77 citations · 150 across the 9 of their papers we have counts for
3 papers · 1 filter
High-Dimensional Multivariate Forecasting with Low-Rank Gaussian Copula Processes
David Salinas, Michael Bohlke-Schneider, Laurent Callot +2
Predicting the dependencies between observations from multiple time series is critical for applications such as anomaly detection, financial risk management, causal analysis, or de…
A Quantile-based Approach for Hyperparameter Transfer Learning
David Salinas, Huibin Shen, Valerio Perrone
Bayesian optimization (BO) is a popular methodology to tune the hyperparameters of expensive black-box functions. Traditionally, BO focuses on a single task at a time and is not de…
GluonTS: Probabilistic Time Series Models in Python
Alexander Alexandrov, Konstantinos Benidis, Michael Bohlke-Schneider +10
We introduce Gluon Time Series (GluonTS, available at https://gluon-ts.mxnet.io), a library for deep-learning-based time series modeling. GluonTS simplifies the development of and…