Papers & benchmarks

A new practical benchmark for univariate distributional prediction — simpler and lighter than Prophet, and scored where it counts: held-out likelihood.

The paper

Transforms All the Way Down — Automatic Online Distributional Forecasting by Conjugation. P. Cotton.

Every prediction is a full predictive distribution, assembled by composition: invertible transforms chain together above a single distributional leaf, and ensembles combine such chains. Because the leaf fits its shape by optimising a proper scoring rule, its objective is a choice — fit the model by likelihood, then conform the predictive tail to a downstream score such as CRPS. The library is written twice, in pure Python and in zero-dependency JavaScript that agrees to 1e-6, so the same model runs on a server or in a browser.

PDF →  ·  LaTeX (JSS)  ·  Markdown draft

Benchmark 1 — the non-price universe

A fair rolling one-step-ahead comparison on the non-price FRED universe — 894 continuous daily change-series (57 correlated families); equity/fx/commodity returns are excluded and treated separately in the price caveat below. Every method — ours and theirs — is turned into the same Dist and scored on held-out log-likelihood and CRPS. Per-series win-rate of laplace, reported raw and family-weighted (one vote per correlated family):

BaselineLL (raw / fam)CRPS (raw / fam)mean LL
AutoARIMA82 / 90%53 / 65%2.80
AutoETS97 / 99%83 / 92%2.79
SARIMAX (statsmodels)87 / 86%53 / 64%2.92
ETS (statsmodels)96 / 98%81 / 90%2.89
GARCH(1,1)-t (arch)68 / 65%54 / 45%3.03
AutoARIMA + conformal86 / 88%31 / 31%2.27
AutoARIMA + ACI88 / 88%29 / 29%2.51
naive conformal— (CDF)92 / 93%
NF-StudentT (NeuralForecast)100 / 100%78 / 76%0.82

laplace (mean log-likelihood 3.20) wins the likelihood race against every baseline on non-price series — including GARCH-t, the heavy-tail SOTA (68% raw / 65% family-weighted; mean LL 3.20 vs 3.03). On CRPS it beats the mean-model baselines and loses only to the CRPS-specialists (fitted conformal ~30%, GARCH-t 45% family-weighted) — their home turf. No free lunch on price/returns: on equity/fx/commodity return series GARCH-t has the higher log-likelihood, and we recommend it there rather than averaging the two regimes into one number. The study →

Benchmark 2 — zero-shot foundation models

A different protocol: pretrained models used zero-shot (fixed 256-context, no refit) on 120 change-series (69 continuous). Per-series win-rate of laplace:

ModeldensityLL (all / cont)CRPS (all / cont)
Moirai (1.1-R-small)native Student-t98 / 97%94 / 93%
Lag-Llamanative Student-t67 / 99%65 / 94%
Chronos-Bolt (small)quantile*76 / 100%67 / 88%
TimesFM (2.5-200M)quantile*75 / 100%58 / 72%

On the continuous series, laplace beats all four zero-shot. The native-density models (Moirai, Lag-Llama) are the closest. Naive per-series fine-tuning doesn't rescue them — it catastrophically overfits (logpdf +1.5 → −118). A zero-dependency online ensemble holding its own against 200M-parameter transformers. The foundation study →

Related reading

Citation

@misc{cotton2026skaters,
  title  = {Transforms All the Way Down --- Automatic Online Distributional
            Forecasting by Conjugation},
  author = {Cotton, Peter},
  year   = {2026},
  note   = {https://skaters.microprediction.org}
}