High-Dimensional Multivariate Forecasting with Low-Rank Gaussian Copula Processes

7 October 2019

David Salinas

Michael Bohlke-Schneider

Papers citing "High-Dimensional Multivariate Forecasting with Low-Rank Gaussian Copula Processes"

50 / 123 papers shown

Title
A Set-Sequence Model for Time Series Elliot L. Epstein Apaar Sadhwani Kay Giesecke AI4TS BDL 17 0 0 16 May 2025
Denoising Diffusion Probabilistic Models for Coastal Inundation Forecasting Kazi Ashik Islam Zakaria Mehrab Mahantesh Halappanavar H. Mortveit Sridhar Katragadda Jon Derek Loftis Madhav V. Marathe DiffM AI4CE 42 0 0 08 May 2025
Online Multivariate Regularized Distributional Regression for High-dimensional Probabilistic Electricity Price Forecasting Simon Hirsch 42 0 0 03 Apr 2025
Probabilistic Forecasting via Autoregressive Flow Matching Ahmed El-Gazzar Marcel van Gerven AI4TS 57 0 0 13 Mar 2025
Dynamical Diffusion: Learning Temporal Dynamics with Diffusion Models Xingzhuo Guo Yu Zhang Baixu Chen Haoran Xu J. Z. Wang Mingsheng Long DiffM AI4TS 40 1 0 02 Mar 2025
Optimal Stochastic Trace Estimation in Generative Modeling Xinyang Liu Hengrong Du Wei Deng Ruqi Zhang AI4TS 52 0 0 26 Feb 2025
Spatiotemporal Forecasting in Climate Data Using EOFs and Machine Learning Models: A Case Study in Chile Mauricio Herrera Francisca Kleisinger Andrés Wilsón 33 0 0 21 Feb 2025
Strada-LLM: Graph LLM for traffic prediction Seyed Mohamad Moghadas Yangxintong Lyu Bruno Cornelis Alexandre Alahi Adrian Munteanu AI4TS 63 0 0 17 Feb 2025
Coherent Hierarchical Probabilistic Forecasting of Electric Vehicle Charging Demand Kedi Zheng Hanwei Xu Zeyang Long Y. Wang Qixin Chen AI4TS 42 2 0 01 Nov 2024
MVG-CRPS: A Robust Loss Function for Multivariate Probabilistic Forecasting Vincent Zhihao Zheng Lijun Sun AI4TS 35 1 0 11 Oct 2024
Channel-aware Contrastive Conditional Diffusion for Multivariate Probabilistic Time Series Forecasting Siyang Li Yize Chen Hui Xiong DiffM AI4TS 33 0 0 03 Oct 2024
Generative AI-driven forecasting of oil production Yash Gandhi Kexin Zheng Birendra Jha K. Nomura A. Nakano P. Vashishta R. Kalia 18 0 0 24 Sep 2024
The Digital Transformation in Health: How AI Can Improve the Performance of Health Systems África Periánez Ana Fernández del Río Ivan Nazarov Enric Jané Moiz Hassan Aditya Rastogi Dexian Tang 46 11 0 24 Sep 2024
Recurrent Interpolants for Probabilistic Time Series Prediction Yu Chen Marin Biloš Sarthak Mittal Wei Deng Kashif Rasul Anderson Schneider BDL DiffM AI4TS 33 0 0 18 Sep 2024
Interpretable mixture of experts for time series prediction under recurrent and non-recurrent conditions Zemian Ke Haocheng Duan Sean Qian AI4TS MoE 14 6 0 05 Sep 2024
Adaptive User Journeys in Pharma E-Commerce with Reinforcement Learning: Insights from SwipeRx Ana Fernández del Río Michael Brennan Leong Paulo Saraiva Ivan Nazarov Aditya Rastogi Moiz Hassan Dexian Tang África Periánez OffRL OnRL 34 2 0 15 Aug 2024
