IDEAS home Printed from https://ideas.repec.org/r/eee/intfor/v36y2020i3p1181-1191.html
   My bibliography  Save this item

DeepAR: Probabilistic forecasting with autoregressive recurrent networks

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as


Cited by:

  1. Montero-Manso, Pablo & Hyndman, Rob J., 2021. "Principles and algorithms for forecasting groups of time series: Locality and globality," International Journal of Forecasting, Elsevier, vol. 37(4), pages 1632-1653.
  2. Dumas, Jonathan & Wehenkel, Antoine & Lanaspeze, Damien & Cornélusse, Bertrand & Sutera, Antonio, 2022. "A deep generative model for probabilistic energy forecasting in power systems: normalizing flows," Applied Energy, Elsevier, vol. 305(C).
  3. Chiew, Ernest & Choong, Shin Siang, 2022. "A solution for M5 Forecasting - Uncertainty: Hybrid gradient boosting and autoregressive recurrent neural network for quantile estimation," International Journal of Forecasting, Elsevier, vol. 38(4), pages 1442-1447.
  4. Conall Butler & Martin Crane, 2023. "Blockchain Transaction Fee Forecasting: A Comparison of Machine Learning Methods," Mathematics, MDPI, vol. 11(9), pages 1-26, May.
  5. Makridakis, Spyros & Spiliotis, Evangelos & Assimakopoulos, Vassilios, 2022. "Predicting/hypothesizing the findings of the M5 competition," International Journal of Forecasting, Elsevier, vol. 38(4), pages 1337-1345.
  6. Alcántara Mata, Antonio & Ruiz Mora, Carlos, 2022. "A Neural Network-Based Distributional Constraint Learning Methodology for Mixed-Integer Stochastic Optimization," DES - Working Papers. Statistics and Econometrics. WS 36072, Universidad Carlos III de Madrid. Departamento de Estadística.
  7. Ulrich, Matthias & Jahnke, Hermann & Langrock, Roland & Pesch, Robert & Senge, Robin, 2022. "Classification-based model selection in retail demand forecasting," International Journal of Forecasting, Elsevier, vol. 38(1), pages 209-223.
  8. Olivares, Kin G. & Challu, Cristian & Marcjasz, Grzegorz & Weron, Rafał & Dubrawski, Artur, 2023. "Neural basis expansion analysis with exogenous variables: Forecasting electricity prices with NBEATSx," International Journal of Forecasting, Elsevier, vol. 39(2), pages 884-900.
  9. Shi, Yong & Zhang, Linzi, 2023. "Modelling long- and short-term multi-dimensional patterns in predictive maintenance with accumulative attention," Reliability Engineering and System Safety, Elsevier, vol. 237(C).
  10. Jayesh Thaker & Robert Höller, 2022. "A Comparative Study of Time Series Forecasting of Solar Energy Based on Irradiance Classification," Energies, MDPI, vol. 15(8), pages 1-26, April.
  11. de Rezende, Rafael & Egert, Katharina & Marin, Ignacio & Thompson, Guilherme, 2022. "A white-boxed ISSM approach to estimate uncertainty distributions of Walmart sales," International Journal of Forecasting, Elsevier, vol. 38(4), pages 1460-1467.
  12. Lunacek, Monte & Williams, Lindy & Severino, Joseph & Ficenec, Karen & Ugirumurera, Juliette & Eash, Matthew & Ge, Yanbo & Phillips, Caleb, 2021. "A data-driven operational model for traffic at the Dallas Fort Worth International Airport," Journal of Air Transport Management, Elsevier, vol. 94(C).
  13. Kandaswamy Paramasivan & Brinda Subramani & Nandan Sudarsanam, 2022. "Counterfactual analysis of the impact of the first two waves of the COVID-19 pandemic on the reporting and registration of missing people in India," Palgrave Communications, Palgrave Macmillan, vol. 9(1), pages 1-14, December.
  14. Felix Wick & Ulrich Kerzel & Martin Hahn & Moritz Wolf & Trapti Singhal & Daniel Stemmer & Jakob Ernst & Michael Feindt, 2021. "Demand Forecasting of Individual Probability Density Functions with Machine Learning," SN Operations Research Forum, Springer, vol. 2(3), pages 1-39, September.
  15. Jozef Barunik & Lubos Hanus, 2023. "Learning Probability Distributions of Day-Ahead Electricity Prices," Papers 2310.02867, arXiv.org, revised Oct 2023.
