Recent advances in deep long-horizon forecasting

Time-series forecasting is an important research area that is critical to several scientific and industrial applications, like retail supply chain optimization, energy and traffic prediction, and weather forecasting. In retail use cases, for example, it has been observed that improving demand forecasting accuracy can meaningfully reduce inventory costs and increase revenue.

Modern time-series applications can involve forecasting hundreds of thousands of correlated time-series (e.g., demands of different products for …

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