Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

add more references #1174

Merged
merged 3 commits into from
Nov 28, 2020
Merged
Changes from 1 commit
Commits
File filter

Filter by extension

Filter by extension

Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
87 changes: 75 additions & 12 deletions REFERENCES.md
Original file line number Diff line number Diff line change
Expand Up @@ -6,6 +6,17 @@ chronographically.
## Methods
A number of the below methods are available in GluonTS.

### Multi-variate forecasting models
[Normalizing Kalman Filters](https://papers.nips.cc/paper/2020/hash/1f47cef5e38c952f94c5d61726027439-Abstract.html)
```
@inproceedings{bezene2020nkf,
Author = {Emmanuel de B\'{e}zenac, Syama S. Rangapuram, Konstantinos Benidis, Michael Bohlke-Schneider, Richard Kurle, Lorenzo Stella, Hilaf Hasson, Patrick Gallinari, Tim Januschowski},
Booktitle = {Advances in Neural Information Processing Systems},
Title = {Normalizing Kalman Filters for Multivariate Time Series Analysis},
Year = {2020}
}
```

[A multivariate forecasting model](https://arxiv.org/abs/1910.03002)
```
@inproceedings{salinas2019high,
Expand All @@ -16,16 +27,9 @@ A number of the below methods are available in GluonTS.
}
```

Normalizing Kalman Filters
```
@inproceedings{bezene2020nkf,
Author = {Emmanuel de B\'{e}zenac, Syama S. Rangapuram, Konstantinos Benidis, Michael Bohlke-Schneider, Richard Kurle, Lorenzo Stella, Hilaf Hasson, Patrick Gallinari, Tim Januschowski},
Booktitle = {Advances in Neural Information Processing Systems},
Title = {Normalizing Kalman Filters for Multivariate Time Series Analysis},
Year = {2020}
}
```
Particle Filters
### Deep Probabilistic forecasting models

[Particle Filters](https://proceedings.neurips.cc/paper/2020/hash/afb0b97df87090596ae7c503f60bb23f-Abstract.html)
```
@inproceedings{kurle20,
Author = {Richard Kurle, Syama Rangapuram, Emmanuel de Bezenac, Stepuhan Günnemann, Jan Gasthaus},
Expand Down Expand Up @@ -74,6 +78,39 @@ Particle Filters
Year = {2018}
}
```

[Intermittent Demand Forecasting with Renewal Processes](https://arxiv.org/pdf/2010.01550.pdf)
```
@inproceedings{turkmen2020idf,
Author = {T\"{u}rkmen, Ali Caner and Januschowski, Tim and Wang, Yuang and Cemgil, Ali Taylan,
Booktitle = {arxiv,
Title = {Intermittent Demand Forecasting with Renewal Processes},
Year = {2020}
}
```

[Using categorical distributions in forecasting](https://arxiv.org/abs/2005.10111)
```
@inproceedings{rabanser2020discrete,
Author = {Rabanser, Stephan and Januschowski, Tim and Salinas, David and Flunkert, Valentin and Gasthaus, Jan,
Booktitle = {KDD Workshop on Mining and Learning From Time Series},
Title = {The Effectiveness of Discretization in Forecasting: An Empirical Study on Neural Time Series Models},
Year = {2020}
}
```

### Anomaly detection models
[Distributional Time Series Models for Anomaly Detection](https://arxiv.org/abs/2007.15541)
```
@inproceedings{ayed20anomaly,
Author = {Ayed, Fadhel and Stella, Lorenzo and Januschowski, Tim and Gasthaus, Jan,
Booktitle = {AIOPs},
Title = {Anomaly Detection at Scale: The Case for Deep Distributional Time Series Models},
Year = {2020}
}
```

### Prior, related work
[A scalable state space model. Note that code for this model
is currently not available in GluonTS.](https://papers.nips.cc/paper/6313-bayesian-intermittent-demand-forecasting-for-large-inventories)
```
Expand All @@ -88,10 +125,25 @@ is currently not available in GluonTS.](https://papers.nips.cc/paper/6313-bayesi





## Tutorials
Tutorials are available in bibtex and with accompanying material,
in particular slides, linked from below.


### WWWW 2020
[paper](https://dl.acm.org/doi/10.1145/3366424.3383118)
[slides](https://lovvge.github.io/Forecasting-Tutorial-WWW-2020/)
```
@inproceedings{faloutsos2020forecasting,
author = {Faloutsos, Christos and Flunkert, Valentin and Gasthaus, Jan and Januschowski, Tim and Wang, Yuyang},
title = {Forecasting Big Time Series: Theory and Practice},
year = {2020},
booktitle = {Companion Proceedings of the Web Conference 2020},
pages = {320–321},
series = {WWW '20}
}
```
### KDD 2019
[paper](https://dl.acm.org/citation.cfm?id=3332289)
[slides](https://lovvge.github.io/Forecasting-Tutorial-KDD-2019/)
Expand Down Expand Up @@ -194,6 +246,16 @@ pages = {42-47}
```

## System Aspects
[Resilient neural forecasting system.](https://dl.acm.org/doi/abs/10.1145/3399579.3399869)
```
@article{bohlke2020resilient,
Author = {Bohlke-Schneider, Michael and Kapoor, Shubham and Januschowski, Tim},
Journal = {DEEM'20: Proeccdings of the Fourth International Workshop on Data Management for End-to-End Machine Learning},
Title = {Resilient Neural Forecasting Systems},
Year = {2020}
}
```

[A large-scale retail forecasting system.](http://www.vldb.org/pvldb/vol10/p1694-schelter.pdf)
```
@article{bose2017probabilistic,
Expand All @@ -205,4 +267,5 @@ pages = {42-47}
Volume = {10},
Year = {2017}
}
```
```