  16. Rajapaksha, Dilini & Bergmeir, Christoph & Hyndman, Rob J., 2023. "LoMEF: A framework to produce local explanations for global model time series forecasts," International Journal of Forecasting, Elsevier, vol. 39(3), pages 1424-1447.
  17. Lei Li & Zhiyuan Zhang & Ruihan Bao & Keiko Harimoto & Xu Sun, 2022. "Distributional Correlation--Aware Knowledge Distillation for Stock Trading Volume Prediction," Papers 2208.07232, arXiv.org.
  18. Yuming Deng & Xinhui Zhang & Tong Wang & Lin Wang & Yidong Zhang & Xiaoqing Wang & Su Zhao & Yunwei Qi & Guangyao Yang & Xuezheng Peng, 2023. "Alibaba Realizes Millions in Cost Savings Through Integrated Demand Forecasting, Inventory Management, Price Optimization, and Product Recommendations," Interfaces, INFORMS, vol. 53(1), pages 32-46, January.
  19. Ziel, Florian, 2022. "M5 competition uncertainty: Overdispersion, distributional forecasting, GAMLSS, and beyond," International Journal of Forecasting, Elsevier, vol. 38(4), pages 1546-1554.
  20. Liu, Chenyu & Zhang, Xuemin & Mei, Shengwei & Zhou, Qingyu & Fan, Hang, 2023. "Series-wise attention network for wind power forecasting considering temporal lag of numerical weather prediction," Applied Energy, Elsevier, vol. 336(C).
  21. Spiliotis, Evangelos & Makridakis, Spyros & Kaltsounis, Anastasios & Assimakopoulos, Vassilios, 2021. "Product sales probabilistic forecasting: An empirical evaluation using the M5 competition data," International Journal of Production Economics, Elsevier, vol. 240(C).
  22. Xian, Sidong & Feng, Miaomiao & Cheng, Yue, 2023. "Incremental nonlinear trend fuzzy granulation for carbon trading time series forecast," Applied Energy, Elsevier, vol. 352(C).
  23. Min Hu & Zhizhong Tan & Bin Liu & Guosheng Yin, 2023. "Futures Quantitative Investment with Heterogeneous Continual Graph Neural Network," Papers 2303.16532, arXiv.org, revised Dec 2023.
  24. Marcjasz, Grzegorz & Narajewski, Michał & Weron, Rafał & Ziel, Florian, 2023. "Distributional neural networks for electricity price forecasting," Energy Economics, Elsevier, vol. 125(C).
  25. Philippe Goulet Coulombe & Mikael Frenette & Karin Klieber, 2023. "From Reactive to Proactive Volatility Modeling with Hemisphere Neural Networks," Papers 2311.16333, arXiv.org, revised Apr 2024.
  26. Anderer, Matthias & Li, Feng, 2022. "Hierarchical forecasting with a top-down alignment of independent-level forecasts," International Journal of Forecasting, Elsevier, vol. 38(4), pages 1405-1414.
  27. Richter, Lucas & Lehna, Malte & Marchand, Sophie & Scholz, Christoph & Dreher, Alexander & Klaiber, Stefan & Lenk, Steve, 2022. "Artificial Intelligence for Electricity Supply Chain automation," Renewable and Sustainable Energy Reviews, Elsevier, vol. 163(C).
  28. Eikeland, Odin Foldvik & Kelsall, Colin C. & Buznitsky, Kyle & Verma, Shomik & Bianchi, Filippo Maria & Chiesa, Matteo & Henry, Asegun, 2023. "Power availability of PV plus thermal batteries in real-world electric power grids," Applied Energy, Elsevier, vol. 348(C).
  29. Bojer, Casper Solheim, 2022. "Understanding machine learning-based forecasting methods: A decomposition framework and research opportunities," International Journal of Forecasting, Elsevier, vol. 38(4), pages 1555-1561.
  30. Jože Martin Rožanec & Blaž Fortuna & Dunja Mladenić, 2022. "Reframing Demand Forecasting: A Two-Fold Approach for Lumpy and Intermittent Demand," Sustainability, MDPI, vol. 14(15), pages 1-21, July.
  31. Bojer, Casper Solheim & Meldgaard, Jens Peder, 2021. "Kaggle forecasting competitions: An overlooked learning opportunity," International Journal of Forecasting, Elsevier, vol. 37(2), pages 587-603.
