This repository aims to use the QRNN (quantile neural network) for forecasting in meteorological data. The libray used is https://github.com/atmtools/typhon developed by The Atmospheric Radiative Transfer Simulator.
The latest stable release of typhon can be installed using conda
(recommended)
conda install -c rttools typhon
or pip
pip install typhon
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Taylor, J.W., 2000. A quantile regression neural network approach to estimating the conditional density of multiperiod returns. Journal of Forecasting 19 (4), 299–311.
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Cannon A. J. 2011. Quantile regression neural networks: Implementation in R and application to precipitation downscaling. Computers & Geosciences. 37 (9), 1277–1284.
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Lemke, O., Kluft, L., Mrziglod, J., Pfreundschuh, S., Holl, G., Larsson,R., Yamada, T., Mieslinger, T., and Doerr, J. (2020). atmtools/typhon: Typhon release0.8.0. Avaiable in: https://github.com/atmtools/typhon/tree/v0.8.0. Accessed 13 July 2020.