Time-Series Imputation with Wasserstein Interpolation for Optimal Look-Ahead-Bias and Variance Tradeoff

25 February 2021

Papers citing "Time-Series Imputation with Wasserstein Interpolation for Optimal Look-Ahead-Bias and Variance Tradeoff"

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Title
Recurrent Neural Networks for Multivariate Time Series with Missing Values Zhengping Che S. Purushotham Kyunghyun Cho David Sontag Yan Liu AI4TS 246 1,900 0 06 Jun 2016