Towards Better Long-range Time Series Forecasting using Generative Forecasting.

Shiyu Liu Rohan Ghosh Mehul Motani

Published in: CoRR (2022)

Keyphrases

long range
arima model
short range
forecasting model
generative model
short term
conditional random fields
artificial neural networks
exchange rate
hybrid model
long range correlations
long range interactions
fractional brownian motion
long term
moving average
neural network
graphical models
pairwise