Search Results for author: Max Nihlén Ramström

Found 1 papers, 0 papers with code

VQ-AR: Vector Quantized Autoregressive Probabilistic Time Series Forecasting

no code implementations31 May 2022 Kashif Rasul, Young-Jin Park, Max Nihlén Ramström, Kyung-Min Kim

Time series models aim for accurate predictions of the future given the past, where the forecasts are used for important downstream tasks like business decision making.

Decision Making Inductive Bias +3

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