Narada Dilp Warakagoda

Multi-Horizon Time Series Forecasting of Non-Parametric CDFs with Deep Lattice Networks

Probabilistic forecasting is not only a way to add more information to a prediction of the future, but it also builds on weaknesses in point prediction. Sudden changes in a time series can still be captured by a cumulative distribution function (CDF), while a point prediction is likely to miss it en