Open dsweber2 opened 8 months ago
This is adding a forecaster that uses smooth QR. The fact that it predicts entire paths means we may just want to include the resulting forecasts if they're significantly better than per-ahead forecasts.
Associated paper: https://arxiv.org/abs/2202.09723
This is adding a forecaster that uses smooth QR. The fact that it predicts entire paths means we may just want to include the resulting forecasts if they're significantly better than per-ahead forecasts.
Associated paper: https://arxiv.org/abs/2202.09723