  32. Ying Shu & Chengfu Ding & Lingbing Tao & Chentao Hu & Zhixin Tie, 2023. "Air Pollution Prediction Based on Discrete Wavelets and Deep Learning," Sustainability, MDPI, vol. 15(9), pages 1-19, April.
  33. Zhuoyuan Lyu & Ying Shen & Yu Zhao & Tao Hu, 2023. "Solar Radiation Prediction Based on Conformer-GLaplace-SDAR Model," Sustainability, MDPI, vol. 15(20), pages 1-18, October.
  34. Sonan Memon, 2022. "Inflation in Pakistan: High-Frequency Estimation and Forecasting," PIDE-Working Papers 2022:12, Pakistan Institute of Development Economics.
  35. Shalini Sharma & Angshul Majumdar & Emilie Chouzenoux & Victor Elvira, 2023. "Deep State-Space Model for Predicting Cryptocurrency Price," Papers 2311.14731, arXiv.org.
  36. Shao, Zhen & Yang, Yudie & Zheng, Qingru & Zhou, Kaile & Liu, Chen & Yang, Shanlin, 2022. "A pattern classification methodology for interval forecasts of short-term electricity prices based on hybrid deep neural networks: A comparative analysis," Applied Energy, Elsevier, vol. 327(C).
  37. Jiawei Zhang & Rongquan Zhang & Yanfeng Zhao & Jing Qiu & Siqi Bu & Yuxiang Zhu & Gangqiang Li, 2023. "Deterministic and Probabilistic Prediction of Wind Power Based on a Hybrid Intelligent Model," Energies, MDPI, vol. 16(10), pages 1-15, May.
  38. Sergio Consoli & Luca Tiozzo Pezzoli & Elisa Tosetti, 2022. "Neural forecasting of the Italian sovereign bond market with economic news," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 185(S2), pages 197-224, December.
  39. Philippe Goulet Coulombe, 2022. "A Neural Phillips Curve and a Deep Output Gap," Working Papers 22-01, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management.
  40. Semenoglou, Artemios-Anargyros & Spiliotis, Evangelos & Makridakis, Spyros & Assimakopoulos, Vassilios, 2021. "Investigating the accuracy of cross-learning time series forecasting methods," International Journal of Forecasting, Elsevier, vol. 37(3), pages 1072-1084.
  41. Heejong Lim & Kwanghun Chung & Sangbok Lee, 2022. "Probabilistic Forecasting for Demand of a Bike-Sharing Service Using a Deep-Learning Approach," Sustainability, MDPI, vol. 14(23), pages 1-18, November.
  42. Qian, Yilin & Thompson, Ryan & Vasnev, Andrey L, 2022. "Global combinations of expert forecasts," Working Papers BAWP-2022-02, University of Sydney Business School, Discipline of Business Analytics.
  43. Lars Ødegaard Bentsen & Narada Dilp Warakagoda & Roy Stenbro & Paal Engelstad, 2023. "A Unified Graph Formulation for Spatio-Temporal Wind Forecasting," Energies, MDPI, vol. 16(20), pages 1-23, October.
  44. Ryan Thompson & Yilin Qian & Andrey L. Vasnev, 2022. "Flexible global forecast combinations," Papers 2207.07318, arXiv.org, revised Mar 2024.
  45. Jozef Barunik & Lubos Hanus, 2022. "Learning Probability Distributions in Macroeconomics and Finance," Papers 2204.06848, arXiv.org.
  46. Kandaswamy Paramasivan & Rahul Subburaj & Saish Jaiswal & Nandan Sudarsanam, 2022. "Empirical evidence of the impact of mobility on property crimes during the first two waves of the COVID-19 pandemic," Palgrave Communications, Palgrave Macmillan, vol. 9(1), pages 1-14, December.
  47. Mihail Yanchev, 2022. "Deep Growth-at-Risk Model: Nowcasting the 2020 Pandemic Lockdown Recession in Small Open Economies," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 7, pages 20-41.
  48. Elham M. Al-Ali & Yassine Hajji & Yahia Said & Manel Hleili & Amal M. Alanzi & Ali H. Laatar & Mohamed Atri, 2023. "Solar Energy Production Forecasting Based on a Hybrid CNN-LSTM-Transformer Model," Mathematics, MDPI, vol. 11(3), pages 1-19, January.
