Deep Factors for Forecasting

Published in Proceedings of the 36th International Conference on Machine Learning (ICML), 2019

Recommended citation: Wang, Y., Smola, A., Maddix, D.C., Gasthaus, J., Foster, D. (2019). "Deep Factors for Forecasting." Proceedings of the 39th International Conference on Machine Learning (ICML), PMLR. 97:6607-6617. http://proceedings.mlr.press/v97/wang19k/wang19k.pdf

Our Deep Factor code is in GluonTS.