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Smooth QR #79

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dsweber2 opened this issue Dec 14, 2023 · 0 comments
Open

Smooth QR #79

dsweber2 opened this issue Dec 14, 2023 · 0 comments
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experiment with n...

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@dsweber2
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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
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experiment with new Forecasters
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