Preprint
Aug 2026
Probabilistic forecasting via post-processing prediction errors: In- or out-of-sample?
Many forecasting systems produce point forecasts even when decisions require information about uncertainty. We investigate whether post-processing methods can systematically improve upon traditional Gaussian predictive distributions constructed from in-sample residuals. We propose a hybrid framework that combines forec...
P. Zaborowski, Arkadiusz Lipiecki, F. Petropoulos et al.
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