Deep Probabilistic Time Series Forecasting using Augmented Recurrent Input for Dynamic Systems

no code implementations • 3 Jun 2021 • Haitao Liu, Changjun Liu, Xiaomo Jiang, Xudong Chen, Shuhua Yang, Xiaofang Wang

Thereafter, we first investigate the methodological characteristics of the proposed deep probabilistic sequence model on toy cases, and then comprehensively demonstrate the superiority of our model against existing deep probabilistic SSM models through extensive numerical experiments on eight system identification benchmarks from various dynamic systems.

Management Probabilistic Time Series Forecasting +1