  49. Anna Almosova & Niek Andresen, 2023. "Nonlinear inflation forecasting with recurrent neural networks," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(2), pages 240-259, March.
  50. Ioannis Papageorgiou & Ioannis Kontoyiannis, 2023. "The Bayesian Context Trees State Space Model for time series modelling and forecasting," Papers 2308.00913, arXiv.org, revised Oct 2023.
  51. Jakub Horak & Tomas Krulicky & Zuzana Rowland & Veronika Machova, 2020. "Creating a Comprehensive Method for the Evaluation of a Company," Sustainability, MDPI, vol. 12(21), pages 1-23, November.
  52. Zheng, Peijun & Zhou, Heng & Liu, Jiang & Nakanishi, Yosuke, 2023. "Interpretable building energy consumption forecasting using spectral clustering algorithm and temporal fusion transformers architecture," Applied Energy, Elsevier, vol. 349(C).
  53. Philippe Goulet Coulombe & Mikael Frenette & Karin Klieber, 2023. "From Reactive to Proactive Volatility Modeling with Hemisphere Neural Networks," Working Papers 23-04, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management, revised Nov 2023.
  54. Evangelos Spiliotis & Spyros Makridakis & Artemios-Anargyros Semenoglou & Vassilios Assimakopoulos, 2022. "Comparison of statistical and machine learning methods for daily SKU demand forecasting," Operational Research, Springer, vol. 22(3), pages 3037-3061, July.
  55. Jiang, Zongxi & Zhang, Luliang & Ji, Tianyao, 2023. "NSDAR: A neural network-based model for similar day screening and electric load forecasting," Applied Energy, Elsevier, vol. 349(C).
  56. Grzegorz Dudek, 2021. "Short-Term Load Forecasting Using Neural Networks with Pattern Similarity-Based Error Weights," Energies, MDPI, vol. 14(11), pages 1-18, May.
  57. Georgios Fatouros & Georgios Makridis & Dimitrios Kotios & John Soldatos & Michael Filippakis & Dimosthenis Kyriazis, 2023. "DeepVaR: a framework for portfolio risk assessment leveraging probabilistic deep neural networks," Digital Finance, Springer, vol. 5(1), pages 29-56, March.
  58. Pengfei Zhao & Haoren Zhu & Wilfred Siu Hung NG & Dik Lun Lee, 2024. "From GARCH to Neural Network for Volatility Forecast," Papers 2402.06642, arXiv.org.
  59. Philippe Goulet Coulombe, 2022. "A Neural Phillips Curve and a Deep Output Gap," Papers 2202.04146, arXiv.org.
  60. Makridakis, Spyros & Spiliotis, Evangelos & Assimakopoulos, Vassilios, 2022. "M5 accuracy competition: Results, findings, and conclusions," International Journal of Forecasting, Elsevier, vol. 38(4), pages 1346-1364.
  61. Shovon Sengupta & Tanujit Chakraborty & Sunny Kumar Singh, 2023. "Forecasting CPI inflation under economic policy and geo-political uncertainties," Papers 2401.00249, arXiv.org.
  62. Zhen Zeng & Rachneet Kaur & Suchetha Siddagangappa & Saba Rahimi & Tucker Balch & Manuela Veloso, 2023. "Financial Time Series Forecasting using CNN and Transformer," Papers 2304.04912, arXiv.org.
  63. Martin Magris & Mostafa Shabani & Alexandros Iosifidis, 2022. "Bayesian Bilinear Neural Network for Predicting the Mid-price Dynamics in Limit-Order Book Markets," Papers 2203.03613, arXiv.org, revised Jan 2023.
  64. Bartłomiej Gaweł & Andrzej Paliński, 2024. "Global and Local Approaches for Forecasting of Long-Term Natural Gas Consumption in Poland Based on Hierarchical Short Time Series," Energies, MDPI, vol. 17(2), pages 1-25, January.
  65. Hao Xu & Jinglong Lin & Dongxiao Zhang & Fanyang Mo, 2023. "Retention time prediction for chromatographic enantioseparation by quantile geometry-enhanced graph neural network," Nature Communications, Nature, vol. 14(1), pages 1-15, December.
  66. Chaokai Huang & Ning Du & Jiahan He & Na Li & Yifan Feng & Weihong Cai, 2023. "Multidimensional Feature-Based Graph Attention Networks and Dynamic Learning for Electricity Load Forecasting," Energies, MDPI, vol. 16(18), pages 1-17, September.
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.