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Probabilistic Time Series Forecasting with XGBoost and Conformal Inference
v1.2
·
Mar 29, 2026
·
GPL-3
Description
Implements a probabilistic approach to time series forecasting combining XGBoost regression with conformal inference methods. The package provides functionality for generating predictive distributions, evaluating uncertainty, and optimizing hyperparameters using Bayesian, coarse-to-fine, or random search strategies.
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