Search Results for author: Cristian Challu

Found 10 papers, 6 papers with code

Hierarchically Coherent Multivariate Mixture Networks

1 code implementation11 May 2023 Kin G. Olivares, David Luo, Cristian Challu, Stefania La Vattiata, Max Mergenthaler, Artur Dubrawski

Large collections of time series data are often organized into hierarchies with different levels of aggregation; examples include product and geographical groupings.

Computational Efficiency Time Series

SpectraNet: Multivariate Forecasting and Imputation under Distribution Shifts and Missing Data

1 code implementation22 Oct 2022 Cristian Challu, Peihong Jiang, Ying Nian Wu, Laurent Callot

In this work, we tackle two widespread challenges in real applications for time-series forecasting that have been largely understudied: distribution shifts and missing data.

Imputation Multivariate Time Series Forecasting +1

Unsupervised Model Selection for Time-series Anomaly Detection

1 code implementation3 Oct 2022 Mononito Goswami, Cristian Challu, Laurent Callot, Lenon Minorics, Andrey Kan

The practical problem of selecting the most accurate model for a given dataset without labels has received little attention in the literature.

Model Selection Supervised Anomaly Detection +2

Deep Generative model with Hierarchical Latent Factors for Time Series Anomaly Detection

1 code implementation15 Feb 2022 Cristian Challu, Peihong Jiang, Ying Nian Wu, Laurent Callot

Multivariate time series anomaly detection has become an active area of research in recent years, with Deep Learning models outperforming previous approaches on benchmark datasets.

Anomaly Detection Time Series +1

DMIDAS: Deep Mixed Data Sampling Regression for Long Multi-Horizon Time Series Forecasting

no code implementations7 Jun 2021 Cristian Challu, Kin G. Olivares, Gus Welter, Artur Dubrawski

We validate our proposed method, DMIDAS, on high-frequency healthcare and electricity price data with long forecasting horizons (~1000 timestamps) where we improve the prediction accuracy by 5% over state-of-the-art models, reducing the number of parameters of NBEATS by nearly 70%.

regression Time Series +1

DASGrad: Double Adaptive Stochastic Gradient

no code implementations25 Sep 2019 Kin Gutierrez, Cristian Challu, Jin Li, Artur Dubrawski

Adaptive moment methods have been remarkably successful for optimization under the presence of high dimensional or sparse gradients, in parallel to this, adaptive sampling probabilities for SGD have allowed optimizers to improve convergence rates by prioritizing examples to learn efficiently.

Transfer Learning

Double Adaptive Stochastic Gradient Optimization

no code implementations6 Nov 2018 Kin Gutierrez, Jin Li, Cristian Challu, Artur Dubrawski

We observe that the benefits of~\textsc{DASGrad} increase with the model complexity and variability of the gradients, and we explore the resulting utility in extensions of distribution-matching multitask learning.

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