Deep State Space Models for Time Series Forecasting

Syama Sundar Rangapuram, Matthias W. Seeger, Jan Gasthaus, Lorenzo Stella, Yuyang Wang, Tim Januschowski. Deep State Space Models for Time Series Forecasting. In Samy Bengio, Hanna M. Wallach, Hugo Larochelle, Kristen Grauman, Nicolò Cesa-Bianchi, Roman Garnett, editors, Advances in Neural Information Processing Systems 31: Annual Conference on Neural Information Processing Systems 2018, NeurIPS 2018, 3-8 December 2018, Montréal, Canada. pages 7796-7805, 2018. [doi]

Abstract

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