Halo improves forecast accuracy by estimating heteroscedastic scale alongside location in a deep forecaster
Read the original at arxiv.org→arXiv:2609.10589v1 Announce Type: new Abstract: Heteroscedastic forecasting, where a network estimates a scale parameter alongside a location parameter, is normally motivated by uncertainty quantification. This...
Original headline: "Halo: Improving forecast accuracy through heteroscedastic estimation"
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- Sep 11, 04:00 UTC arXiv cs.LG lead source Halo: Improving forecast accuracy through heteroscedastic estimation