3 papers
stat.ML2026
Rollcast: Proper-Score Gated Rolling Anchors for Adaptive Probabilistic Time-Series Forecasting
Giancarlo Vercellino
Rollcast is a probabilistic forecasting method for univariate time series that combines a compact set of rolling statistical anchors rather than relying on a single global model. R…
stat.ME2026
WIRED: Weighted Adaptive Prediction with Structured Dependence for Probabilistic Multiseries Forecasting
Giancarlo Vercellino
This paper presents WIRED, an R package algorithm for joint probabilistic forecasting of multiple related time series. WIRED combines a library of simple marginal predictive distri…
stat.ME2026
Conditional Regime Analog Forecasting with Trajectories: A Nonparametric Framework for Multivariate Probabilistic
Giancarlo Vercellino
We propose Conditional Regime Analog Forecasting with Trajectories (CRAFT), a nonparametric framework for multivariate probabilistic time-series prediction. The method constructs p…