Deep State Space Models for Time Series Forecasting

Syama Sundar Rangapuram, Matthias Seeger, Jan Gasthaus, +3

Neural Information Processing Systems

Forecasting MethodologyDeep Neural NetworksEngineeringMachine LearningData Science +9

DeepAR: Probabilistic forecasting with autoregressive recurrent networks

David Salinas, Valentín Flunkert, Jan Gasthaus

International Journal of Forecasting

Criteria for classifying forecasting methods

Tim Januschowski, Jan Gasthaus, Yuyang Wang, +4

International Journal of Forecasting

Forecasting MethodsForecasting MethodologyEngineeringData ScienceData Mining +8

Probabilistic demand forecasting at scale

Joos-Hendrik Böse, Valentín Flunkert, Jan Gasthaus, +6

Proceedings of the VLDB Endowment

EngineeringMachine LearningMachine Learning ToolData-centric Machine LearningApache Spark +22

GluonTS: Probabilistic and Neural Time Series Modeling in Python

A. Alexandrov, Konstantinos Benidis, Michael Bohlke‐Schneider, +10

Journal of Machine Learning Research

EngineeringMachine LearningTemporal Pattern RecognitionComputer ScienceRecurrent Neural Network +1

Elastic Machine Learning Algorithms in Amazon SageMaker

Edo Liberty, Zohar Karnin, Bing Xiang, +21

Artificial IntelligenceCluster ComputingEngineeringMachine LearningMachine Learning Tool +14

A stochastic memoizer for sequence data

Frank Wood, Cédric Archambeau, Jan Gasthaus, +2

Structured PredictionEngineeringMachine LearningTraining SequenceSequential Learning +16

Forecasting with trees

Tim Januschowski, Yuyang Wang, Kari Torkkola, +3

International Journal of Forecasting

Artificial IntelligenceForecasting MethodologyEngineeringMachine LearningMachine Learning Tool +17

Probabilistic Forecasting with Spline Quantile Function RNNs

Jan Gasthaus, Konstantinos Benidis, Yuyang Wang, +4

Intelligent ForecastingMonotonic Regression SplinesForecasting MethodologyProbabilistic ForecastingEngineering +10

GluonTS: Probabilistic Time Series Models in Python

A. Alexandrov, Konstantinos Benidis, Michael Bohlke‐Schneider, +10

arXiv (Cornell University)

Data AugmentationSpatiotemporal DiagnosticsMachine LearningData ScienceEngineering +12