Rollcast: Proper-Score Gated Rolling Anchors for Adaptive Probabilistic Time-Series Forecasting

arXiv:2609.05561 · stat.ML, cs.LG, stat.ME · Submitted 2026-09-03 · Read on arXiv

stat.ML, cs.LG, stat.ME

Submitted: 2026-09-03

Updated: 2026-09-03

License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/

Terminology

• Calibration — 1× in this paper · explained in 7 episodes
• Empirical Coverage — 1× in this paper · explained in 2 episodes
• Probabilistic Forecasting — 1× in this paper · explained in 3 episodes

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