my problem is as follows :

I am creating demand forecasts for some goods with different methods (ARIMA, ETS,..) The issue is that I would like to forecast the probabilities of those forecasts since rare events are more likely to be where the money's at, good or bad.

The issues and discussions are very well outlined on this supply chain blog where they use quantiles and probabilistic forecasts instead of simple point forecast. Of course, it's proprietary and as such, I have little to no insights on their methods.

How could I implement or find tools for such methods ?

N.B : Python answers would be best since it's my work language and I can't deviate from it.


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