- Optional Numba JIT acceleration for extra throughput (`pip install csp-forecaster[numba]`)
Paper (arXiv): arxiv.org/abs/2605.0...
Code: github.com/valeman/c...
Calibrated probabilistic intervals, zero training, milliseconds per forecast.
We propose Conformal Seasonal Pools (CSP), a training-free probabilistic time-series forecaster that mixes same-season empirical draws with signed residual draws around a seasonal naive forecast....
