nabqr: Python package for correcting probabilistic forecasts

nabqr: Python package for correcting probabilistic forecasts

We introduce the open-source Python package NABQR: Neural Adaptive Basis for (time-adaptive) Quantile Regression that provides reliable probabilistic forecasts. NABQR corrects ensembles (scenarios) with LSTM networks and then applies time-adaptive quantile regression to the corrected ensembles to ob...

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Bibliographic Details
Main Authors:	Bastian Schmidt Jørgensen, Jan Kloppenborg Møller, Peter Nystrup, Henrik Madsen
Format:	Article
Language:	English
Published:	Elsevier 2025-05-01
Series:	SoftwareX
Subjects:	Probabilistic forecasting LSTM networks Time adaptivity Quantile regression Wind power production
Online Access:	http://www.sciencedirect.com/science/article/pii/S2352711025001207
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