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Problem: the important frequency information is lack of effective modelling. ?? what is frequency information in time series? and why other models don 阅读全文
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FROM Amazon research Germany PROBLEM probabilistic forecasting: estimate the probability distribution of a time series in future. INTRODUCTION a globa 阅读全文
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2017 NIPS, time series workshop traditional methods: ARIMA. Seq2Seq quantile forecast; RELATED WORK DeepAR, probabilistic forecasting with encoder-dec 阅读全文
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data > knowledge Are all patterns interesting? No. only a small fraction of the patterns potentially generated would actually be of interest to a give 阅读全文