259 citations · 347 across the 12 of their papers we have counts for
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cs.LG2021★ 1 cited
DMIDAS: Deep Mixed Data Sampling Regression for Long Multi-Horizon Time Series Forecasting
Cristian Challu, Kin G. Olivares, Gus Welter +1
Neural forecasting has shown significant improvements in the accuracy of large-scale systems, yet predicting extremely long horizons remains a challenging task. Two common problems…
cs.LG2021★ 259 cited
Neural basis expansion analysis with exogenous variables: Forecasting electricity prices with NBEATSx
Kin G. Olivares, Cristian Challu, Grzegorz Marcjasz +2
We extend the neural basis expansion analysis (NBEATS) to incorporate exogenous factors. The resulting method, called NBEATSx, improves on a well performing deep learning model, ex…