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stat.ML2019★ 59 cited
Deep Factors for Forecasting
Yuyang Wang, Alex Smola, Danielle C. Maddix +3
Producing probabilistic forecasts for large collections of similar and/or dependent time series is a practically relevant and challenging task. Classical time series models fail to…
stat.ML2018
Deep Factors with Gaussian Processes for Forecasting
Danielle C. Maddix, Yuyang Wang, Alex Smola
A large collection of time series poses significant challenges for classical and neural forecasting approaches. Classical time series models fail to fit data well and to scale to l…