Articles about "probabilistic forecasting"

A recent tutorial explores the use of the R package 'crossvalidation' for probabilistic time series forecasting, highlighting metrics beyond traditional point forecasts. The package provides tools to assess prediction intervals using empirical coverage rates and Winkler scores, offering a comprehensive validation approach for time series models.

The latest release of nnetsauce, a Python and R machine learning library, no longer includes JAX and jaxlib for GPU acceleration by default to reduce installation size. Users who require GPU support must now install JAX explicitly through pip, uv, or conda. This change targets greater flexibility for users who do not need GPU capabilities.