A Multi-Horizon Quantile Recurrent Forecaster

29 November 2017

Ruofeng Wen

Kari Torkkola

Balakrishnan Narayanaswamy

Papers citing "A Multi-Horizon Quantile Recurrent Forecaster"

50 / 72 papers shown

Title
CANet: ChronoAdaptive Network for Enhanced Long-Term Time Series Forecasting under Non-Stationarity Mert Sonmezer Seyda Ertekin AI4TS 31 0 0 24 Apr 2025
MVG-CRPS: A Robust Loss Function for Multivariate Probabilistic Forecasting Vincent Zhihao Zheng Lijun Sun AI4TS 40 1 0 11 Oct 2024
MCDFN: Supply Chain Demand Forecasting via an Explainable Multi-Channel Data Fusion Network Model Md Abrar Jahin Asef Shahriar Md Al Amin AI4TS 44 4 0 24 May 2024
System Safety Monitoring of Learned Components Using Temporal Metric Forecasting Sepehr Sharifi Andrea Stocco Lionel C. Briand AI4TS 48 1 0 21 May 2024
WEITS: A Wavelet-enhanced residual framework for interpretable time series forecasting Ziyou Guo Yan Sun Tieru Wu AI4TS 38 2 0 17 May 2024
Probing the Robustness of Time-series Forecasting Models with CounterfacTS Haakon Hanisch Kjaernli Lluis Mas-Ribas Aida Ashrafi Gleb Sizov Helge Langseth Odd Erik Gundersen AI4TS 36 0 0 06 Mar 2024
A Scalable and Transferable Time Series Prediction Framework for Demand Forecasting Young-Jin Park Donghyun Kim Frédéric Odermatt Juho Lee KyungHyun Kim AI4TS 42 3 0 29 Feb 2024
Multivariate Probabilistic Time Series Forecasting with Correlated Errors Vincent Zhihao Zheng Lijun Sun BDL AI4TS 34 2 0 01 Feb 2024
RWKV-TS: Beyond Traditional Recurrent Neural Network for Time Series Tasks Haowen Hou F. Richard Yu AI4TS 35 20 0 17 Jan 2024
C2FAR: Coarse-to-Fine Autoregressive Networks for Precise Probabilistic Forecasting Shane Bergsma Timothy J. Zeyl J. R. Anaraki Lei Guo BDL AI4TS 26 9 0 22 Dec 2023
Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies Kieran Wood Samuel Kessler Stephen J. Roberts S. Zohren AI4TS 33 2 0 16 Oct 2023
Sparse Deep Learning for Time Series Data: Theory and Applications Mingxuan Zhang Y. Sun Faming Liang AI4TS OOD BDL 39 2 0 05 Oct 2023
SegRNN: Segment Recurrent Neural Network for Long-Term Time Series Forecasting Shengsheng Lin Weiwei Lin Wentai Wu Feiyu Zhao Ruichao Mo Haotong Zhang AI4TS 37 51 0 22 Aug 2023
Predict, Refine, Synthesize: Self-Guiding Diffusion Models for Probabilistic Time Series Forecasting Marcel Kollovieh Abdul Fatir Ansari Michael Bohlke-Schneider Jasper Zschiegner Hao Wang Yuyang Wang DiffM AI4TS 22 46 0 21 Jul 2023
Probabilistic Learning of Multivariate Time Series with Temporal Irregularity Yijun Li Cheuk Hang Leung Qi Wu AI4TS 26 1 0 15 Jun 2023
Adaptive Sparsity Level during Training for Efficient Time Series Forecasting with Transformers Zahra Atashgahi Mykola Pechenizkiy Raymond N. J. Veldhuis Decebal Constantin Mocanu AI4TS AI4CE 34 1 0 28 May 2023
Theoretical Guarantees of Learning Ensembling Strategies with Applications to Time Series Forecasting Hilaf Hasson Danielle C. Maddix Yuyang Wang Gaurav Gupta Youngsuk Park UQCV AI4TS FedML 35 3 0 25 May 2023
FV-MgNet: Fully Connected V-cycle MgNet for Interpretable Time Series Forecasting Jianqing Zhu Juncai He Lian Zhang Jinchao Xu 34 3 0 02 Feb 2023
Neural Spline Search for Quantile Probabilistic Modeling Ruoxi Sun Chun-Liang Li Sercan Ö. Arik Michael W. Dusenberry Chen-Yu Lee Tomas Pfister AI4TS 42 5 0 12 Jan 2023
Improving Accuracy Without Losing Interpretability: A ML Approach for Time Series Forecasting Yiqi Sun Zheng Shi Jianshen Zhang Yongzhi Qi Hao Hu Zuo-jun Shen AI4TS 16 0 0 13 Dec 2022
Criteria for Classifying Forecasting Methods Tim Januschowski Jan Gasthaus Bernie Wang David Salinas Valentin Flunkert Michael Bohlke-Schneider Laurent Callot AI4TS 21 173 0 07 Dec 2022
A K-variate Time Series Is Worth K Words: Evolution of the Vanilla Transformer Architecture for Long-term Multivariate Time Series Forecasting Zanwei Zhou Rui-Ming Zhong Chen Yang Yan Wang Xiaokang Yang Wei Shen AI4TS 50 9 0 06 Dec 2022
FECAM: Frequency Enhanced Channel Attention Mechanism for Time Series Forecasting Maowei Jiang Pengyu Zeng Kai-Ming Wang Huan Liu Wenbo Chen Haoran Liu AI4TS 35 50 0 02 Dec 2022
Probabilistic Decomposition Transformer for Time Series Forecasting Junlong Tong Liping Xie Wankou Yang Kanjian Zhang AI4TS 24 5 0 31 Oct 2022
