Showing cs.LGShow all
2 papers · 1 filter
cs.LG2023
DeLELSTM: Decomposition-based Linear Explainable LSTM to Capture Instantaneous and Long-term Effects in Time Series
Chaoqun Wang, Yijun Li, Xiangqian Sun +3
Time series forecasting is prevalent in various real-world applications. Despite the promising results of deep learning models in time series forecasting, especially the Recurrent…
cs.LG2020
Generative Learning of Heterogeneous Tail Dependence
Xiangqian Sun, Xing Yan, Qi Wu
We propose a multivariate generative model to capture the complex dependence structure often encountered in business and financial data. Our model features heterogeneous and asymme…