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cs.LG2024
Generative Probabilistic Time Series Forecasting and Applications in Grid Operations
Xinyi Wang, Lang Tong, Qing Zhao
Generative probabilistic forecasting produces future time series samples according to the conditional probability distribution given past time series observations. Such techniques…
cs.LG2023★ 2 cited
Non-parametric Probabilistic Time Series Forecasting via Innovations Representation
Xinyi Wang, Meijen Lee, Qing Zhao +1
Probabilistic time series forecasting predicts the conditional probability distributions of the time series at a future time given past realizations. Such techniques are critical i…
cs.LG2022
Novelty Detection in Time Series via Weak Innovations Representation: A Deep Learning Approach
Xinyi Wang, Mei-jen Lee, Qing Zhao +1
We consider novelty detection in time series with unknown and nonparametric probability structures. A deep learning approach is proposed to causally extract an innovations sequence…