skaters
microprediction esm
Fast univariate online distributional time-series forecasting: a zero-dependency JavaScript port of the Python skaters package, numerically identical to 1e-6.
Version 0.16.0 License MIT
Keywords
time-seriesforecastingonlinedistributionalprobabilisticdensityquantilecrpslog-likelihoodlaplacegarchzero-dependencybrowsermicropredictionanomaly-detection
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ShareKeywords
time-series
forecasting
online
distributional
probabilistic
density
quantile
crps
log-likelihood
laplace
garch
zero-dependency
browser
microprediction
anomaly-detection
calibration
pit
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