6.1k citations · 6.3k across the 29 of their papers we have counts for
3 papers · 2 filters
Modeling Temporal Data as Continuous Functions with Stochastic Process Diffusion
Marin Biloš, Kashif Rasul, Anderson Schneider +2
Temporal data such as time series can be viewed as discretized measurements of the underlying function. To build a generative model for such data we have to model the stochastic pr…
Intrinsic Anomaly Detection for Multi-Variate Time Series
Stephan Rabanser, Tim Januschowski, Kashif Rasul +6
We introduce a novel, practically relevant variation of the anomaly detection problem in multi-variate time series: intrinsic anomaly detection. It appears in diverse practical sce…
VQ-AR: Vector Quantized Autoregressive Probabilistic Time Series Forecasting
Kashif Rasul, Young-Jin Park, Max Nihlén Ramström +1
Time series models aim for accurate predictions of the future given the past, where the forecasts are used for important downstream tasks like business decision making. In practice…