Multivariate Quantile Function Forecaster

23 February 2022

Kelvin K. Kan

Franccois-Xavier Aubet

Papers citing "Multivariate Quantile Function Forecaster"

24 / 24 papers shown

Title
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 104 40 0 12 Nov 2021
Probabilistic Time Series Forecasting with Implicit Quantile Networks Adele Gouttes Kashif Rasul Mateusz Koren Johannes Stephan T. Naghibi BDL AI4TS 33 24 0 08 Jul 2021
An Introduction to Deep Generative Modeling Lars Ruthotto E. Haber AI4CE 85 227 0 09 Mar 2021
Variance Reduced Training with Stratified Sampling for Forecasting Models Yucheng Lu Youngsuk Park Lifan Chen Bernie Wang Christopher De Sa Dean Phillips Foster AI4TS 55 17 0 02 Mar 2021
Domain Adaptation for Time Series Forecasting via Attention Sharing Xiaoyong Jin Youngsuk Park Danielle C. Maddix Bernie Wang Xifeng Yan TTA OOD AI4TS 128 76 0 13 Feb 2021
Autoregressive Denoising Diffusion Models for Multivariate Probabilistic Time Series Forecasting Kashif Rasul Calvin Seward Ingmar Schuster Roland Vollgraf DiffM 91 315 0 28 Jan 2021
Convex Potential Flows: Universal Probability Distributions with Optimal Transport and Convex Optimization Chin-Wei Huang Ricky T. Q. Chen Christos Tsirigotis Aaron Courville OT 158 98 0 10 Dec 2020
MQTransformer: Multi-Horizon Forecasts with Context Dependent and Feedback-Aware Attention Carson Eisenach Yagna Patel Dhruv Madeka AI4TS 33 37 0 30 Sep 2020
Structured Policy Iteration for Linear Quadratic Regulator Youngsuk Park Ryan A. Rossi Zheng Wen Gang Wu Handong Zhao OffRL 28 19 0 13 Jul 2020
OT-Flow: Fast and Accurate Continuous Normalizing Flows via Optimal Transport Derek Onken Samy Wu Fung Xingjian Li Lars Ruthotto OT 42 159 0 29 May 2020
Multivariate Probabilistic Time Series Forecasting via Conditioned Normalizing Flows Kashif Rasul Abdul-Saboor Sheikh Ingmar Schuster Urs M. Bergmann Roland Vollgraf BDL AI4TS AI4CE 89 185 0 14 Feb 2020
Temporal Fusion Transformers for Interpretable Multi-horizon Time Series Forecasting Bryan Lim Sercan O. Arik Nicolas Loeff Tomas Pfister AI4TS 102 1,449 0 19 Dec 2019
PyTorch: An Imperative Style, High-Performance Deep Learning Library Adam Paszke Sam Gross Francisco Massa Adam Lerer James Bradbury ... Sasank Chilamkurthy Benoit Steiner Lu Fang Junjie Bai Soumith Chintala ODL 384 42,299 0 03 Dec 2019
High-Dimensional Multivariate Forecasting with Low-Rank Gaussian Copula Processes David Salinas Michael Bohlke-Schneider Laurent Callot Roberto Medico Jan Gasthaus AI4TS 54 226 0 07 Oct 2019
Optimal transport mapping via input convex neural networks Ashok Vardhan Makkuva Amirhossein Taghvaei Sewoong Oh Jason D. Lee OT 40 200 0 28 Aug 2019
Enhancing the Locality and Breaking the Memory Bottleneck of Transformer on Time Series Forecasting Shiyang Li Xiaoyong Jin Yao Xuan Xiyou Zhou Wenhu Chen Yu Wang Xifeng Yan AI4TS 79 1,410 0 29 Jun 2019
Sum-of-Squares Polynomial Flow P. Jaini Kira A. Selby Yaoliang Yu TPM 48 142 0 07 May 2019
Implicit Quantile Networks for Distributional Reinforcement Learning Will Dabney Georg Ostrovski David Silver Rémi Munos OffRL 117 531 0 14 Jun 2018
A Multi-Horizon Quantile Recurrent Forecaster Ruofeng Wen Kari Torkkola Balakrishnan Narayanaswamy Dhruv Madeka BDL AI4TS 59 429 0 29 Nov 2017
Masked Autoregressive Flow for Density Estimation George Papamakarios Theo Pavlakou Iain Murray 191 1,351 0 19 May 2017
DeepAR: Probabilistic Forecasting with Autoregressive Recurrent Networks David Salinas Valentin Flunkert Jan Gasthaus AI4TS UQCV BDL 81 2,101 0 13 Apr 2017
Input Convex Neural Networks Brandon Amos Lei Xu J. Zico Kolter 275 619 0 22 Sep 2016
Monge-Kantorovich Depth, Quantiles, Ranks, and Signs Victor Chernozhukov Alfred Galichon Marc Hallin Marc Henry 135 244 0 29 Dec 2014
RNADE: The real-valued neural autoregressive density-estimator Benigno Uria Iain Murray Hugo Larochelle 95 238 0 02 Jun 2013