Add QuantileOutput support to DeepAR - #3280

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timoschowski:feature/deepar-quantile-output

Commits on Jan 31, 2026

implementation works for [-1,1] scaled data but not yet for unscaled data.

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claude
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d53b856
works for 1 time series both scaled and unscaled.

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3c4ab7e
fixed scaling behaviour for electricity dataset

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d86feea
Fix MQRNN encoder to include static features in input

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5f94d51
fixed MQRNN performance via removing lazy initialization

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a68bce7
Add comprehensive test suite for MQ-DNN models

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cbf1d00
Remove unnecessary files from PR

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5ecf854

Commits on Mar 1, 2026

Add QuantileOutput support to DeepAR for direct quantile regression

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