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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…