Your Models MSE Is Lying to You III: Time Series Diffusion
Your Model’s MSE Is Lying to You III: Time Series Diffusion
A diffusion head for probabilistic time series forecasting: why a forecast can get the mean and the variance right and still describe a future that never happens, and how to fix it. The post Your Model’s MSE Is Lying to You III: Time Series Diffusion appeared first on Towards Data Science.