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stat.ML2026
Deep Time-Series Forecasting in 10 Years: A Survey
Hao Wang, Licheng Pan, Qingsong Wen +12
Autocorrelation is a common property of time-series, where each observation is dependent on its predecessors. In deep time-series forecasting, it raises two central challenges: (1)…
stat.ML2026
Detecting Unobserved Confounders: A Kernelized Regression Approach
Yikai Chen, Yunxin Mao, Chunyuan Zheng +7
Detecting unobserved confounders is crucial for reliable causal inference in observational studies. Existing methods require either linearity assumptions or multiple heterogeneous…