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Deep State Space Models for Time Series Forecasting

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Authors: Rajat Sen, Hsiang-Fu Yu, Inderjit S. Dhillon
Year: 2017
Journal: AAAI
DOI: 10.1609/aaai.v33i01.33011001
Publisher: https://www.cs.utexas.edu/~rofuyu/papers/aaai19.pdf

Keywords: deep-state, state-space

Abstract

We present deep state space models for time series forecasting.

Cite this paper

bibtex
@misc{deepstate2017,
  title  = {Deep State Space Models for Time Series Forecasting},
  author = {Rajat Sen, Hsiang-Fu Yu, Inderjit S. Dhillon},
  year   = {2017},
  journal = {AAAI},
  doi    = {10.1609/aaai.v33i01.33011001},
  url    = {https://doi.org/10.1609/aaai.v33i01.33011001},
}

Source files

Released under the MIT License.