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20172022
most citedGluonTS: Probabilistic Time Series Models in Python

77 citations · 229 across the 17 of their papers we have counts for

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14 papers · 1 filter

cs.LG20222 cited

On the detrimental effect of invariances in the likelihood for variational inference

Richard Kurle, Ralf Herbrich, Tim Januschowski +2

Variational Bayesian posterior inference often requires simplifying approximations such as mean-field parametrisation to ensure tractability. However, prior work has associated the…

cs.LG20225 cited

Diverse Counterfactual Explanations for Anomaly Detection in Time Series

Deborah Sulem, Michele Donini, Muhammad Bilal Zafar +6

Data-driven methods that detect anomalies in times series data are ubiquitous in practice, but they are in general unable to provide helpful explanations for the predictions they m…

cs.LG2022

Resilient Neural Forecasting Systems

Michael Bohlke-Schneider, Shubham Kapoor, Tim Januschowski

Industrial machine learning systems face data challenges that are often under-explored in the academic literature. Common data challenges are data distribution shifts, missing valu…

cs.LG202211 cited

Multivariate Time Series Forecasting with Latent Graph Inference

Victor Garcia Satorras, Syama Sundar Rangapuram, Tim Januschowski

This paper introduces a new approach for Multivariate Time Series forecasting that jointly infers and leverages relations among time series. Its modularity allows it to be integrat…

cs.LG20227 cited

Multi-Objective Model Selection for Time Series Forecasting

Oliver Borchert, David Salinas, Valentin Flunkert +2

Research on time series forecasting has predominantly focused on developing methods that improve accuracy. However, other criteria such as training time or latency are critical in…

cs.LG20214 cited

Deep Explicit Duration Switching Models for Time Series

Abdul Fatir Ansari, Konstantinos Benidis, Richard Kurle +5

Many complex time series can be effectively subdivided into distinct regimes that exhibit persistent dynamics. Discovering the switching behavior and the statistical patterns in th…