Paper Reading: TimeGMM – An Adaptive GMM Framework for Probabilistic Time‑Series Forecasting
TimeGMM introduces an adaptive Gaussian‑mixture‑model framework with reversible instance normalization, a dual‑branch time encoder, and a conditional decoder, achieving up to 22.48 % improvement in CRPS and 21.23 % in NMAE over state‑of‑the‑art probabilistic forecasting methods across multiple benchmark datasets.
