Sampling from Chronos-2 predictive distribution

[wll199566]

Thanks for the amazing time series forecasting framework! I have been exploring Chronos-2 and noticed that it does not appear to support sampling from its predictive distribution. In Chronos-T5, users can draw samples by specifying parameters such as num_samples, temperature, top-k, and top-p in pipeline.predict().

I’m wondering whether Chronos-2 currently provides a way to draw samples. If not, is support for sampling planned for a future release? Also, what is the output distribution in Chronos-2? Is it Gaussian? Thank you!

[abdulfatir]

@wll199566 Chronos-2 directly generates 21 quantiles which you can use to approximate the distribution at each future step. There is no parameterized distribution to draw samples from.