# nabqr: Python package for improving probabilistic forecasts

arXiv: https://arxiv.org/abs/2501.17604 · HTML: https://mlsanity.com/paper/2501.17604/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- First posted on arXiv 29 Jan 2025.

## Abstract (arXiv)

We introduce the open-source Python package NABQR: Neural Adaptive Basis for (time-adaptive) Quantile Regression that provides reliable probabilistic forecasts. NABQR corrects ensembles (scenarios) with LSTM networks and then applies time-adaptive quantile regression to the corrected ensembles to obtain improved and more reliable forecasts. With the suggested package, accuracy improvements of up to 40% in mean absolute terms can be achieved in day-ahead forecasting of onshore and offshore wind power production in Denmark.
