Search Results for author: Étienne Marcotte

Found 3 papers, 3 papers with code

TACTiS-2: Better, Faster, Simpler Attentional Copulas for Multivariate Time Series

1 code implementation2 Oct 2023 Arjun Ashok, Étienne Marcotte, Valentina Zantedeschi, Nicolas Chapados, Alexandre Drouin

We introduce a new model for multivariate probabilistic time series prediction, designed to flexibly address a range of tasks including forecasting, interpolation, and their combinations.

Time Series Time Series Prediction

Regions of Reliability in the Evaluation of Multivariate Probabilistic Forecasts

1 code implementation19 Apr 2023 Étienne Marcotte, Valentina Zantedeschi, Alexandre Drouin, Nicolas Chapados

Multivariate probabilistic time series forecasts are commonly evaluated via proper scoring rules, i. e., functions that are minimal in expectation for the ground-truth distribution.

Time Series Time Series Forecasting

TACTiS: Transformer-Attentional Copulas for Time Series

1 code implementation7 Feb 2022 Alexandre Drouin, Étienne Marcotte, Nicolas Chapados

The estimation of time-varying quantities is a fundamental component of decision making in fields such as healthcare and finance.

Decision Making Time Series +1

Cannot find the paper you are looking for? You can Submit a new open access paper.