259 citations · 347 across the 12 of their papers we have counts for
4 papers · 1 filter
SpectraNet: Multivariate Forecasting and Imputation under Distribution Shifts and Missing Data
Cristian Challu, Peihong Jiang, Ying Nian Wu +1
In this work, we tackle two widespread challenges in real applications for time-series forecasting that have been largely understudied: distribution shifts and missing data. We pro…
Unsupervised Model Selection for Time-series Anomaly Detection
Mononito Goswami, Cristian Challu, Laurent Callot +2
Anomaly detection in time-series has a wide range of practical applications. While numerous anomaly detection methods have been proposed in the literature, a recent survey conclude…
Deep Generative model with Hierarchical Latent Factors for Time Series Anomaly Detection
Cristian Challu, Peihong Jiang, Ying Nian Wu +1
Multivariate time series anomaly detection has become an active area of research in recent years, with Deep Learning models outperforming previous approaches on benchmark datasets.…
N-HiTS: Neural Hierarchical Interpolation for Time Series Forecasting
Cristian Challu, Kin G. Olivares, Boris N. Oreshkin +3
Recent progress in neural forecasting accelerated improvements in the performance of large-scale forecasting systems. Yet, long-horizon forecasting remains a very difficult task. T…