Deep Time Series Forecasting With Shape and Temporal Criteria
This paper addresses the problem of multi-step time series forecasting for non-stationary signals that can present sudden changes. Current state-of-the-art deep learning forecasting methods, often trained with variants of the MSE, lack the ability to provide sharp predictions in deterministic and pr...
| Veröffentlicht in: | IEEE transactions on pattern analysis and machine intelligence. - 1979. - 45(2023), 1 vom: 24. Jan., Seite 342-355 |
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| Format: | Online-Aufsatz |
| Sprache: | English |
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2023
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| Zugriff auf das übergeordnete Werk: | IEEE transactions on pattern analysis and machine intelligence |
| Schlagworte: | Journal Article |
| Online verfügbar |
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