[HTML][HTML] Forecasting: theory and practice
Forecasting has always been at the forefront of decision making and planning. The
uncertainty that surrounds the future is both exciting and challenging, with individuals and …
uncertainty that surrounds the future is both exciting and challenging, with individuals and …
Neural basis expansion analysis with exogenous variables: Forecasting electricity prices with NBEATSx
We extend neural basis expansion analysis (NBEATS) to incorporate exogenous factors.
The resulting method, called NBEATSx, improves on a well-performing deep learning …
The resulting method, called NBEATSx, improves on a well-performing deep learning …
Transformers in time series: A survey
Transformers have achieved superior performances in many tasks in natural language
processing and computer vision, which also triggered great interest in the time series …
processing and computer vision, which also triggered great interest in the time series …
Nhits: Neural hierarchical interpolation for time series forecasting
Recent progress in neural forecasting accelerated improvements in the performance of large-
scale forecasting systems. Yet, long-horizon forecasting remains a very difficult task. Two …
scale forecasting systems. Yet, long-horizon forecasting remains a very difficult task. Two …
Probabilistic transformer for time series analysis
B Tang, DS Matteson - Advances in Neural Information …, 2021 - proceedings.neurips.cc
Generative modeling of multivariate time series has remained challenging partly due to the
complex, non-deterministic dynamics across long-distance timesteps. In this paper, we …
complex, non-deterministic dynamics across long-distance timesteps. In this paper, we …
N-BEATS neural network for mid-term electricity load forecasting
This paper addresses the mid-term electricity load forecasting problem. Solving this problem
is necessary for power system operation and planning as well as for negotiating forward …
is necessary for power system operation and planning as well as for negotiating forward …
[HTML][HTML] Forecasting with trees
The prevalence of approaches based on gradient boosted trees among the top contestants
in the M5 competition is potentially the most eye-catching result. Tree-based methods out …
in the M5 competition is potentially the most eye-catching result. Tree-based methods out …
Gluonts: Probabilistic and neural time series modeling in python
We introduce the Gluon Time Series Toolkit (GluonTS), a Python library for deep learning
based time series modeling for ubiquitous tasks, such as forecasting and anomaly detection …
based time series modeling for ubiquitous tasks, such as forecasting and anomaly detection …
Normalizing kalman filters for multivariate time series analysis
E de Bézenac, SS Rangapuram… - Advances in …, 2020 - proceedings.neurips.cc
This paper tackles the modelling of large, complex and multivariate time series panels in a
probabilistic setting. To this extent, we present a novel approach reconciling classical state …
probabilistic setting. To this extent, we present a novel approach reconciling classical state …
Effective and efficient computation with multiple-timescale spiking recurrent neural networks
The emergence of brain-inspired neuromorphic computing as a paradigm for edge AI is
motivating the search for high-performance and efficient spiking neural networks to run on …
motivating the search for high-performance and efficient spiking neural networks to run on …