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High-Dimensional Multivariate Forecasting with Low-Rank Gaussian Copula Processes

Neural Information Processing Systems (NeurIPS), 2019

7 October 2019

David Salinas

Michael Bohlke-Schneider

Papers citing "High-Dimensional Multivariate Forecasting with Low-Rank Gaussian Copula Processes"

50 / 134 papers shown

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Attention Factors for Statistical Arbitrage Elliot L. Epstein Rose Wang Jaewon Choi Markus Pelger 56 0 0 13 Oct 2025
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From Samples to Scenarios: A New Paradigm for Probabilistic Forecasting Xilin Dai Zhijian Xu Wanxu Cai Qiang Xu AI4TS 162 0 0 24 Sep 2025
Diffusion and Flow-based Copulas: Forgetting and Remembering Dependencies David Huk Theodoros Damoulas 112 0 0 24 Sep 2025
Beyond Marginals: Learning Joint Spatio-Temporal Patterns for Multivariate Anomaly Detection Padmaksha Roy Almuatazbellah M. Boker Lamine Mili AI4TS 56 0 0 18 Sep 2025
AI and the Net-Zero Journey: Energy Demand, Emissions, and the Potential for Transition Pandu Devarakota Nicolas Tsesmetzis Faruk O. Alpak Apurva Gala Detlef Hohl 75 0 0 14 Jul 2025
STOAT: Spatial-Temporal Probabilistic Causal Inference Network Yang Yang Du Yin Hao Xue Flora D. Salim BDL AI4TS 224 0 0 11 Jun 2025
End-to-End Probabilistic Framework for Learning with Hard Constraints Utkarsh Utkarsh Danielle C. Maddix Ruijun Ma Michael W. Mahoney Yuyang Wang AI4TS BDL 292 1 0 08 Jun 2025
A Set-Sequence Model for Time Series Elliot L. Epstein Apaar Sadhwani Kay Giesecke AI4TS BDL 185 1 0 16 May 2025
Towards High Resolution Probabilistic Coastal Inundation Forecasting from Sparse Observations Kazi Ashik Islam Zakaria Mehrab Mahantesh Halappanavar H. Mortveit Sridhar Katragadda Jon Derek Loftis Madhav V. Marathe Madhav V. Marathe DiffM AI4CE 191 0 0 08 May 2025
Online Multivariate Regularized Distributional Regression for High-dimensional Probabilistic Electricity Price Forecasting Simon Hirsch 574 2 0 03 Apr 2025
Probabilistic Forecasting via Autoregressive Flow Matching Ahmed El-Gazzar Marcel van Gerven AI4TS 216 1 0 13 Mar 2025
Dynamical Diffusion: Learning Temporal Dynamics with Diffusion ModelsInternational Conference on Learning Representations (ICLR), 2025 Xingzhuo Guo Yu Zhang Baixu Chen Haoran Xu Chao Guo Mingsheng Long DiffM AI4TS 317 6 0 02 Mar 2025
Optimal Stochastic Trace Estimation in Generative ModelingInternational Conference on Artificial Intelligence and Statistics (AISTATS), 2025 Xinyang Liu Hengrong Du Wei Deng Ruqi Zhang AI4TS 235 0 0 26 Feb 2025
Spatiotemporal Forecasting in Climate Data Using EOFs and Machine Learning Models: A Case Study in Chile Mauricio Herrera Francisca Kleisinger Andrés Wilsón 168 0 0 21 Feb 2025
Coherent Hierarchical Probabilistic Forecasting of Electric Vehicle Charging DemandIEEE transactions on industry applications (IEEE Trans. Ind. Appl.), 2024 Kedi Zheng Hanwei Xu Zeyang Long Yijiao Wang Qixin Chen AI4TS 302 5 0 01 Nov 2024
Strada-LLM: Graph LLM for traffic prediction Seyed Mohamad Moghadas Yangxintong Lyu Alexandre Alahi Alexandre Alahi AI4TS 440 4 0 28 Oct 2024
MVG-CRPS: A Robust Loss Function for Multivariate Probabilistic Forecasting Vincent Zhihao Zheng Lijun Sun AI4TS 278 7 0 11 Oct 2024
Channel-aware Contrastive Conditional Diffusion for Multivariate Probabilistic Time Series Forecasting Siyang Li Yize Chen Hui Xiong DiffM AI4TS 171 1 0 03 Oct 2024
