Calibration of Time-Series Forecasting Transformers: Detecting and Adapting Context-Driven Distribution Shift

no code implementations • 23 Oct 2023 • Mouxiang Chen, Lefei Shen, Han Fu, Zhuo Li, Jianling Sun, Chenghao Liu

In this paper, we introduce a universal calibration methodology for the detection and adaptation of CDS with a trained Transformer model.

Time Series Time Series Forecasting