VAEneu: a new avenue for VAE application on probabilistic forecasting
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DOI: 10.1007/s10489-024-06203-5
Abstract: This paper introduces VAEneu, a novel autoregressive method for multistep ahead univariate probabilistic time series forecasting, designed to address the challenges of generating sharp and well-calibrated probabilistic forecasts without assuming a specific parametric form for… read more here.
Keywords: forecasting; new avenue; probabilistic forecasting; avenue vae ... See more keywords