2 papers
cs.LG2025
SPADE-S: A Sparsity-Robust Foundational Forecaster
Malcolm Wolff, Matthew Li, Ravi Kiran Selvam +11
Despite significant advancements in time series forecasting, accurate modeling of time series with strong heterogeneity in magnitude and/or sparsity patterns remains challenging fo…
stat.ML2023
Hierarchically Coherent Multivariate Mixture Networks
Kin G. Olivares, David Luo, Cristian Challu +3
Large collections of time series data are often organized into hierarchies with different levels of aggregation; examples include product and geographical groupings. Probabilistic…