{"paper":{"title":"Time-series Scenario Forecasting","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["cs.LG","stat.AP"],"primary_cat":"stat.ML","authors_text":"Sriharsha Veeramachaneni","submitted_at":"2012-11-13T14:54:47Z","abstract_excerpt":"Many applications require the ability to judge uncertainty of time-series forecasts. Uncertainty is often specified as point-wise error bars around a mean or median forecast. Due to temporal dependencies, such a method obscures some information. We would ideally have a way to query the posterior probability of the entire time-series given the predictive variables, or at a minimum, be able to draw samples from this distribution. We use a Bayesian dictionary learning algorithm to statistically generate an ensemble of forecasts. We show that the algorithm performs as well as a physics-based ensem"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1211.3010","kind":"arxiv","version":1},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}