Guo-Jun Qi, Jiliang Tang, Jingdong Wang, Jiebo Luo. Mixture Factorized Ornstein-Uhlenbeck Processes for Time-Series Forecasting. In Proceedings of the 23rd ACM SIGKDD International Conference on Knowledge Discovery and Data Mining, Halifax, NS, Canada, August 13 - 17, 2017. pages 987-995, ACM, 2017. [doi]
Abstract is missing.