A very interesting paper proposed multivariate CRPS 🔥🔥🔥🔥🔥 complete with R package in C++.🚀🚀🚀🚀🚀
#timeseries #forecasting
“ATFNet: Adaptive Time-Frequency Ensembled Network for Long-term Time Series Forecasting”, a new architecture combining time and frequency domains outperforms current state-of-the-art methods.
#timeseries #forecasting