DeepVARwT: Deep Learning for a VAR Model with Trend

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DeepVARwT: Deep Learning for a VAR Model with Trend

21 September 2022

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Papers citing "DeepVARwT: Deep Learning for a VAR Model with Trend"

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Title
High-Dimensional Multivariate Forecasting with Low-Rank Gaussian Copula Processes David Salinas Michael Bohlke-Schneider Laurent Callot Roberto Medico Jan Gasthaus AI4TS 71 229 0 07 Oct 2019
Deep Factors for Forecasting Bernie Wang Alex Smola Danielle C. Maddix Jan Gasthaus Dean Phillips Foster Tim Januschowski BDL 77 174 0 28 May 2019
DeepAR: Probabilistic Forecasting with Autoregressive Recurrent Networks David Salinas Valentin Flunkert Jan Gasthaus AI4TS UQCV BDL 83 2,123 0 13 Apr 2017
Variational Inference with Normalizing Flows Danilo Jimenez Rezende S. Mohamed DRL BDL 318 4,196 0 21 May 2015