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A first version of probabilistic RegressionModels #616

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hrzn opened this issue Dec 1, 2021 · 0 comments
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A first version of probabilistic RegressionModels #616

hrzn opened this issue Dec 1, 2021 · 0 comments
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improvement New feature or improvement

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hrzn commented Dec 1, 2021

Some models such as LGBM can do quantile regression. We should exploit this when possible and return stochastic TimeSeries.
@hrzn hrzn added the improvement New feature or improvement label Dec 1, 2021
@gnwhr gnwhr mentioned this issue Feb 28, 2022
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@hrzn hrzn changed the title Probabilistic RegressionModels A first version of probabilistic RegressionModels Mar 1, 2022
@gnwhr gnwhr mentioned this issue Mar 1, 2022
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@hrzn hrzn closed this as completed Apr 2, 2022
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