nabqr: Python package for correcting probabilistic forecasts
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 developed package, we achieve substantial improvements for simulated wind power production data.
Authors
- Peter Nystrup (ORCID: https://orcid.org/0000-0003-4705-9942)
- Henrik Madsen (ORCID: https://orcid.org/0000-0003-0690-3713)
- Jan Kloppenborg Møller (ORCID: https://orcid.org/0000-0002-6100-043X)
- Bastian Schmidt Jørgensen
Institutions
- Queen's University (CA)
- Technical University of Denmark (DK)
Publication Details
- Journal
- SoftwareX
- Published
- 2025-04-15
- DOI
- https://doi.org/10.1016/j.softx.2025.102153
- Citations
- 1
- Primary Topic
- Meteorological Phenomena and Simulations
- Type
- article
- Field-Weighted Citation Impact
- 1.30