Creation of Time Series Models based on Deep Learning for Generation of Probabilistic Forecasts Using GluonTS and Python
Author:
Affiliation:
1. Universidad Politécnica de Tapachula,Chiapas,Mexico
2. Universidad Autónoma de Chiapas,Chiapas,Mexico
3. Universidad Autónoma de Baja California
Publisher
IEEE
Link
http://xplorestaging.ieee.org/ielx8/10568173/10568254/10568270.pdf?arnumber=10568270
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1. Learning to trade in financial time series using high-frequency through wavelet transformation and deep reinforcement learning
2. Forecast Methods for Time Series Data: A Survey
3. Deep Neural Network and Time Series Approach for Finance Systems
4. Intelligent Investment Portfolio Management using Time-Series Analytics and Deep Reinforcement Learning;Chavan,2021
5. Embedding Time-Series Features into Generative Adversarial Networks for Intrusion Detection in Internet of Things Networks
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