papers

Publications (18)

cs.LG2020

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

Stephan Rabanser, Tim Januschowski, Valentin Flunkert +2

Time series modeling techniques based on deep learning have seen many advancements in recent years, especially in data-abundant settings and with the central aim of learning global…

cs.LG2022

Intrinsic Anomaly Detection for Multi-Variate Time Series

Stephan Rabanser, Tim Januschowski, Kashif Rasul +6

We introduce a novel, practically relevant variation of the anomaly detection problem in multi-variate time series: intrinsic anomaly detection. It appears in diverse practical sce…

stat.ML2017

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

Matthias Seeger, Syama Rangapuram, Yuyang Wang +4

We present a scalable and robust Bayesian inference method for linear state space models. The method is applied to demand forecasting in the context of a large e-commerce platform,…

cs.AI2019

DeepAR: Probabilistic Forecasting with Autoregressive Recurrent Networks

David Salinas, Valentin Flunkert, Jan Gasthaus

Probabilistic forecasting, i.e. estimating the probability distribution of a time series' future given its past, is a key enabler for optimizing business processes. In retail busin…

nlin.CD2010

Symmetry-breaking transitions in networks of nonlinear circuit elements

Martin Heinrich, Thomas Dahms, Valentin Flunkert +2

We investigate a nonlinear circuit consisting of N tunnel diodes in series, which shows close similarities to a semiconductor superlattice or to a neural network. Each tunnel diode…

nlin.CD2012

Discontinuous Attractor Dimension at the Synchronization Transition of Time-Delayed Chaotic Systems

Steffen Zeeb, Thomas Dahms, Valentin Flunkert +3

The attractor dimension at the transition to complete synchronization in a network of chaotic units with time-delayed couplings is investigated. In particular, we determine the Kap…

cs.LG2022

Deep Learning for Time Series Forecasting: Tutorial and Literature Survey

Konstantinos Benidis, Syama Sundar Rangapuram, Valentin Flunkert +10

Deep learning based forecasting methods have become the methods of choice in many applications of time series prediction or forecasting often outperforming other approaches. Conseq…

cs.DC2020

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

Valentin Flunkert, Quentin Rebjock, Joel Castellon +2

We propose a simple yet effective policy for the predictive auto-scaling of horizontally scalable applications running in cloud environments, where compute resources can only be ad…

cs.LG2023

Deep Non-Parametric Time Series Forecaster

Syama Sundar Rangapuram, Jan Gasthaus, Lorenzo Stella +4

This paper presents non-parametric baseline models for time series forecasting. Unlike classical forecasting models, the proposed approach does not assume any parametric form for t…

cs.LG2021

Neural Contextual Anomaly Detection for Time Series

Chris U. Carmona, François-Xavier Aubet, Valentin Flunkert +1

We introduce Neural Contextual Anomaly Detection (NCAD), a framework for anomaly detection on time series that scales seamlessly from the unsupervised to supervised setting, and is…

nlin.AO2011

Adaptive Tuning of Feedback Gain in Time-Delayed Feedback Control

Judith Lehnert, Philipp Hövel, Valentin Flunkert +3

We demonstrate that time-delayed feedback control can be improved by adaptively tuning the feedback gain. This adaptive controller is applied to the stabilization of an unstable fi…

cs.LG2021

Meta-Forecasting by combining Global Deep Representations with Local Adaptation

Riccardo Grazzi, Valentin Flunkert, David Salinas +3

While classical time series forecasting considers individual time series in isolation, recent advances based on deep learning showed that jointly learning from a large pool of rela…

nlin.CD2011

Strong and weak chaos in nonlinear networks with time-delayed couplings

Sven Heiligenthal, Thomas Dahms, Serhiy Yanchuk +5

We study chaotic synchronization in networks with time-delayed coupling. We introduce the notion of strong and weak chaos, distinguished by the scaling properties of the maximum Ly…

cs.LG2019

GluonTS: Probabilistic Time Series Models in Python

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

We introduce Gluon Time Series (GluonTS, available at https://gluon-ts.mxnet.io), a library for deep-learning-based time series modeling. GluonTS simplifies the development of and…

nlin.CD2012

Chaos synchronization in networks of delay-coupled lasers: Role of the coupling phases

Valentin Flunkert, Eckehard Schöll

We derive rigorous conditions for the synchronization of all-optically coupled lasers. In particular, we elucidate the role of the optical coupling phases for synchronizability by…

stat.ML2022

Criteria for Classifying Forecasting Methods

Tim Januschowski, Jan Gasthaus, Yuyang Wang +4

Classifying forecasting methods as being either of a "machine learning" or "statistical" nature has become commonplace in parts of the forecasting literature and community, as exem…

nlin.CD2007

Suppressing noise-induced intensity pulsations in semiconductor lasers by means of time-delayed feedback

Valentin Flunkert, Eckehard Schoell

We investigate the possibility to suppress noise-induced intensity pulsations (relaxation oscillations) in semiconductor lasers by means of a time-delayed feedback control scheme.…

cs.LG2022

Multi-Objective Model Selection for Time Series Forecasting

Oliver Borchert, David Salinas, Valentin Flunkert +2

Research on time series forecasting has predominantly focused on developing methods that improve accuracy. However, other criteria such as training time or latency are critical in…