Modular Multi-Backend Encoder-Decoder Architecture for Probabilistic Time Series Forecasting
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Updated
Jun 12, 2026 - Python
Modular Multi-Backend Encoder-Decoder Architecture for Probabilistic Time Series Forecasting
Find feature-specific failures in quantile forecasts as outcomes arrive.
Walk-forward portfolio backtesting using TimesFM 2.5 quantile forecasting across US (S&P 100) and India (Nifty 50) equity markets. Uncertainty bands drive a mean-variance optimizer with return-shrinkage penalty.
Probabilistic forecasting by analogs: method, experiments and the full hourly price history of a node of the Mexican wholesale electricity market
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