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20172024
most citedLearning Predictive Leading Indicators for Forecasting Time Series Systems with Unknown Clusters of Forecast Tasks

2 citations · 3 across the 7 of their papers we have counts for

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stat.ML2017★ 2 cited

Learning Predictive Leading Indicators for Forecasting Time Series Systems with Unknown Clusters of Forecast Tasks

Magda Gregorova, Alexandros Kalousis, Stephane Marchand-Maillet

We present a new method for forecasting systems of multiple interrelated time series. The method learns the forecast models together with discovering leading indicators from within…

cs.LG2017

Forecasting and Granger Modelling with Non-linear Dynamical Dependencies

Magda Gregorová, Alexandros Kalousis, Stéphane Marchand-Maillet

Traditional linear methods for forecasting multivariate time series are not able to satisfactorily model the non-linear dependencies that may exist in non-Gaussian series. We build…