Our GRATIS paper for GeneRAting TIme Series with diverse and controllable characteristics is accepted in the ASA data science journal: Statistical Analysis and Data Mining. Yanfei Kang, Rob J Hyndman, and Feng Li*. (2020). GRATIS: GeneRAting TIme Series with diverse and controllable characteristics, Statistical Analysis and Data Mining. (In Press) [Journal version | Working Paper | R Package | Web App] The explosion […]
The DeepTCN paper is accepted in Neurocomputing. Yitian Chen, Yanfei Kang, Yixiong Chen and Zizhuo Wang. (2020). Probabilistic Forecasting with Temporal Convolutional Neural Network. Neurocomputing 399C (2020) pp. 491-501. [ Online | Working Paper | Software] We present a probabilistic forecasting framework based on convolutional neural network (CNN) for multiple related time series forecasting. The framework can be […]