ProbFM: Probabilistic Time Series Foundation Model with Uncertainty Decomposition
ProbFM:具有不确定性分解的概率时间序列基础模型
AI总结 ProbFM提出一种基于变压器的概率模型,利用深度证据回归实现理论基础的不确定性分解,提升金融预测的准确性和不确定性量化能力。
Comments Accepted for oral presentation at the AI Meets Quantitative Finance Workshop at ICAIF 2025. An enhanced version was accepted for oral presentation at the AI for Time Series Analysis Workshop at AAAI 2026