10 citations · 15 across the 5 of their papers we have counts for
Showing 2019Show all
2 papers · 1 filter
stat.ML2019★ 3 cited
A multi-series framework for demand forecasts in E-commerce
Rémy Garnier, Arnaud Belletoile
Sales forecasts are crucial for the E-commerce business. State-of-the-art techniques typically apply only univariate methods to make prediction for each series independently. Howev…
math.ST2019★ 10 cited
High dimensional VAR with low rank transition
Pierre Alquier, Karine Bertin, Paul Doukhan +1
We propose a vector auto-regressive (VAR) model with a low-rank constraint on the transition matrix. This new model is well suited to predict high-dimensional series that are highl…