diff --git a/REFERENCES.md b/REFERENCES.md index 136f922149..25c0252480 100644 --- a/REFERENCES.md +++ b/REFERENCES.md @@ -20,6 +20,29 @@ chronographically. ## Methods A number of the below methods are available in GluonTS. +### Optimization methods for time series +``` +@inproceedings{rangapuram2021, + Author = {Yucheng Lu, Youngsuk Park, Lifan Chen, Yuyang Wang, Christopher De Sa, Dean Foster}, + Booktitle = {International Conference on Machine Learning}, + Title = {Variance Reduced Training with Stratified Sampling for Forecasting Models}, + Year = {2021} +} +``` + + +### Hierarchical forecasting models +``` +@inproceedings{rangapuram2021, + Author = {Syama S. Rangapuram, Lucien D Werner, Konstantinos Benidis, Pedro Mercado, Jan Gasthaus, Tim Januschowski}, + Booktitle = {International Conference on Machine Learning}, + Title = {End-to-End Learning of Coherent Probabilistic Forecasts for Hierarchical Time Series}, + Year = {2021} +} +``` + + + ### Multi-variate forecasting models [Normalizing Kalman Filters](https://papers.nips.cc/paper/2020/hash/1f47cef5e38c952f94c5d61726027439-Abstract.html) ```