Regions of Reliability in the Evaluation of Multivariate Probabilistic Forecasts

19 April 2023

Papers citing "Regions of Reliability in the Evaluation of Multivariate Probabilistic Forecasts"

7 / 7 papers shown

Title
Online Multivariate Regularized Distributional Regression for High-dimensional Probabilistic Electricity Price Forecasting Simon Hirsch 47 0 0 03 Apr 2025
Has the Deep Neural Network learned the Stochastic Process? An Evaluation Viewpoint H. Kumar Beomseok Kang Biswadeep Chakraborty Saibal Mukhopadhyay 54 0 0 28 Jan 2025
Multivariate Probabilistic Time Series Forecasting with Correlated Errors Vincent Zhihao Zheng Lijun Sun BDL AI4TS 34 2 0 01 Feb 2024
TACTiS-2: Better, Faster, Simpler Attentional Copulas for Multivariate Time Series Arjun Ashok Étienne Marcotte Valentina Zantedeschi Nicolas Chapados Alexandre Drouin AI4TS 32 11 0 02 Oct 2023
A Look at the Evaluation Setup of the M5 Forecasting Competition Hansika Hewamalage Pablo Montero-Manso Christoph Bergmeir Rob J. Hyndman 70 3 0 08 Aug 2021
Temporal Latent Auto-Encoder: A Method for Probabilistic Multivariate Time Series Forecasting Nam H. Nguyen Brian Quanz BDL AI4TS 137 66 0 25 Jan 2021
Multivariate Forecasting Evaluation: On Sensitive and Strictly Proper Scoring Rules F. Ziel Kevin Berk AI4TS 83 28 0 16 Oct 2019