flowz: Local Latent Flow Forecasting with Empirical Calibration
Fits conditional flow-matching models to univariate time series.
Combines a selectable exponentially weighted moving average (EWMA),
autoregressive integrated moving average (ARIMA), autoregressive
fractionally integrated moving average (ARFIMA), or structural time-series
baseline with direct multi-step residual paths and a random-feature extreme
learning machine (ELM) velocity field. Spectral dispersion calibration uses
a chronological calibration block, with a separate test block for forecast
scoring. Provides simulated forecast paths and smooth marginal
distributions. Methodological background is given by Lipman et al. (2023)
<doi:10.48550/arXiv.2210.02747>, Huang et al. (2006)
<doi:10.1016/j.neucom.2005.12.126>, Hyndman and Khandakar (2008)
<doi:10.18637/jss.v027.i03>, and Haslett and Raftery (1989)
<doi:10.2307/2347679>.
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