2 papers
cs.LG2026
Online Continual Learning for Time Series: a Natural Score-driven Approach
Edoardo Urettini, Daniele Atzeni, Ioanna-Yvonni Tsaknaki +1
Online continual learning (OCL) methods adapt to changing environments without forgetting past knowledge. Similarly, online time series forecasting (OTSF) is a real-world problem w…
cs.LG2024
GAS-Norm: Score-Driven Adaptive Normalization for Non-Stationary Time Series Forecasting in Deep Learning
Edoardo Urettini, Daniele Atzeni, Reshawn J. Ramjattan +1
Despite their popularity, deep neural networks (DNNs) applied to time series forecasting often fail to beat simpler statistical models. One of the main causes of this suboptimal pe…