1 code implementation • 2 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.
1 code implementation • 19 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.
1 code implementation • 7 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.