Probabilistic Time Series Forecasts with Autoregressive Transformation
Models

Probabilistic Time Series Forecasts with Autoregressive Transformation Models

15 October 2021

Philipp F. M. Baumann

Torsten Hothorn

Papers citing "Probabilistic Time Series Forecasts with Autoregressive Transformation Models"

10 / 10 papers shown

Title
How Inverse Conditional Flows Can Serve as a Substitute for Distributional Regression Lucas Kook Chris Kolb Philipp Schiele Daniel Dold Marcel Arpogaus ... Philipp F. M. Baumann Philipp Kopper Tobias Pielok Emilio Dorigatti David Rügamer BDL AI4TS 34 1 0 08 May 2024
mixdistreg: An R Package for Fitting Mixture of Experts Distributional Regression with Adaptive First-order Methods David Rügamer 35 0 0 04 Feb 2023
Estimating Conditional Distributions with Neural Networks using R package deeptrafo Lucas Kook Philipp F. M. Baumann Oliver Durr Beate Sick David Rügamer 24 6 0 24 Nov 2022
A review of predictive uncertainty estimation with machine learning Hristos Tyralis Georgia Papacharalampous UD UQCV 56 43 0 17 Sep 2022
Why Did This Model Forecast This Future? Closed-Form Temporal Saliency Towards Causal Explanations of Probabilistic Forecasts Chirag Raman Hayley Hung Marco Loog 24 3 0 01 Jun 2022
Deep interpretable ensembles Lucas Kook Andrea Götschi Philipp F. M. Baumann Torsten Hothorn Beate Sick UQCV 30 8 0 25 May 2022
Distributional Gradient Boosting Machines Alexander März Thomas Kneib AI4CE 23 7 0 02 Apr 2022
Bernstein Flows for Flexible Posteriors in Variational Bayes Oliver Durr Stephan Hörling Daniel Dold Ivonne Kovylov Beate Sick BDL 13 4 0 11 Feb 2022
deepregression: a Flexible Neural Network Framework for Semi-Structured Deep Distributional Regression David Rügamer Chris Kolb Cornelius Fritz Florian Pfisterer Philipp Kopper ... Dominik Thalmeier Philipp F. M. Baumann Lucas Kook Nadja Klein Christian L. Müller BDL 16 19 0 06 Apr 2021
Simple and Scalable Predictive Uncertainty Estimation using Deep Ensembles Balaji Lakshminarayanan Alexander Pritzel Charles Blundell UQCV BDL 276 5,661 0 05 Dec 2016