Generative AI-driven forecasting of oil production Yash Gandhi Kexin Zheng Birendra Jha K. Nomura A. Nakano P. Vashishta R. Kalia 172 1 0 24 Sep 2024
The Digital Transformation in Health: How AI Can Improve the Performance of Health SystemsHealth systems and reform (HSR), 2024 África Periánez Ana Fernández del Río Ivan Nazarov Enric Jané Moiz Hassan Aditya Rastogi Dexian Tang 209 18 0 24 Sep 2024
Recurrent Interpolants for Probabilistic Time Series Prediction Yu Chen Marin Biloš Sarthak Mittal Wei Deng Kashif Rasul Anderson Schneider BDL DiffM AI4TS 178 1 0 18 Sep 2024
Interpretable mixture of experts for time series prediction under recurrent and non-recurrent conditions Zemian Ke Haocheng Duan Sean Qian AI4TS MoE 109 8 0 05 Sep 2024
Adaptive User Journeys in Pharma E-Commerce with Reinforcement Learning: Insights from SwipeRx Ana Fernández del Río Michael Brennan Leong Paulo Saraiva Ivan Nazarov Aditya Rastogi Moiz Hassan Dexian Tang África Periánez OffRL OnRL 183 2 0 15 Aug 2024
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Robust Multivariate Time Series Forecasting against Intra- and Inter-Series Transitional Shift Hui He Tao Gui Kun Yi Xiaojun Xue Shoujin Wang Liang Hu Longbin Cao OOD AI4TS 195 0 0 18 Jul 2024
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Stochastic Diffusion: A Diffusion Probabilistic Model for Stochastic Time Series Forecasting Yuansan Liu S. Wijewickrema Dongting Hu C. Bester Stephen O'Leary James Bailey MedIm DiffM 249 2 0 05 Jun 2024
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RobustTSF: Towards Theory and Design of Robust Time Series Forecasting with Anomalies Hao Cheng Qingsong Wen Yang Liu Liang Sun OOD AI4TS 190 13 0 03 Feb 2024
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The Rise of Diffusion Models in Time-Series Forecasting Caspar Meijer Lydia Y. Chen DiffM AI4TS 202 21 0 05 Jan 2024
SutraNets: Sub-series Autoregressive Networks for Long-Sequence, Probabilistic Forecasting Shane Bergsma Timothy J. Zeyl Lei Guo AI4TS 236 10 0 22 Dec 2023
C2FAR: Coarse-to-Fine Autoregressive Networks for Precise Probabilistic Forecasting Shane Bergsma Timothy J. Zeyl J. R. Anaraki Lei Guo BDL AI4TS 228 17 0 22 Dec 2023
Deep Non-Parametric Time Series Forecaster Syama Sundar Rangapuram Jan Gasthaus Lorenzo Stella Valentin Flunkert David Salinas Yuyang Wang Tim Januschowski AI4TS 145 7 0 22 Dec 2023
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ProbTS: Benchmarking Point and Distributional Forecasting across Diverse Prediction HorizonsNeural Information Processing Systems (NeurIPS), 2023 Jiawen Zhang Xumeng Wen Zhenwei Zhang Shun Zheng Jia Li Jiang Bian AI4TS 271 15 0 11 Oct 2023
Pushing the Limits of Pre-training for Time Series Forecasting in the CloudOps Domain Gerald Woo Chenghao Liu Akshat Kumar Doyen Sahoo AI4TS AI4CE 295 18 0 08 Oct 2023
Perceiver-based CDF Modeling for Time Series Forecasting Cat P. Le Chris Cannella Ali Hasan Yuting Ng Vahid Tarokh AI4TS 211 1 0 03 Oct 2023
TACTiS-2: Better, Faster, Simpler Attentional Copulas for Multivariate Time SeriesInternational Conference on Learning Representations (ICLR), 2023 Arjun Ashok Étienne Marcotte Valentina Zantedeschi Nicolas Chapados Alexandre Drouin AI4TS 232 24 0 02 Oct 2023

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High-Dimensional Multivariate Forecasting with Low-Rank Gaussian Copula Processes

Papers citing "High-Dimensional Multivariate Forecasting with Low-Rank Gaussian Copula Processes"