77 citations · 203 across the 11 of their papers we have counts for
3 papers · 1 filter
Criteria for Classifying Forecasting Methods
Tim Januschowski, Jan Gasthaus, Yuyang Wang +4
Classifying forecasting methods as being either of a "machine learning" or "statistical" nature has become commonplace in parts of the forecasting literature and community, as exem…
Deep Factors for Forecasting
Yuyang Wang, Alex Smola, Danielle C. Maddix +3
Producing probabilistic forecasts for large collections of similar and/or dependent time series is a practically relevant and challenging task. Classical time series models fail to…
Approximate Bayesian Inference in Linear State Space Models for Intermittent Demand Forecasting at Scale
Matthias Seeger, Syama Rangapuram, Yuyang Wang +4
We present a scalable and robust Bayesian inference method for linear state space models. The method is applied to demand forecasting in the context of a large e-commerce platform,…