368 citations · 582 across the 18 of their papers we have counts for
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cs.LG2019★ 38 cited
High-Dimensional Multivariate Forecasting with Low-Rank Gaussian Copula Processes
David Salinas, Michael Bohlke-Schneider, Laurent Callot +2
Predicting the dependencies between observations from multiple time series is critical for applications such as anomaly detection, financial risk management, causal analysis, or de…
cs.LG2019★ 77 cited
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…