Dynamic Gaussian Mixture based Deep Generative Model For Robust Forecasting on Sparse Multivariate Time Series

Yinjun Wu, Jingchao Ni, Wei Cheng, Bo Zong, Dongjin Song, Zhengzhang Chen, Yanchi Liu, Xuchao Zhang, Haifeng Chen, Susan B. Davidson. Dynamic Gaussian Mixture based Deep Generative Model For Robust Forecasting on Sparse Multivariate Time Series. In Thirty-Fifth AAAI Conference on Artificial Intelligence, AAAI 2021, Thirty-Third Conference on Innovative Applications of Artificial Intelligence, IAAI 2021, The Eleventh Symposium on Educational Advances in Artificial Intelligence, EAAI 2021, Virtual Event, February 2-9, 2021. pages 651-659, AAAI Press, 2021. [doi]

Abstract

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