Search Results for author: Shane Bergsma

Found 8 papers, 1 papers with code

SutraNets: Sub-series Autoregressive Networks for Long-Sequence, Probabilistic Forecasting

no code implementations NeurIPS 2023 Shane Bergsma, Timothy Zeyl, Lei Guo

We find SutraNets to significantly improve forecasting accuracy over competitive alternatives on six real-world datasets, including when we vary the number of sub-series and scale up the depth and width of the underlying sequence models.

Time Series

C2FAR: Coarse-to-Fine Autoregressive Networks for Precise Probabilistic Forecasting

1 code implementation22 Dec 2023 Shane Bergsma, Timothy Zeyl, Javad Rahimipour Anaraki, Lei Guo

We present coarse-to-fine autoregressive networks (C2FAR), a method for modeling the probability distribution of univariate, numeric random variables.

Anomaly Detection Time Series

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