MVG-CRPS: A Robust Loss Function for Multivariate Probabilistic Forecasting

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MVG-CRPS: A Robust Loss Function for Multivariate Probabilistic Forecasting

11 October 2024

Vincent Zhihao Zheng

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Papers citing "MVG-CRPS: A Robust Loss Function for Multivariate Probabilistic Forecasting"

15 / 15 papers shown

Title
Likelihood-Free Variational Autoencoders Chen Xu Qiang Wang Lijun Sun DiffM DRL 190 0 0 24 Apr 2025
Multivariate Probabilistic Time Series Forecasting with Correlated Errors Vincent Zhihao Zheng Lijun Sun BDL AI4TS 65 3 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 71 12 0 02 Oct 2023
Better Batch for Deep Probabilistic Time Series Forecasting Vincent Zhihao Zheng Seongjin Choi Lijun Sun AI4TS 52 3 0 26 May 2023
Generative machine learning methods for multivariate ensemble post-processing Jieyu Chen Tim Janke Florian Steinke Sebastian Lerch 69 30 0 26 Sep 2022
A review of predictive uncertainty estimation with machine learning Hristos Tyralis Georgia Papacharalampous UD UQCV 201 45 0 17 Sep 2022
TACTiS: Transformer-Attentional Copulas for Time Series Alexandre Drouin Étienne Marcotte Nicolas Chapados AI4TS 262 39 0 07 Feb 2022
Probabilistic Deep Learning to Quantify Uncertainty in Air Quality Forecasting Abdulmajid Murad F. Kraemer Kerstin Bach Gavin Taylor OOD BDL UQCV 38 12 0 05 Dec 2021
Autoregressive Denoising Diffusion Models for Multivariate Probabilistic Time Series Forecasting Kashif Rasul Calvin Seward Ingmar Schuster Roland Vollgraf DiffM 126 320 0 28 Jan 2021
Deep Learning for Time Series Forecasting: Tutorial and Literature Survey Konstantinos Benidis Syama Sundar Rangapuram Valentin Flunkert Bernie Wang Danielle C. Maddix ... David Salinas Lorenzo Stella François-Xavier Aubet Laurent Callot Tim Januschowski AI4TS 89 197 0 21 Apr 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 120 187 0 14 Feb 2020
High-Dimensional Multivariate Forecasting with Low-Rank Gaussian Copula Processes David Salinas Michael Bohlke-Schneider Laurent Callot Roberto Medico Jan Gasthaus AI4TS 85 229 0 07 Oct 2019
Neural networks for post-processing ensemble weather forecasts S. Rasp Sebastian Lerch 156 347 0 23 May 2018
A Multi-Horizon Quantile Recurrent Forecaster Ruofeng Wen Kari Torkkola Balakrishnan Narayanaswamy Dhruv Madeka BDL AI4TS 63 433 0 29 Nov 2017
DeepAR: Probabilistic Forecasting with Autoregressive Recurrent Networks David Salinas Valentin Flunkert Jan Gasthaus AI4TS UQCV BDL 96 2,134 0 13 Apr 2017

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