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History Marginalization Improves Forecasting in Variational Recurrent Neural Networks

Deep probabilistic time series forecasting models have become an integral part of machine learning. While several powerful generative models have been proposed, we provide evidence that their associated inference models are oftentimes too limited and cause the generative model to predict mode-averag...

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Detalles Bibliográficos
Autores principales: Qiu, Chen, Mandt, Stephan, Rudolph, Maja
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2021
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8700018/
https://www.ncbi.nlm.nih.gov/pubmed/34945869
http://dx.doi.org/10.3390/e23121563