Scalable Transformer for High Dimensional Multivariate Time Series Forecasting Xin Zhou Weiqing Wang Wray L. Buntine Shilin Qu Abishek Sriramulu Weicong Tan Christoph Bergmeir AI4TS 50 1 0 08 Aug 2024
Robust Multivariate Time Series Forecasting against Intra- and Inter-Series Transitional Shift Hui He Qi Zhang Kun Yi Xiaojun Xue Shoujin Wang Liang Hu Longbin Cao OOD AI4TS 63 0 0 18 Jul 2024
Link Representation Learning for Probabilistic Travel Time Estimation Chen Xu Qiang Wang Lijun Sun AI4TS 24 0 0 08 Jul 2024
Diffusion Forcing: Next-token Prediction Meets Full-Sequence Diffusion Boyuan Chen Diego Marti Monso Yilun Du Max Simchowitz Russ Tedrake Vincent Sitzmann DiffM 37 73 0 01 Jul 2024
GMP-AR: Granularity Message Passing and Adaptive Reconciliation for Temporal Hierarchy Forecasting Fan Zhou Chen Pan Lintao Ma Yu Liu James Zhang ... Weitao Lin Zi Zhuang Wenxin Ning Yunhua Hu Siqiao Xue AI4TS 27 1 0 18 Jun 2024
Stochastic Diffusion: A Diffusion Probabilistic Model for Stochastic Time Series Forecasting Yuansan Liu S. Wijewickrema Dongting Hu C. Bester Stephen O'Leary James Bailey DiffM MedIm 24 0 0 05 Jun 2024
Self-Supervised Learning of Time Series Representation via Diffusion Process and Imputation-Interpolation-Forecasting Mask Zineb Senane Lele Cao V. Buchner Yusuke Tashiro Lei You P. Herman Mats Nordahl Ruibo Tu Vilhelm von Ehrenheim DiffM AI4TS 22 10 0 09 May 2024
VAEneu: A New Avenue for VAE Application on Probabilistic Forecasting Alireza Koochali Ensiye Tahaei Andreas Dengel Sheraz Ahmed AI4TS 28 1 0 07 May 2024
Evaluating the effectiveness of predicting covariates in LSTM Networks for Time Series Forecasting Gareth Davies AI4TS 27 1 0 29 Apr 2024
DeepVARMA: A Hybrid Deep Learning and VARMA Model for Chemical Industry Index Forecasting Xiang Li Hu Yang 17 0 0 26 Apr 2024
MG-TSD: Multi-Granularity Time Series Diffusion Models with Guided Learning Process Xinyao Fan Yueying Wu Chang Xu Yu-Hao Huang Weiqing Liu Jiang Bian DiffM 28 20 0 09 Mar 2024
RobustTSF: Towards Theory and Design of Robust Time Series Forecasting with Anomalies Hao Cheng Qingsong Wen Yang Liu Liang Sun OOD AI4TS 13 5 0 03 Feb 2024
Multivariate Probabilistic Time Series Forecasting with Correlated Errors Vincent Zhihao Zheng Lijun Sun BDL AI4TS 26 2 0 01 Feb 2024
The Rise of Diffusion Models in Time-Series Forecasting Caspar Meijer Lydia Y. Chen DiffM AI4TS 32 8 0 05 Jan 2024
SutraNets: Sub-series Autoregressive Networks for Long-Sequence, Probabilistic Forecasting Shane Bergsma Timothy J. Zeyl Lei Guo AI4TS 35 3 0 22 Dec 2023
C2FAR: Coarse-to-Fine Autoregressive Networks for Precise Probabilistic Forecasting Shane Bergsma Timothy J. Zeyl J. R. Anaraki Lei Guo BDL AI4TS 23 9 0 22 Dec 2023
Deep Non-Parametric Time Series Forecaster Syama Sundar Rangapuram Jan Gasthaus Lorenzo Stella Valentin Flunkert David Salinas Yuyang Wang Tim Januschowski AI4TS 33 5 0 22 Dec 2023
