1 citations · 2 across the 2 of their papers we have counts for
2 papers
cs.LG2024★ 1 cited
Multiple-Resolution Tokenization for Time Series Forecasting with an Application to Pricing
Egon Peršak, Miguel F. Anjos, Sebastian Lautz +1
We propose a transformer architecture for time series forecasting with a focus on time series tokenisation and apply it to a real-world prediction problem from the pricing domain.…
stat.CO2020★ 1 cited
Semiparametric Bayesian Forecasting of Spatial Earthquake Occurrences
Aleksandar A. Kolev, Gordon J. Ross
Self-exciting Hawkes processes are used to model events which cluster in time and space, and have been widely studied in seismology under the name of the Epidemic Type Aftershock S…