TACTiS: Transformer-Attentional Copulas for Time Series

Alexandre Drouin, Étienne Marcotte, Nicolas Chapados. TACTiS: Transformer-Attentional Copulas for Time Series. In Kamalika Chaudhuri, Stefanie Jegelka, Le Song, Csaba Szepesvári, Gang Niu 0001, Sivan Sabato, editors, International Conference on Machine Learning, ICML 2022, 17-23 July 2022, Baltimore, Maryland, USA. Volume 162 of Proceedings of Machine Learning Research, pages 5447-5493, PMLR, 2022. [doi]

Abstract

Abstract is missing.