Probabilistic Time Series Forecasts with Autoregressive Transformation Models

15 October 2021

Papers citing "Probabilistic Time Series Forecasts with Autoregressive Transformation Models"

6 / 6 papers shown

Title
mixdistreg: An R Package for Fitting Mixture of Experts Distributional Regression with Adaptive First-order Methods David Rügamer 16 0 0 04 Feb 2023
A review of predictive uncertainty estimation with machine learning Hristos Tyralis Georgia Papacharalampous UD UQCV 51 42 0 17 Sep 2022
Why Did This Model Forecast This Future? Closed-Form Temporal Saliency Towards Causal Explanations of Probabilistic Forecasts Chirag Raman Hayley Hung Marco Loog 16 2 0 01 Jun 2022
Deep interpretable ensembles Lucas Kook Andrea Götschi Philipp F. M. Baumann Torsten Hothorn Beate Sick UQCV 17 8 0 25 May 2022
deepregression: a Flexible Neural Network Framework for Semi-Structured Deep Distributional Regression David Rügamer Chris Kolb Cornelius Fritz Florian Pfisterer Philipp Kopper ... Dominik Thalmeier Philipp F. M. Baumann Lucas Kook Nadja Klein Christian L. Müller BDL 8 19 0 06 Apr 2021
Simple and Scalable Predictive Uncertainty Estimation using Deep Ensembles Balaji Lakshminarayanan Alexander Pritzel Charles Blundell UQCV BDL 268 5,652 0 05 Dec 2016