Probabilistic Time Series Forecasts with Autoregressive Transformation Models (Q88049): Difference between revisions

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18 July 2023
Timestamp+2023-07-18T00:00:00Z
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Property / publication date: 18 July 2023 / rank
 
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Property / author
 
Property / author: David Rügamer / rank
 
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Property / author: Philipp F. M. Baumann / rank
 
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Property / author: Thomas Kneib / rank
 
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Property / DOI
 
Property / DOI: 10.1007/s11222-023-10212-8 / rank
 
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Property / title
 
Probabilistic time series forecasts with autoregressive transformation models (English)
Property / title: Probabilistic time series forecasts with autoregressive transformation models (English) / rank
 
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Property / zbMATH Open document ID
 
Property / zbMATH Open document ID: 1516.62028 / rank
 
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Property / published in: Statistics and Computing / rank
 
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Property / full work available at URL
 
Property / full work available at URL: https://arxiv.org/abs/2110.08248 / rank
 
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Property / Mathematics Subject Classification ID: 62-08 / rank
 
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Property / Mathematics Subject Classification ID: 62M10 / rank
 
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Property / Mathematics Subject Classification ID: 62M20 / rank
 
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Property / zbMATH DE Number: 7713781 / rank
 
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Property / zbMATH Keywords
 
semiparametric models
Property / zbMATH Keywords: semiparametric models / rank
 
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Property / zbMATH Keywords
 
conditional density estimation
Property / zbMATH Keywords: conditional density estimation / rank
 
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Property / zbMATH Keywords
 
distributional regression
Property / zbMATH Keywords: distributional regression / rank
 
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Property / zbMATH Keywords
 
normalizing flows
Property / zbMATH Keywords: normalizing flows / rank
 
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Latest revision as of 00:43, 30 April 2024

scientific article from arXiv
Language Label Description Also known as
English
Probabilistic Time Series Forecasts with Autoregressive Transformation Models
scientific article from arXiv

    Statements

    15 October 2021
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    18 July 2023
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    cs.LG
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    Probabilistic time series forecasts with autoregressive transformation models (English)
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    semiparametric models
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    conditional density estimation
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    distributional regression
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    normalizing flows
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