├── .gitignore ├── LICENSE ├── README.md ├── core ├── __init__.py ├── ar.py ├── methods.py ├── model_scores.py ├── quantile.py └── synthetic_scores.py ├── media └── PID-simplified.svg ├── requirements.txt └── tests ├── .gitignore ├── __init__.py ├── base_plots.py ├── base_test.py ├── configs ├── .DS_Store ├── AMZN.yaml ├── GOOGL.yaml ├── MSFT.yaml ├── ca-COVID-deaths-4wk.yaml ├── daily-climate-intermittent.yaml ├── daily-climate.yaml ├── elec2-intermittent.yaml ├── elec2.yaml ├── fl-COVID-deaths-4wk.yaml ├── ga-COVID-deaths-4wk.yaml ├── increasing_lownoise.yaml ├── mix1.yaml ├── ny-COVID-deaths-4wk.yaml ├── stationary.yaml └── tx-COVID-deaths-4wk.yaml ├── datasets.py ├── datasets ├── .DS_Store ├── .gitignore ├── cases.csv ├── covid-ts-proc │ ├── .DS_Store │ └── statewide │ │ ├── .DS_Store │ │ ├── .gitattributes │ │ ├── .gitignore │ │ ├── ak_proc_4wkdeaths.pkl │ │ ├── ca_proc_4wkdeaths.pkl │ │ ├── cases.csv │ │ ├── death-forecasting-perstate-lasso-qr.ipynb │ │ ├── deaths.csv │ │ ├── fl_proc_4wkdeaths.pkl │ │ ├── ga_proc_4wkdeaths.pkl │ │ ├── ks_proc_4wkdeaths.pkl │ │ ├── ny_proc_4wkdeaths.pkl │ │ ├── state_populations.csv │ │ └── tx_proc_4wkdeaths.pkl ├── daily-climate.csv ├── deaths.csv ├── djia.csv ├── elec2.csv ├── hospitalizations.csv ├── preds_cases.csv ├── preds_deaths.csv └── proc │ ├── AMZN │ ├── ar.npz │ ├── prophet.npz │ ├── theta.npz │ └── transformer.npz │ ├── GOOGL │ ├── ar.npz │ ├── prophet.npz │ ├── theta.npz │ └── transformer.npz │ ├── MSFT │ ├── ar.npz │ ├── prophet.npz │ ├── theta.npz │ └── transformer.npz │ ├── daily-climate-intermittent │ ├── ar.npz │ └── transformer.npz │ ├── daily-climate │ ├── ar.npz │ ├── prophet.npz │ ├── theta.npz │ └── transformer.npz │ ├── elec2-intermittent │ ├── ar.npz │ └── transformer.npz │ └── elec2 │ ├── ar.npz │ ├── prophet.npz │ ├── theta.npz │ └── transformer.npz ├── inset_plot.py ├── make_plots.sh ├── plots ├── .DS_Store ├── 1v1 │ ├── .DS_Store │ ├── AMZN_ACI (clipped)_lr0.005_Quantile_lr0.1.tex │ ├── AMZN_ACI (clipped)_lr0.1_Quantile_lr0.5.tex │ ├── AMZN_ACI_lr0.005_Quantile_lr0.1.tex │ ├── AMZN_ACI_lr0.1_Quantile_lr0.5.tex │ ├── CDC Forecaster │ │ ├── .DS_Store │ │ ├── ca-COVID-deaths-4wk_CDC Forecaster_Quantile_lr0.0_Quantile+Integrator (log)+Scorecaster_lr0.1_window15_start5FalseFalse.pdf │ │ ├── fl-COVID-deaths-4wk_CDC Forecaster_Quantile_lr0.0_Quantile+Integrator (log)+Scorecaster_lr0.1_window15_start5FalseFalse.pdf │ │ ├── ga-COVID-deaths-4wk_CDC Forecaster_Quantile_lr0.0_Quantile+Integrator (log)+Scorecaster_lr0.1_window15_start5FalseFalse.pdf │ │ ├── ny-COVID-deaths-4wk_CDC