Sequence-based forecast bias correction

Learning forecast corrections from simulated time series with a PyTorch transformer.

What I did

I built a transformer workflow to correct simulated forecast sequences.

Result: The source code and demo page show the sequence-modeling example.

Tools

  • Python
  • PyTorch
  • Transformers
  • Time series

This simulated-data demo is separate from the space-time benchmark and is not an operational forecast model.

Technical details

Independent portfolio demonstration

Simulated forecast errors provide a simple way to test learned corrections.

  • Create simulated forecast and reference sequences.
  • Train a PyTorch transformer to learn the corrections.
  • Show the workflow and outputs in a public demo.

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