Author

Kiran Madhusudhanan

University of Hildesheim

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Preprint Aug 2026

Two-stage Odd Residual Flows for Mean-Preserving Probabilistic Time Series Forecasting

Two-stage Odd Residual Flows (TORF), a framework that decouples mean forecasting from uncertainty estimation, achieves state-of-the-art deterministic accuracy (NMAE) while providing strong density estimation performance (CRPS) on short and long-horizon forecasting.

Kiran Madhusudhanan, Christian Klötergens, Lars Schmidt-Thieme et al. · 0 citations