Search Results for author: Seonkyu Lim

Found 3 papers, 1 papers with code

Bridging Dynamic Factor Models and Neural Controlled Differential Equations for Nowcasting GDP

2 code implementations13 Sep 2024 Seonkyu Lim, Jeongwhan Choi, Noseong Park, Sang-Ha Yoon, ShinHyuck Kang, Young-Min Kim, Hyunjoong Kang

However, DFMs face two main challenges: i) the lack of capturing economic uncertainties such as sudden recessions or booms, and ii) the limitation of capturing irregular dynamics from mixed-frequency data.

Irregular Time Series

Long-term Time Series Forecasting based on Decomposition and Neural Ordinary Differential Equations

no code implementations8 Nov 2023 Seonkyu Lim, Jaehyeon Park, Seojin Kim, Hyowon Wi, Haksoo Lim, Jinsung Jeon, Jeongwhan Choi, Noseong Park

Long-term time series forecasting (LTSF) is a challenging task that has been investigated in various domains such as finance investment, health care, traffic, and weather forecasting.

Time Series Time Series Forecasting +1

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