Deep Extreme Mixture Model for Time Series Forecasting-Reference-Cited by-同舟云学术

Deep Extreme Mixture Model for Time Series Forecasting

Published:2022-10-17 Issue: Volume: Page:
ISSN:
Container-title:Proceedings of the 31st ACM International Conference on Information & Knowledge Management
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Author:

S Abilasha¹,Bhadra Sahely¹,Dadarkar Ahmed Zaheer¹,P Deepak²

Affiliation:

1. Indian Institute of Technology, Palakkad, Palakkad, India

2. Queen's University Belfast, Belfast, United Kingdom

Funder

Science and Engineering Research Board

Publisher

ACM

Link

https://dl.acm.org/doi/pdf/10.1145/3511808.3557282

Reference46 articles.

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3. Percy artist Moran and Peter Whittle. 1951. Hypothesis Testing in Time Series Analysis. Percy artist Moran and Peter Whittle. 1951. Hypothesis Testing in Time Series Analysis.

4. Realized Peaks over Threshold: A Time-Varying Extreme Value Approach with High-Frequency-Based Measures*

5. Some Recent Advances in Forecasting and Control