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[ENH] Support for probabilistic forecasting of global forecasters #6569

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Xinyu-Wu-0000 opened this issue Jun 10, 2024 · 0 comments
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enhancement Adding new functionality

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@Xinyu-Wu-0000
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Related [ENH] Support Global Time Series Forecasting #4651

Currently the global forecasting interface can only perform point forecast, we need to add probabilistic forecast functions to it.

The first step would be adding quantile forecast for pytorch-forecasting interface: [ENH] Adapter to pytorch-forecasting #4923.

In the future, with more models that support different probabilistic forecast methods, we can add other probabilistic forecast functions.

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