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GitHub / CCaribe9 / CFQRA-WACI

Code and experiments related to the paper: 'Enhancing reliability in prediction intervals using point forecasters: Cornish-Fisher Quantile Regression Averaging and Width-Adaptive Conformal Inference'

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License: mit
Language: Python
Repo Size: 33.5 MB
Dependencies: 0

Created: 3 months ago
Updated: 3 months ago
Last pushed: 3 months ago
Last synced: 3 months ago

Topics: adaptive-conformal-inference, conformal-prediction, data-science, electricity-price-forecasting, machine-learning, probabilistic-time-series-forecasting, quantile-regression, time-series, time-series-forecasting, wind-power-forecasting

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