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PARNN: A Probabilistic Autoregressive Neural Network Framework for Accurate Forecasting. (arXiv:2204.09640v2 [stat.ML] UPDATED)
Sept. 21, 2022, 1:11 a.m. | Madhurima Panja, Tanujit Chakraborty, Uttam Kumar, Abdenour Hadid
stat.ML updates on arXiv.org arxiv.org
Forecasting time series data represents an emerging field of research in data
science and knowledge discovery with vast applications ranging from stock price
and energy demand prediction to the early prediction of epidemics. Numerous
statistical and machine learning methods have been proposed in the last five
decades with the demand for high-quality and reliable forecasts. However, in
real-life prediction problems, situations exist in which a model based on one
of the above paradigms is preferable. Therefore, hybrid solutions are needed …
accurate forecasting arxiv forecasting framework network neural network
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