chopper (Q7384679)
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Changepoint-Aware Ensemble for Probabilistic Modeling
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | chopper |
Changepoint-Aware Ensemble for Probabilistic Modeling |
Statements
Implements a changepoint-aware ensemble forecasting algorithm that combines Theta, TBATS (Trigonometric, Box-Cox transformation, ARMA errors, Trend, Seasonal components), and ARFIMA (AutoRegressive, Fractionally Integrated, Moving Average) using a product-of-experts approach for robust probabilistic prediction.
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27 May 2025
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