UnobservedComponents model as probabilistic forecaster
UnobservedComponents model as probabilistic forecaster: a task in MiMo-V2.6-RL-oss: Agentic RL Environments (MiMo RL release). Hey 👋 ! Its seems the UnobservedComponents model wrapper (see here) does not support prediction intervals yet right? I would be nice to have them as I do not think is…
The task
Hey 👋 ! Its seems the UnobservedComponents model wrapper (see here) does not support prediction intervals yet right? I would be nice to have them as I do not think is really hard because of the statsmodels implementation. I can work on this one in the upcoming weeks!
Part of XiaomiMiMo/MiMo-V2.6-RL-oss.