Probabilistic Forecasting with Spline Quantile Function RNNs

Jan Gasthaus, Konstantinos Benidis, Yuyang Wang, Syama Sundar Rangapuram, David Salinas, Valentin Flunkert, Tim Januschowski. Probabilistic Forecasting with Spline Quantile Function RNNs. In Kamalika Chaudhuri, Masashi Sugiyama, editors, The 22nd International Conference on Artificial Intelligence and Statistics, AISTATS 2019, 16-18 April 2019, Naha, Okinawa, Japan. Volume 89 of Proceedings of Machine Learning Research, pages 1901-1910, PMLR, 2019. [doi]

Abstract

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