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papers

Publications (30)

cs.LG2020

The Effectiveness of Discretization in Forecasting: An Empirical Study on Neural Time Series Models

Stephan Rabanser, Tim Januschowski, Valentin Flunkert +2

math.OC2025

Tricks from the Trade for Large-Scale Markdown Pricing: Heuristic Cut Generation for Lagrangian Decomposition

Robert Streeck, Torsten Gellert, Andreas Schmitt +4

stat.ML2017

Approximate Bayesian Inference in Linear State Space Models for Intermittent Demand Forecasting at Scale

Matthias Seeger, Syama Rangapuram, Yuyang Wang +4

cs.LG2020

Anomaly Detection at Scale: The Case for Deep Distributional Time Series Models

Fadhel Ayed, Lorenzo Stella, Tim Januschowski +1

cs.LG2026

High-Frequency Pricing at Scale for E-Commerce

Stefan Birr, Tobias Huelden, Mones Raslan +7

stat.ML2019

Deep Factors for Forecasting

Yuyang Wang, Alex Smola, Danielle C. Maddix +3

cs.LG2022

Deep Learning for Time Series Forecasting: Tutorial and Literature Survey

Konstantinos Benidis, Syama Sundar Rangapuram, Valentin Flunkert +10

cs.LG2022

Multivariate Time Series Forecasting with Latent Graph Inference

Victor Garcia Satorras, Syama Sundar Rangapuram, Tim Januschowski

cs.LG2021

Detecting Anomalous Event Sequences with Temporal Point Processes

Oleksandr Shchur, Ali Caner Türkmen, Tim Januschowski +2

cs.LG2021

Deep Explicit Duration Switching Models for Time Series

Abdul Fatir Ansari, Konstantinos Benidis, Richard Kurle +5

cs.DC2020

A simple and effective predictive resource scaling heuristic for large-scale cloud applications

Valentin Flunkert, Quentin Rebjock, Joel Castellon +2

cs.LG2023

Deep Non-Parametric Time Series Forecaster

Syama Sundar Rangapuram, Jan Gasthaus, Lorenzo Stella +4

stat.ML2021

Online false discovery rate control for anomaly detection in time series

Quentin Rebjock, Barış Kurt, Tim Januschowski +1

cs.LG2021

A Study of Joint Graph Inference and Forecasting

Daniel Zügner, François-Xavier Aubet, Victor Garcia Satorras +3

cs.LG2022

On the detrimental effect of invariances in the likelihood for variational inference

Richard Kurle, Ralf Herbrich, Tim Januschowski +2

cs.LG2021

Neural Flows: Efficient Alternative to Neural ODEs

Marin Biloš, Johanna Sommer, Syama Sundar Rangapuram +2

cs.LG2022

Resilient Neural Forecasting Systems

Michael Bohlke-Schneider, Shubham Kapoor, Tim Januschowski

cs.LG2020

Intermittent Demand Forecasting with Renewal Processes

Ali Caner Turkmen, Tim Januschowski, Yuyang Wang +1

cs.LG2023

Deep Learning based Forecasting: a case study from the online fashion industry

Manuel Kunz, Stefan Birr, Mones Raslan +13

stat.ML2022

Criteria for Classifying Forecasting Methods

Tim Januschowski, Jan Gasthaus, Yuyang Wang +4

cs.LG2022

Multi-Objective Model Selection for Time Series Forecasting

Oliver Borchert, David Salinas, Valentin Flunkert +2

cs.LG2021

Neural Temporal Point Processes: A Review

Oleksandr Shchur, Ali Caner Türkmen, Tim Januschowski +1

cs.LG2022

Intrinsic Anomaly Detection for Multi-Variate Time Series

Stephan Rabanser, Tim Januschowski, Kashif Rasul +6

stat.AP2022

Forecasting: theory and practice

Fotios Petropoulos, Daniele Apiletti, Vassilios Assimakopoulos +77

cs.LG2019

Intermittent Demand Forecasting with Deep Renewal Processes

Ali Caner Turkmen, Yuyang Wang, Tim Januschowski

stat.ML2024

Causal Forecasting for Pricing

Douglas Schultz, Johannes Stephan, Julian Sieber +4

cs.LG2021

Meta-Forecasting by combining Global Deep Representations with Local Adaptation

Riccardo Grazzi, Valentin Flunkert, David Salinas +3

cs.LG2022

Diverse Counterfactual Explanations for Anomaly Detection in Time Series

Deborah Sulem, Michele Donini, Muhammad Bilal Zafar +6

cs.LG2019

GluonTS: Probabilistic Time Series Models in Python

Alexander Alexandrov, Konstantinos Benidis, Michael Bohlke-Schneider +10

cs.LG2022

Multivariate Quantile Function Forecaster

Kelvin Kan, François-Xavier Aubet, Tim Januschowski +4