ngruver / llmtime

https://arxiv.org/abs/2310.07820
MIT License
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fixed crps quantiles #9

Open kashif opened 9 months ago

kashif commented 9 months ago

set the quantiles to

quantiles = (jnp.arange(num_quantiles)/num_quantiles)[1:]

# [0.1, 0.2, 0.3, 0.4, 0.5, 0.6, 0.7, 0.8, 0.9]

to match the default implementations in gluonts evaluator (monash ts) and autogluon-time series