Think Globally, Act Locally: A Deep Neural Network Approach to High-Dimensional Time Series Forecasting

Rajat Sen, Hsiang-Fu Yu, Inderjit S. Dhillon. Think Globally, Act Locally: A Deep Neural Network Approach to High-Dimensional Time Series Forecasting. In Hanna M. Wallach, Hugo Larochelle, Alina Beygelzimer, Florence d'Alché-Buc, Edward A. Fox, Roman Garnett, editors, Advances in Neural Information Processing Systems 32: Annual Conference on Neural Information Processing Systems 2019, NeurIPS 2019, 8-14 December 2019, Vancouver, BC, Canada. pages 4838-4847, 2019. [doi]

Abstract

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