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Found 4 papers, 2 papers with code
Deep Switching State Space Model (DS$^3$M) for Nonlinear Time Series Forecasting with Regime Switching
Modern time series data often display complex nonlinear dependencies along with irregular regime-switching behaviors.
Deep Stochastic Volatility Model
We propose a deep stochastic volatility model (DSVM) based on the framework of deep latent variable models.
Electrocardiogram Classification and Visual Diagnosis of Atrial Fibrillation with DenseECG
We trained our model using the publicly available dataset from 2017 PhysioNet Computing in Cardiology(CinC) Challenge containing 8528 single-lead ECG recordings of short-term heart rhythms (9-61s).
Probabilistic Forecasting for Daily Electricity Loads and Quantiles for Curve-to-Curve Regression
When applying to one day ahead forecasting for the French daily electricity load curves, PPC outperform several state-of-the-art predictive methods in terms of forecasting accuracy, coverage rate and average length of the predictive bands.
Methodology Applications