Deep Inventory Management Dhruv Madeka Kari Torkkola Carson Eisenach Anna Luo Dean Phillips Foster Sham M. Kakade BDL 45 15 0 06 Oct 2022
Public Transit Arrival Prediction: a Seq2Seq RNN Approach Nancy Bhutani Soumen Pachal Avinash Achar AI4TS 29 0 0 04 Oct 2022
Explainable Graph Pyramid Autoformer for Long-Term Traffic Forecasting Weiheng Zhong Tanwi Mallick Hadi Meidani Jane Macfarlane Prasanna Balaprakash AI4TS 31 5 0 27 Sep 2022
A Survey of Open Source Automation Tools for Data Science Predictions Nicholas Hoell 30 0 0 24 Aug 2022
Efficient Automated Deep Learning for Time Series Forecasting Difan Deng Florian Karl Frank Hutter Bernd Bischl Marius Lindauer AI4TS 50 16 0 11 May 2022
A comparative study of non-deep learning, deep learning, and ensemble learning methods for sunspot number prediction Yuchen Dang Ziqi Chen Heng Li Hai Shu ELM BDL 27 26 0 11 Mar 2022
Robust Probabilistic Time Series Forecasting Taeho Yoon Youngsuk Park Ernest K. Ryu Yuyang Wang AAML AI4TS 20 18 0 24 Feb 2022
Multivariate Quantile Function Forecaster Kelvin K. Kan Franccois-Xavier Aubet Tim Januschowski Youngsuk Park Konstantinos Benidis Lars Ruthotto Jan Gasthaus AI4TS 39 22 0 23 Feb 2022
Robust Nonparametric Distribution Forecast with Backtest-based Bootstrap and Adaptive Residual Selection Longshaokan Wang Lingda Wang M. Georgieva Paulo Machado Abinaya Ulagappa Safwan Ahmed Yanxia Lu Arjun Bakshi F. Ghassemi TTA 21 1 0 16 Feb 2022
LoMEF: A Framework to Produce Local Explanations for Global Model Time Series Forecasts Dilini Sewwandi Rajapaksha Christoph Bergmeir Rob J. Hyndman FAtt AI4TS 11 13 0 13 Nov 2021
Learning Quantile Functions without Quantile Crossing for Distribution-free Time Series Forecasting Youngsuk Park Danielle C. Maddix Franccois-Xavier Aubet Kelvin K. Kan Jan Gasthaus Yuyang Wang UQCV AI4TS 94 38 0 12 Nov 2021
MixSeq: Connecting Macroscopic Time Series Forecasting with Microscopic Time Series Data Zhibo Zhu Ziqi Liu Ge Jin Qing Cui Lei Chen Jun Zhou Jianyong Zhou AI4TS 29 15 0 27 Oct 2021
Probabilistic Hierarchical Forecasting with Deep Poisson Mixtures Kin G. Olivares N. Meetei Ruijun Ma Rohan Reddy Mengfei Cao Lee Dicker AI4TS 32 24 0 25 Oct 2021
Online Multi-horizon Transaction Metric Estimation with Multi-modal Learning in Payment Networks Chin-Chia Michael Yeh Zhongfang Zhuang Junpeng Wang Yan Zheng J. Ebrahimi Ryan Mercer Liang Wang Wei Zhang AI4TS 24 4 0 21 Sep 2021
TCCT: Tightly-Coupled Convolutional Transformer on Time Series Forecasting Li Shen Yangzhu Wang AI4TS 35 92 0 29 Aug 2021
Topological Attention for Time Series Forecasting Sebastian Zeng Florian Graf Christoph Hofer Roland Kwitt AI4TS 13 24 0 19 Jul 2021
Autoformer: Decomposition Transformers with Auto-Correlation for Long-Term Series Forecasting Haixu Wu Jiehui Xu Jianmin Wang Mingsheng Long AI4TS 59 2,107 0 24 Jun 2021
ScoreGrad: Multivariate Probabilistic Time Series Forecasting with Continuous Energy-based Generative Models Tijin Yan Hongwei Zhang Tong Zhou Yufeng Zhan Yuanqing Xia DiffM AI4TS 36 38 0 18 Jun 2021
RNN with Particle Flow for Probabilistic Spatio-temporal Forecasting Soumyasundar Pal Liheng Ma Yingxue Zhang Mark J. Coates BDL AI4TS 33 22 0 10 Jun 2021
Quantifying Uncertainty in Deep Spatiotemporal Forecasting Dongxian Wu Liyao (Mars) Gao X. Xiong Matteo Chinazzi Alessandro Vespignani Yi Ma Rose Yu AI4TS 13 68 0 25 May 2021
Monash Time Series Forecasting Archive Rakshitha Godahewa Christoph Bergmeir Geoffrey I. Webb Rob J. Hyndman Pablo Montero-Manso AI4TS 24 145 0 14 May 2021
Deep Time Series Forecasting with Shape and Temporal Criteria Vincent Le Guen Nicolas Thome AI4TS 35 27 0 09 Apr 2021
Simultaneously Reconciled Quantile Forecasting of Hierarchically Related Time Series Xing Han S. Dasgupta Joydeep Ghosh AI4TS 33 34 0 25 Feb 2021
Adjusting for Autocorrelated Errors in Neural Networks for Time Series Fan-Keng Sun C. Lang Duane S. Boning OOD AI4TS 35 28 0 28 Jan 2021
Temporal Latent Auto-Encoder: A Method for Probabilistic Multivariate Time Series Forecasting Nam H. Nguyen Brian Quanz BDL AI4TS 146 66 0 25 Jan 2021
Long Horizon Forecasting With Temporal Point Processes Prathamesh Deshpande Kamlesh Marathe A. De Sunita Sarawagi AI4TS 24 20 0 08 Jan 2021