[FIX] HINT not producing coherent forecasts #964
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jmoralez
reviewed
Apr 10, 2024
cchallu
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Apr 10, 2024
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In
HINT, when we make predictions, we compute quantiles of the forecasts and subsequently calculate the mean using those quantiles. This gives an approximation error of the mean of the forecasts, leading a.o. to issue #945 but also showing the 'percentage difference' errors sometimes in our test runs withHINT.The fix is simple: calculate the mean of the forecasts before computing the quantiles.
Summary:
HINT.ipynbthat fails without the fix.HINT.