Modeling Extreme Events in Time Series Prediction

2019-kdd 2019 Daizong Ding (Fudan University);Mi Zhang (Fudan University);Xudong Pan (Fudan University);Min Yang (School of Computer ScienceFudan University);Xiangnan He (University of Science and Technology of China);

Time series prediction is an intensively studied topic in data mining. In spite of the considerable improvements, recent deep learning-based methods overlook the existence of extreme events, which result in weak performance when applying them to real time series... (read more)

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