End-to-End Modeling of Hierarchical Time Series Using Autoregressive Transformer and Conditional Normalizing Flow-based Reconciliation-Reference-Cited by-同舟云学术

End-to-End Modeling of Hierarchical Time Series Using Autoregressive Transformer and Conditional Normalizing Flow-based Reconciliation

Published:2022-11 Issue: Volume: Page:
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Container-title:2022 IEEE International Conference on Data Mining Workshops (ICDMW)
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Author:

Wang Shiyu¹,Zhou Fan¹,Sun Yinbo¹,Ma Lintao¹,Zhang James¹,Zheng Yangfei¹

Affiliation:

1. Ant Group,Hangzhou,China

Publisher

IEEE

Link

Reference23 articles.

1. Normalizing flows: An introduction and review of current methods;kobyzev;IEEE Transactions on Pattern Analysis and Machine Intelligence,2020

2. Normalizing flows for probabilistic modeling and inference;papamakarios;ArXiv Preprint,2019

3. Density estimation using real nvp;dinh;ArXiv Preprint,2016

4. Glow: Generative flow with invertible lxl convolutions;kingma;ArXiv Preprint,2018

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