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Uncertainty Quantification

2 stories

Stories

  • Your Model's MSE Is Lying to You III: Time Series Diffusion

    A diffusion head for probabilistic time series forecasting: why a forecast can get the mean and the variance right and still describe a future that never happens, and how to fix it. The post Your Model's MSE Is Lying to You III: Time Series Diffusion appeared first on Towards Data Science.

    Towards Data Science61 min read
  • Your Model's MSE Is Lying to You: Part II

    Autoregressive rollout and uncertainty propagation. Second in a series on probabilistic forecasting for physical signals. The post Your Model's MSE Is Lying to You: Part II appeared first on Towards Data Science.

    Towards Data Science27 min read

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