DE-RNN: Forecasting the Probability Density Function of Nonlinear Time Series

Kyongmin Yeo, Igor Melnyk, Nam Nguyen, Eun-Kyung Lee. DE-RNN: Forecasting the Probability Density Function of Nonlinear Time Series. In IEEE International Conference on Data Mining, ICDM 2018, Singapore, November 17-20, 2018. pages 697-706, IEEE Computer Society, 2018. [doi]

Authors

Kyongmin Yeo

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Igor Melnyk

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Nam Nguyen

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Eun-Kyung Lee

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