Lag-Llama: Towards Foundation Models for Probabilistic Time Series Forecasting Kashif Rasul Arjun Ashok Andrew Robert Williams Hena Ghonia Rishika Bhagwatkar ... Nicolas Chapados Alexandre Drouin Valentina Zantedeschi Yuriy Nevmyvaka Irina Rish AI4TS BDL 26 42 0 12 Oct 2023
ProbTS: Benchmarking Point and Distributional Forecasting across Diverse Prediction Horizons Jiawen Zhang Xumeng Wen Zhenwei Zhang Shun Zheng Jia Li Jiang Bian AI4TS 40 0 0 11 Oct 2023
Pushing the Limits of Pre-training for Time Series Forecasting in the CloudOps Domain Gerald Woo Chenghao Liu Akshat Kumar Doyen Sahoo AI4TS AI4CE 33 12 0 08 Oct 2023
Perceiver-based CDF Modeling for Time Series Forecasting Cat P. Le Chris Cannella Ali Hasan Yuting Ng Vahid Tarokh AI4TS 23 1 0 03 Oct 2023
TACTiS-2: Better, Faster, Simpler Attentional Copulas for Multivariate Time Series Arjun Ashok Étienne Marcotte Valentina Zantedeschi Nicolas Chapados Alexandre Drouin AI4TS 24 11 0 02 Oct 2023
Deep Generative Methods for Producing Forecast Trajectories in Power Systems Nathan Weill Jonathan Dumas AI4TS 25 0 0 26 Sep 2023
C $^2$ VAE: Gaussian Copula-based VAE Differing Disentangled from Coupled Representations with Contrastive Posterior Zhangkai Wu LongBing Cao CoGe CML DRL 13 1 0 23 Sep 2023
Encoding Seasonal Climate Predictions for Demand Forecasting with Modular Neural Network S. Marvaniya Jitendra Singh Nicolas Galichet Fred Ochieng Otieno Geeth de Mel Kommy Weldemariam AI4TS 19 0 0 05 Sep 2023
Hierarchical Time Series Forecasting with Bayesian Modeling Gal Elgavish BDL AI4TS 13 0 0 28 Aug 2023
Comparative Study of Predicting Stock Index Using Deep Learning Models Harshal Patel B. Bolla Sabeesh Ethiraj D. Reddy AI4TS 13 1 0 24 Jun 2023
Probabilistic Learning of Multivariate Time Series with Temporal Irregularity Yijun Li Cheuk Hang Leung Qi Wu AI4TS 21 1 0 15 Jun 2023
Non-parametric Probabilistic Time Series Forecasting via Innovations Representation Xinyi Wang Mei-Yu Lee Qing Zhao Lang Tong AI4TS 20 2 0 05 Jun 2023
Traffic Prediction using Artificial Intelligence: Review of Recent Advances and Emerging Opportunities Maryam Shaygan Collin Meese Wanxin Li Xiaoliang (George) Zhao Mark M. Nejad 38 109 0 31 May 2023
Better Batch for Deep Probabilistic Time Series Forecasting Vincent Zhihao Zheng Seongjin Choi Lijun Sun AI4TS 22 3 0 26 May 2023
Deep Learning based Forecasting: a case study from the online fashion industry Manuel Kunz Stefan Birr Mones Raslan L. Ma Zhuguo Li ... Armin Kekić Michael Narodovitch Kashif Rasul Julian Sieber Tim Januschowski 33 15 0 23 May 2023
pTSE: A Multi-model Ensemble Method for Probabilistic Time Series Forecasting Yunyi Zhou Zhixuan Chu Yijia Ruan Ge Jin Yuchen Huang Sheng Li AI4TS 21 10 0 16 May 2023
HiPerformer: Hierarchically Permutation-Equivariant Transformer for Time Series Forecasting Ryo Umagami Yusuke Ono Yusuke Mukuta Tatsuya Harada AI4TS 37 3 0 14 May 2023