xpect: Probabilistic Time Series Forecasting with XGBoost and Conformal Inference
Giancarlo Vercellino · 2025
Implements a probabilistic approach to time series forecasting combining XGBoost regression with conformal inference methods. The package provides functionality for generating predictive distributions, evaluating uncertainty, and optimizing hyperparameters using Bayesian, coarse-to-fine, or random search strategies.