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DeepAR: Probabilistic Forecasting with Autoregressive Recurrent Networks

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Authors: Valentin Flunkert, David Salinas, Jan Gasthaus
Year: 2017
Journal: International Journal of Forecasting
DOI: 10.1016/j.ijforecast.2019.07.001
Publisher: https://arxiv.org/abs/1704.04110

Keywords: deepar, forecasting

Abstract

We present DeepAR a probabilistic forecasting method.

Cite this paper

bibtex
@misc{deepar2017,
  title  = {DeepAR: Probabilistic Forecasting with Autoregressive Recurrent Networks},
  author = {Valentin Flunkert, David Salinas, Jan Gasthaus},
  year   = {2017},
  journal = {International Journal of Forecasting},
  doi    = {10.1016/j.ijforecast.2019.07.001},
  url    = {https://doi.org/10.1016/j.ijforecast.2019.07.001},
}

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Released under the MIT License.