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.

Sign up for GitHub

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

Update REFERENCES.md #1583

Merged
merged 2 commits into from
Jun 24, 2021
+23 −0
Merged

Update REFERENCES.md #1583

Changes from 1 commit
Commits
Show all changes
2 commits
Select commit Hold shift + click to select a range
48156d6
Update REFERENCES.md
lovvge Jun 23, 2021
a28a786
Merge branch 'master' into lovvge-patch-1
lostella Jun 24, 2021
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
23 changes: 23 additions & 0 deletions REFERENCES.md
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -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)
```
Expand Down