Dynamic Gaussian Mixture based Deep Generative Model For Robust Forecasting on Sparse Multivariate Time Series.
Yinjun WuJingchao NiWei ChengBo ZongDongjin SongZhengzhang ChenYanchi LiuXuchao ZhangHaifeng ChenSusan B. DavidsonPublished in: AAAI (2021)
Keyphrases
- generative model
- gaussian mixture
- em algorithm
- multivariate time series
- mixture model
- expectation maximization
- probabilistic model
- gaussian mixture model
- bayesian framework
- maximum likelihood
- prior knowledge
- density estimation
- parameter estimation
- probability density function
- temporal data
- temporal patterns
- closed form
- machine learning
- information retrieval
- dimension reduction
- sparse representation
- data sets
- unsupervised learning
- image segmentation
- multiscale
- input image