Probabilistic Forecasting with Spline Quantile Function RNNs.
Jan GasthausKonstantinos BenidisYuyang WangSyama Sundar RangapuramDavid SalinasValentin FlunkertTim JanuschowskiPublished in: AISTATS (2019)
Keyphrases
- recurrent neural networks
- short term
- probabilistic model
- bayesian networks
- spline interpolation
- uncertain data
- weather forecasting
- multiresolution
- b spline
- least squares
- support vector regression
- piecewise affine
- medium term
- dual space
- autoregressive model
- early warning
- probabilistic logic
- neural network
- posterior probability
- back propagation
- data driven
- graphical models