Forecaster_Quantile_lr0.0_Quantile+Integrator (log)+Scorecaster_lr0.1_window15_start5FalseFalse.pdf │ │ └── tx-COVID-deaths-4wk_CDC Forecaster_Quantile_lr0.0_Quantile+Integrator (log)+Scorecaster_lr0.1_window15_start5FalseFalse.pdf │ ├── GOOGL_Quantile_lr0.01_Quantile+Integrator (log)_lr0.01.tex │ ├── GOOGL_Quantile_lr0.05_Quantile+Integrator (log)_lr0.05.tex │ ├── GOOGL_Quantile_lr0.1_Quantile+Integrator (log)_lr0.1.tex │ ├── ar │ │ ├── .DS_Store │ │ ├── AMZN_ar_ACI (clipped)_lr0.005_Quantile_lr0.1_window400_start2300FalseFalse.pdf │ │ ├── AMZN_ar_ACI (clipped)_lr0.005_Quantile_lr0.1_window400_start2300FalseTrue.pdf │ │ ├── AMZN_ar_ACI (clipped)_lr0.1_Quantile_lr0.5_window400_start2300FalseFalse.pdf │ │ ├── AMZN_ar_ACI (clipped)_lr0.1_Quantile_lr0.5_window400_start2300FalseTrue.pdf │ │ ├── AMZN_ar_ACI_lr0.005_Quantile_lr0.1_window400_start2300FalseFalse.pdf │ │ ├── AMZN_ar_ACI_lr0.005_Quantile_lr0.1_window400_start2300FalseTrue.pdf │ │ ├── AMZN_ar_ACI_lr0.1_Quantile_lr0.5_window400_start2300FalseFalse.pdf │ │ ├── AMZN_ar_ACI_lr0.1_Quantile_lr0.5_window400_start2300FalseTrue.pdf │ │ ├── GOOGL_ar_Quantile_lr0.01_Quantile+Integrator (log)_lr0.01_window100_start2300FalseFalse.pdf │ │ ├── GOOGL_ar_Quantile_lr0.01_Quantile+Integrator (log)_lr0.01_window100_start2300FalseTrue.pdf │ │ ├── GOOGL_ar_Quantile_lr0.1_Quantile+Integrator (log)_lr0.1_window100_start2300FalseFalse.pdf │ │ ├── GOOGL_ar_Quantile_lr0.1_Quantile+Integrator (log)_lr0.1_window100_start2300FalseTrue.pdf │ │ └── elec2-intermittent_ar_ACI_lr0.1_Quantile+Integrator (log)+Scorecaster_lr0.1_window100_start1500FalseTrue.pdf │ ├── ca-COVID-deaths-4wk_Quantile_lr0.0_Quantile+Integrator (log)+Scorecaster_lr0.1.tex │ ├── elec2-intermittent_ACI_lr0.1_Quantile+Integrator (log)+Scorecaster_lr0.1.tex │ ├── fl-COVID-deaths-4wk_Quantile_lr0.0_Quantile+Integrator (log)+Scorecaster_lr0.1.tex │ ├── ga-COVID-deaths-4wk_Quantile_lr0.0_Quantile+Integrator (log)+Scorecaster_lr0.1.tex │ ├── ny-COVID-deaths-4wk_Quantile_lr0.0_Quantile+Integrator (log)+Scorecaster_lr0.1.tex │ ├── prophet │ │ ├── .DS_Store │ │ ├── AMZN_prophet_ACI (clipped)_lr0.005_Quantile_lr0.1_window400_start2300FalseFalse.pdf │ │ ├── AMZN_prophet_ACI (clipped)_lr0.005_Quantile_lr0.1_window400_start2300FalseTrue.pdf │ │ ├── AMZN_prophet_ACI (clipped)_lr0.1_Quantile_lr0.5_window400_start2300FalseFalse.pdf │ │ ├── AMZN_prophet_ACI (clipped)_lr0.1_Quantile_lr0.5_window400_start2300FalseTrue.pdf │ │ ├── AMZN_prophet_ACI_lr0.005_Quantile_lr0.1_window400_start2300FalseFalse.pdf │ │ ├── AMZN_prophet_ACI_lr0.005_Quantile_lr0.1_window400_start2300FalseTrue.pdf │ │ ├── AMZN_prophet_ACI_lr0.1_Quantile_lr0.5_window400_start2300FalseFalse.pdf │ │ ├── AMZN_prophet_ACI_lr0.1_Quantile_lr0.5_window400_start2300FalseTrue.pdf │ │ ├── GOOGL_prophet_Quantile_lr0.01_Quantile+Integrator (log)_lr0.01_window100_start2300FalseFalse.pdf │ │ ├── GOOGL_prophet_Quantile_lr0.01_Quantile+Integrator (log)_lr0.01_window100_start2300FalseTrue.pdf │ │ ├── GOOGL_prophet_Quantile_lr0.05_Quantile+Integrator (log)_lr0.05_window100_start2300FalseFalse.pdf │ │ ├── GOOGL_prophet_Quantile_lr0.1_Quantile+Integrator (log)_lr0.1_window100_start2300FalseFalse.pdf │ │ └── GOOGL_prophet_Quantile_lr0.1_Quantile+Integrator (log)_lr0.1_window100_start2300FalseTrue.pdf │ ├── theta │ │ ├── AMZN_theta_ACI (clipped)_lr0.005_Quantile_lr0.1_window400_start2300FalseFalse.pdf │ │ ├── AMZN_theta_ACI (clipped)_lr0.005_Quantile_lr0.1_window400_start2300FalseTrue.pdf │ │ ├── AMZN_theta_ACI (clipped)_lr0.1_Quantile_lr0.5_window400_start2300FalseFalse.pdf │ │ ├── AMZN_theta_ACI (clipped)_lr0.1_Quantile_lr0.5_window400_start2300FalseTrue.pdf │ │ ├── AMZN_theta_ACI_lr0.005_Quantile_lr0.1_window400_start2300FalseFalse.pdf │ │ ├── AMZN_theta_ACI_lr0.005_Quantile_lr0.1_window400_start2300FalseTrue.pdf │ │ ├── AMZN_theta_ACI_lr0.1_Quantile_lr0.5_window400_start2300FalseFalse.pdf │ │ ├── AMZN_theta_ACI_lr0.1_Quantile_lr0.5_window400_start2300FalseTrue.pdf │ │ ├── GOOGL_theta_Quantile_lr0.01_Quantile+Integrator (log)_lr0.01_window100_start2300FalseFalse.pdf │ │ ├── GOOGL_theta_Quantile_lr0.01_Quantile+Integrator (log)_lr0.01_window100_start2300FalseTrue.pdf │ │ ├── GOOGL_theta_Quantile_lr0.05_Quantile+Integrator (log)_lr0.05_window100_start2300FalseFalse.pdf │ │ ├── GOOGL_theta_Quantile_lr0.05_Quantile+Integrator (log)_lr0.05_window100_start2300FalseTrue.pdf │ │ ├── GOOGL_theta_Quantile_lr0.05_Quantile+Integrator (log)_lr0.1_window100_start2300FalseFalse.pdf │ │ ├── GOOGL_theta_Quantile_lr0.05_Quantile+Integrator (log)_lr0.1_window100_start2300FalseTrue.pdf │ │ ├── GOOGL_theta_Quantile_lr0.1_Quantile+Integrator (log)_lr0.1_window100_start2300FalseFalse.pdf │ │ └── GOOGL_theta_Quantile_lr0.1_Quantile+Integrator (log)_lr0.1_window100_start2300FalseTrue.pdf │ ├── transformer │ │ ├── AMZN_transformer_ACI (clipped)_lr0.005_Quantile_lr0.1_window400_start2300FalseFalse.pdf │ │ ├── AMZN_transformer_ACI (clipped)_lr0.005_Quantile_lr0.1_window400_start2300FalseTrue.pdf │ │ ├── AMZN_transformer_ACI (clipped)_lr0.1_Quantile_lr0.5_window400_start2300FalseFalse.pdf │ │ ├── AMZN_transformer_ACI (clipped)_lr0.1_Quantile_lr0.5_window400_start2300FalseTrue.pdf │ │ ├── AMZN_transformer_ACI_lr0.005_Quantile_lr0.1_window400_start2300FalseFalse.pdf │ │ ├── AMZN_transformer_ACI_lr0.005_Quantile_lr0.1_window400_start2300FalseTrue.pdf │ │ ├── AMZN_transformer_ACI_lr0.1_Quantile_lr0.5_window400_start2300FalseFalse.pdf │ │ ├── AMZN_transformer_ACI_lr0.1_Quantile_lr0.5_window400_start2300FalseTrue.pdf │ │ ├── GOOGL_transformer_Quantile_lr0.01_Quantile+Integrator (log)_lr0.01_window100_start2300FalseFalse.pdf │ │ ├── GOOGL_transformer_Quantile_lr0.01_Quantile+Integrator (log)_lr0.01_window100_start2300FalseTrue.pdf │ │ ├── GOOGL_transformer_Quantile_lr0.05_Quantile+Integrator (log)_lr0.05_window100_start2300FalseFalse.pdf │ │ ├── GOOGL_transformer_Quantile_lr0.05_Quantile+Integrator (log)_lr0.05_window100_start2300FalseTrue.pdf │ │ ├── GOOGL_transformer_Quantile_lr0.05_Quantile+Integrator (log)_lr0.1_window100_start2300FalseFalse.pdf │ │ ├── GOOGL_transformer_Quantile_lr0.05_Quantile+Integrator (log)_lr0.1_window100_start2300FalseTrue.pdf │ │ ├── GOOGL_transformer_Quantile_lr0.1_Quantile+Integrator (log)_lr0.1_window100_start2300FalseFalse.pdf │ │ ├── GOOGL_transformer_Quantile_lr0.1_Quantile+Integrator (log)_lr0.1_window100_start2300FalseTrue.pdf │ │ └── elec2-intermittent_transformer_ACI_lr0.1_Quantile+Integrator (log)+Scorecaster_lr0.1_window100_start1500FalseTrue.pdf │ └── tx-COVID-deaths-4wk_Quantile_lr0.0_Quantile+Integrator (log)+Scorecaster_lr0.1.tex ├── AMZN │ ├── .DS_Store │ ├── ar │ │ ├── coverage.pdf │ │ ├── sets.pdf │ │ ├── sets_zoomed.pdf │ │ └── size_zoomed.pdf │ ├── prophet │ │ ├── coverage.pdf │ │ ├── sets.pdf │ │ ├── sets_zoomed.pdf │ │ └── size_zoomed.pdf │ ├── theta │ │ ├── coverage.pdf │ │ ├── sets.pdf │ │ ├── sets_zoomed.pdf │ │ └── size_zoomed.pdf │ └── transformer │ │ ├── coverage.pdf │ │ ├── sets.pdf │ │ ├── sets_zoomed.pdf │ │ └── size_zoomed.pdf ├── GOOGL │ ├── .DS_Store │ ├── ar │ │ ├── coverage.pdf │ │ ├── sets.pdf │ │ ├── sets_zoomed.pdf │ │ └── size_zoomed.pdf │ ├── prophet │ │ ├── coverage.pdf │ │ ├── sets.pdf │ │ ├── sets_zoomed.pdf │ │ └── size_zoomed.pdf │ ├── theta │ │ ├── coverage.pdf │ │ ├── sets.pdf │ │ ├── sets_zoomed.pdf │ │ └── size_zoomed.pdf │ └── transformer │ │ ├── coverage.pdf │ │ ├── sets.pdf │ │ ├── sets_zoomed.pdf │ │ └── size_zoomed.pdf ├── MSFT │ ├── .DS_Store │ ├── ar │ │ ├── coverage.pdf │ │ ├── sets.pdf │ │ ├── sets_zoomed.pdf │ │ └── size_zoomed.pdf │ ├── prophet │ │ ├── coverage.pdf │ │ ├── sets.pdf │ │ ├── sets_zoomed.pdf │ │ └── size_zoomed.pdf │ ├── theta │ │ ├── coverage.pdf │ │ ├── sets.pdf │ │ ├── sets_zoomed.pdf │ │ └── size_zoomed.pdf │ └── transformer │ │ ├── coverage.pdf │ │ ├── sets.pdf │ │ ├── sets_zoomed.pdf │ │ └── size_zoomed.pdf ├── ca-COVID-deaths-4wk │ └── CDC Forecaster │ │ ├── coverage.pdf │ │ ├── sets.pdf │ │ ├── sets_zoomed.pdf │ │ └── size_zoomed.pdf ├── daily-climate-intermittent │ ├── ar │ │ ├── coverage.pdf │ │ ├── sets.pdf │ │ ├── sets_zoomed.pdf │ │ └── size_zoomed.pdf │ └── transformer │ │ ├── coverage.pdf │ │ ├── sets.pdf │ │ ├── sets_zoomed.pdf │ │ └── size_zoomed.pdf ├── daily-climate │ ├── .DS_Store │ ├── ar │ │ ├── coverage.pdf │ │ ├── sets.pdf │ │ ├── sets_zoomed.pdf │ │ └── size_zoomed.pdf │ ├── prophet │ │ ├── coverage.pdf │ │ ├── sets.pdf │ │ ├── sets_zoomed.pdf │ │ └── size_zoomed.pdf │ ├── theta │ │ ├── coverage.pdf │ │ ├── sets.pdf │ │ ├── sets_zoomed.pdf │ │ └── size_zoomed.pdf │ └── transformer │ │ ├── coverage.pdf │ │ ├── sets.pdf │ │ ├── sets_zoomed.pdf │ │ └── size_zoomed.pdf ├── elec2-intermittent │ ├── .DS_Store │ ├── ar │ │ ├── coverage.pdf │ │ ├── sets.pdf │ │ ├── sets_zoomed.pdf │ │ └── size_zoomed.pdf │ └── transformer │ │ ├── coverage.pdf │ │ ├── sets.pdf │ │ ├── sets_zoomed.pdf │ │ └── size_zoomed.pdf ├── elec2 │ ├── .DS_Store │ ├── ar │ │ ├── coverage.pdf │ │ ├── sets.pdf │ │ ├── sets_zoomed.pdf │ │ └── size_zoomed.pdf │ ├── prophet │ │ ├── coverage.pdf │ │ ├── sets.pdf │ │ ├── sets_zoomed.pdf │ │ └── size_zoomed.pdf │ ├── theta │ │ ├── coverage.pdf │ │ ├── sets.pdf │ │ ├── sets_zoomed.pdf │ │ └── size_zoomed.pdf │ └── transformer │ │ ├── coverage.pdf │ │ ├── sets.pdf │ │ ├── sets_zoomed.pdf │ │ └── size_zoomed.pdf ├── fl-COVID-deaths-4wk │ └── CDC Forecaster │ │ ├── coverage.pdf │ │ ├── sets.pdf │ │ ├── sets_zoomed.pdf │ │ └── size_zoomed.pdf ├── ga-COVID-deaths-4wk │ ├── .DS_Store │ └── CDC Forecaster │ │ ├── coverage.pdf │ │ ├── sets.pdf │ │ ├── sets_zoomed.pdf │ │ └── size_zoomed.pdf ├── increasing_lownoise │ ├── .DS_Store │ └── synthetic │ │ ├── coverage.pdf │ │ └── size_zoomed.pdf ├── mix1 │ ├── .DS_Store │ └── synthetic │ │ ├── coverage.pdf │ │ └── size_zoomed.pdf ├── ny-COVID-deaths-4wk │ └── CDC Forecaster │ │ ├── coverage.pdf │ │ ├── sets.pdf │ │ ├── sets_zoomed.pdf │ │ └── size_zoomed.pdf ├── stationary │ ├── .DS_Store │ └── synthetic │ │ ├── coverage.pdf │ │ └── size_zoomed.pdf └── tx-COVID-deaths-4wk │ └── CDC Forecaster │ ├── coverage.pdf │ ├── sets.pdf │ ├── sets_zoomed.pdf │ └── size_zoomed.pdf ├── plotting_utils.py └── run_tests.sh /.gitignore: -------------------------------------------------------------------------------- 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