if they are on your radar.
Bellman Conformal Inference (BCI) - optimises prediction intervals for time series …
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Expand forecasting using GluonTS Quantile Estimates. Ref. [Probabilistic Forecasting](https://ts.gluon.ai/examples/extended_forecasting_tutorial/extended_tutorial.html#5.2-Probabilistic-forecasting)
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- PyTorch-Forecasting version: pytorch_forecasting-0.10.3
- PyTorch version: torch-1.13.1
- Python version: 3.8.13
- Operating System: Red Hat Enterprise Linux 8.6 (Ootpa)
Other libraries:
Pret…
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- PyTorch-Forecasting version: 0.10.2
- PyTorch version:1.12.1
- Python version:3.10.4
- Operating System: windows
### Expected behavior
No Error
### Actual behavior
The Error is
…
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A few improvements could be made on the new example of #25350:
- Mean absolute percentage error (MAPE) is used quite a lot. I propose to replace it, in particular if predicting/forecasting the mean v…
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Dear authors,
This is a very nice work! And I made it run on my laptop successfully.
There is a thing that I feel a little bit confused.
On example 14, besides the codes the authors provide, I…
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Hi @sachinruk, I'm very happy to have come across your quantile regression notebook. I'm a data scientist in Switzerland working on doing forecasting of fresh food and have been trying to implement th…
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**Is your feature request related to a current problem? Please describe.**
[Multivariate Quantile Function Forecaster](https://arxiv.org/abs/2202.11316)
The MQF2 distribution loss looks to boost f…